ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
118-185 |
118-165 |
-0-020 |
-0.1% |
117-227 |
| High |
119-112 |
119-140 |
0-028 |
0.1% |
118-190 |
| Low |
118-185 |
118-165 |
-0-020 |
-0.1% |
117-132 |
| Close |
118-210 |
119-047 |
0-157 |
0.4% |
118-112 |
| Range |
0-247 |
0-295 |
0-048 |
19.4% |
1-058 |
| ATR |
0-162 |
0-171 |
0-010 |
5.9% |
0-000 |
| Volume |
5,329 |
6,298 |
969 |
18.2% |
57,098 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-256 |
121-126 |
119-209 |
|
| R3 |
120-281 |
120-151 |
119-128 |
|
| R2 |
119-306 |
119-306 |
119-101 |
|
| R1 |
119-176 |
119-176 |
119-074 |
119-241 |
| PP |
119-011 |
119-011 |
119-011 |
119-043 |
| S1 |
118-201 |
118-201 |
119-020 |
118-266 |
| S2 |
118-036 |
118-036 |
118-313 |
|
| S3 |
117-061 |
117-226 |
118-286 |
|
| S4 |
116-086 |
116-251 |
118-205 |
|
|
| 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 |
119-140 |
117-262 |
1-198 |
1.4% |
0-196 |
0.5% |
82% |
True |
False |
6,150 |
| 10 |
119-140 |
116-287 |
2-173 |
2.1% |
0-185 |
0.5% |
89% |
True |
False |
14,202 |
| 20 |
119-140 |
116-117 |
3-023 |
2.6% |
0-161 |
0.4% |
91% |
True |
False |
252,625 |
| 40 |
119-140 |
116-060 |
3-080 |
2.7% |
0-161 |
0.4% |
91% |
True |
False |
417,694 |
| 60 |
119-140 |
116-060 |
3-080 |
2.7% |
0-165 |
0.4% |
91% |
True |
False |
404,252 |
| 80 |
120-060 |
116-060 |
4-000 |
3.4% |
0-179 |
0.5% |
74% |
False |
False |
414,303 |
| 100 |
121-260 |
116-060 |
5-200 |
4.7% |
0-168 |
0.4% |
53% |
False |
False |
332,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-114 |
|
2.618 |
121-272 |
|
1.618 |
120-297 |
|
1.000 |
120-115 |
|
0.618 |
120-002 |
|
HIGH |
119-140 |
|
0.618 |
119-027 |
|
0.500 |
118-312 |
|
0.382 |
118-278 |
|
LOW |
118-165 |
|
0.618 |
117-303 |
|
1.000 |
117-190 |
|
1.618 |
117-008 |
|
2.618 |
116-033 |
|
4.250 |
114-191 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-029 |
119-022 |
| PP |
119-011 |
118-318 |
| S1 |
118-312 |
118-294 |
|