ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
117-307 |
117-290 |
-0-017 |
0.0% |
117-195 |
| High |
118-010 |
118-097 |
0-087 |
0.2% |
118-045 |
| Low |
117-187 |
117-265 |
0-078 |
0.2% |
116-312 |
| Close |
117-305 |
118-087 |
0-102 |
0.3% |
117-317 |
| Range |
0-143 |
0-152 |
0-009 |
6.3% |
1-053 |
| ATR |
0-186 |
0-183 |
-0-002 |
-1.3% |
0-000 |
| Volume |
469,545 |
518,662 |
49,117 |
10.5% |
2,526,400 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-179 |
119-125 |
118-171 |
|
| R3 |
119-027 |
118-293 |
118-129 |
|
| R2 |
118-195 |
118-195 |
118-115 |
|
| R1 |
118-141 |
118-141 |
118-101 |
118-168 |
| PP |
118-043 |
118-043 |
118-043 |
118-056 |
| S1 |
117-309 |
117-309 |
118-073 |
118-016 |
| S2 |
117-211 |
117-211 |
118-059 |
|
| S3 |
117-059 |
117-157 |
118-045 |
|
| S4 |
116-227 |
117-005 |
118-003 |
|
|
| 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 |
118-100 |
117-050 |
1-050 |
1.0% |
0-165 |
0.4% |
96% |
False |
False |
490,132 |
| 10 |
118-100 |
116-312 |
1-108 |
1.1% |
0-171 |
0.5% |
97% |
False |
False |
445,267 |
| 20 |
118-100 |
116-200 |
1-220 |
1.4% |
0-173 |
0.5% |
98% |
False |
False |
367,240 |
| 40 |
120-060 |
116-200 |
3-180 |
3.0% |
0-194 |
0.5% |
46% |
False |
False |
384,708 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-167 |
0.4% |
32% |
False |
False |
257,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-103 |
|
2.618 |
119-175 |
|
1.618 |
119-023 |
|
1.000 |
118-249 |
|
0.618 |
118-191 |
|
HIGH |
118-097 |
|
0.618 |
118-039 |
|
0.500 |
118-021 |
|
0.382 |
118-003 |
|
LOW |
117-265 |
|
0.618 |
117-171 |
|
1.000 |
117-113 |
|
1.618 |
117-019 |
|
2.618 |
116-187 |
|
4.250 |
115-259 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-065 |
118-052 |
| PP |
118-043 |
118-018 |
| S1 |
118-021 |
117-304 |
|