ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
117-120 |
118-017 |
0-217 |
0.6% |
117-195 |
| High |
118-045 |
118-060 |
0-015 |
0.0% |
118-045 |
| Low |
117-050 |
117-302 |
0-252 |
0.7% |
116-312 |
| Close |
117-317 |
118-037 |
0-040 |
0.1% |
117-317 |
| Range |
0-315 |
0-078 |
-0-237 |
-75.2% |
1-053 |
| ATR |
0-202 |
0-193 |
-0-009 |
-4.4% |
0-000 |
| Volume |
648,919 |
344,577 |
-304,342 |
-46.9% |
2,526,400 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-260 |
118-227 |
118-080 |
|
| R3 |
118-182 |
118-149 |
118-058 |
|
| R2 |
118-104 |
118-104 |
118-051 |
|
| R1 |
118-071 |
118-071 |
118-044 |
118-088 |
| PP |
118-026 |
118-026 |
118-026 |
118-035 |
| S1 |
117-313 |
117-313 |
118-030 |
118-010 |
| S2 |
117-268 |
117-268 |
118-023 |
|
| S3 |
117-190 |
117-235 |
118-016 |
|
| S4 |
117-112 |
117-157 |
117-314 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-064 |
120-243 |
118-202 |
|
| R3 |
120-011 |
119-190 |
118-100 |
|
| R2 |
118-278 |
118-278 |
118-065 |
|
| R1 |
118-137 |
118-137 |
118-031 |
118-208 |
| PP |
117-225 |
117-225 |
117-225 |
117-260 |
| S1 |
117-084 |
117-084 |
117-283 |
117-154 |
| S2 |
116-172 |
116-172 |
117-249 |
|
| S3 |
115-119 |
116-031 |
117-214 |
|
| S4 |
114-066 |
114-298 |
117-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-060 |
116-312 |
1-068 |
1.0% |
0-195 |
0.5% |
94% |
True |
False |
511,695 |
| 10 |
118-060 |
116-250 |
1-130 |
1.2% |
0-195 |
0.5% |
95% |
True |
False |
379,680 |
| 20 |
118-060 |
116-200 |
1-180 |
1.3% |
0-195 |
0.5% |
95% |
True |
False |
373,832 |
| 40 |
120-260 |
116-200 |
4-060 |
3.5% |
0-201 |
0.5% |
36% |
False |
False |
348,948 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-161 |
0.4% |
29% |
False |
False |
233,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-072 |
|
2.618 |
118-264 |
|
1.618 |
118-186 |
|
1.000 |
118-138 |
|
0.618 |
118-108 |
|
HIGH |
118-060 |
|
0.618 |
118-030 |
|
0.500 |
118-021 |
|
0.382 |
118-012 |
|
LOW |
117-302 |
|
0.618 |
117-254 |
|
1.000 |
117-224 |
|
1.618 |
117-176 |
|
2.618 |
117-098 |
|
4.250 |
116-290 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-032 |
117-306 |
| PP |
118-026 |
117-256 |
| S1 |
118-021 |
117-205 |
|