ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
117-290 |
118-085 |
0-115 |
0.3% |
118-017 |
| High |
118-097 |
118-160 |
0-063 |
0.2% |
118-160 |
| Low |
117-265 |
118-010 |
0-065 |
0.2% |
117-187 |
| Close |
118-087 |
118-055 |
-0-032 |
-0.1% |
118-055 |
| Range |
0-152 |
0-150 |
-0-002 |
-1.3% |
0-293 |
| ATR |
0-183 |
0-181 |
-0-002 |
-1.3% |
0-000 |
| Volume |
518,662 |
535,148 |
16,486 |
3.2% |
2,336,893 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-205 |
119-120 |
118-138 |
|
| R3 |
119-055 |
118-290 |
118-096 |
|
| R2 |
118-225 |
118-225 |
118-082 |
|
| R1 |
118-140 |
118-140 |
118-069 |
118-108 |
| PP |
118-075 |
118-075 |
118-075 |
118-059 |
| S1 |
117-310 |
117-310 |
118-041 |
117-278 |
| S2 |
117-245 |
117-245 |
118-028 |
|
| S3 |
117-095 |
117-160 |
118-014 |
|
| S4 |
116-265 |
117-010 |
117-292 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-266 |
120-134 |
118-216 |
|
| R3 |
119-293 |
119-161 |
118-136 |
|
| R2 |
119-000 |
119-000 |
118-109 |
|
| R1 |
118-188 |
118-188 |
118-082 |
118-254 |
| PP |
118-027 |
118-027 |
118-027 |
118-060 |
| S1 |
117-215 |
117-215 |
118-028 |
117-281 |
| S2 |
117-054 |
117-054 |
118-001 |
|
| S3 |
116-081 |
116-242 |
117-294 |
|
| S4 |
115-108 |
115-269 |
117-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-160 |
117-187 |
0-293 |
0.8% |
0-132 |
0.3% |
64% |
True |
False |
467,378 |
| 10 |
118-160 |
116-312 |
1-168 |
1.3% |
0-173 |
0.5% |
78% |
True |
False |
486,329 |
| 20 |
118-160 |
116-250 |
1-230 |
1.5% |
0-170 |
0.4% |
81% |
True |
False |
368,480 |
| 40 |
120-060 |
116-200 |
3-180 |
3.0% |
0-195 |
0.5% |
43% |
False |
False |
397,702 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-169 |
0.4% |
30% |
False |
False |
266,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-158 |
|
2.618 |
119-233 |
|
1.618 |
119-083 |
|
1.000 |
118-310 |
|
0.618 |
118-253 |
|
HIGH |
118-160 |
|
0.618 |
118-103 |
|
0.500 |
118-085 |
|
0.382 |
118-067 |
|
LOW |
118-010 |
|
0.618 |
117-237 |
|
1.000 |
117-180 |
|
1.618 |
117-087 |
|
2.618 |
116-257 |
|
4.250 |
116-012 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-085 |
118-041 |
| PP |
118-075 |
118-027 |
| S1 |
118-065 |
118-014 |
|