ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
118-127 |
0-027 |
0.1% |
117-227 |
| High |
118-190 |
118-277 |
0-087 |
0.2% |
118-190 |
| Low |
118-075 |
118-127 |
0-052 |
0.1% |
117-132 |
| Close |
118-112 |
118-215 |
0-103 |
0.3% |
118-112 |
| Range |
0-115 |
0-150 |
0-035 |
30.4% |
1-058 |
| ATR |
0-155 |
0-155 |
0-001 |
0.5% |
0-000 |
| Volume |
6,875 |
5,077 |
-1,798 |
-26.2% |
57,098 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-016 |
119-266 |
118-298 |
|
| R3 |
119-186 |
119-116 |
118-256 |
|
| R2 |
119-036 |
119-036 |
118-242 |
|
| R1 |
118-286 |
118-286 |
118-229 |
119-001 |
| PP |
118-206 |
118-206 |
118-206 |
118-224 |
| S1 |
118-136 |
118-136 |
118-201 |
118-171 |
| S2 |
118-056 |
118-056 |
118-188 |
|
| S3 |
117-226 |
117-306 |
118-174 |
|
| S4 |
117-076 |
117-156 |
118-132 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-212 |
121-060 |
119-000 |
|
| R3 |
120-154 |
120-002 |
118-216 |
|
| R2 |
119-096 |
119-096 |
118-181 |
|
| R1 |
118-264 |
118-264 |
118-147 |
119-020 |
| PP |
118-038 |
118-038 |
118-038 |
118-076 |
| S1 |
117-206 |
117-206 |
118-077 |
117-282 |
| S2 |
116-300 |
116-300 |
118-043 |
|
| S3 |
115-242 |
116-148 |
118-008 |
|
| S4 |
114-184 |
115-090 |
117-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-277 |
117-132 |
1-145 |
1.2% |
0-139 |
0.4% |
87% |
True |
False |
9,516 |
| 10 |
118-277 |
116-287 |
1-310 |
1.7% |
0-162 |
0.4% |
90% |
True |
False |
32,125 |
| 20 |
118-277 |
116-067 |
2-210 |
2.2% |
0-146 |
0.4% |
93% |
True |
False |
300,218 |
| 40 |
118-277 |
116-060 |
2-217 |
2.3% |
0-156 |
0.4% |
93% |
True |
False |
444,663 |
| 60 |
118-277 |
116-060 |
2-217 |
2.3% |
0-162 |
0.4% |
93% |
True |
False |
418,856 |
| 80 |
120-060 |
116-060 |
4-000 |
3.4% |
0-175 |
0.5% |
62% |
False |
False |
414,686 |
| 100 |
121-260 |
116-060 |
5-200 |
4.7% |
0-163 |
0.4% |
44% |
False |
False |
332,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-274 |
|
2.618 |
120-030 |
|
1.618 |
119-200 |
|
1.000 |
119-107 |
|
0.618 |
119-050 |
|
HIGH |
118-277 |
|
0.618 |
118-220 |
|
0.500 |
118-202 |
|
0.382 |
118-184 |
|
LOW |
118-127 |
|
0.618 |
118-034 |
|
1.000 |
117-297 |
|
1.618 |
117-204 |
|
2.618 |
117-054 |
|
4.250 |
116-130 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-211 |
118-180 |
| PP |
118-206 |
118-145 |
| S1 |
118-202 |
118-110 |
|