ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
118-165 |
119-127 |
0-282 |
0.7% |
117-227 |
| High |
119-140 |
119-127 |
-0-013 |
0.0% |
118-190 |
| Low |
118-165 |
118-250 |
0-085 |
0.2% |
117-132 |
| Close |
119-047 |
118-310 |
-0-057 |
-0.1% |
118-112 |
| Range |
0-295 |
0-197 |
-0-098 |
-33.2% |
1-058 |
| ATR |
0-171 |
0-173 |
0-002 |
1.1% |
0-000 |
| Volume |
6,298 |
3,141 |
-3,157 |
-50.1% |
57,098 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-287 |
120-175 |
119-098 |
|
| R3 |
120-090 |
119-298 |
119-044 |
|
| R2 |
119-213 |
119-213 |
119-026 |
|
| R1 |
119-101 |
119-101 |
119-008 |
119-058 |
| PP |
119-016 |
119-016 |
119-016 |
118-314 |
| S1 |
118-224 |
118-224 |
118-292 |
118-182 |
| S2 |
118-139 |
118-139 |
118-274 |
|
| S3 |
117-262 |
118-027 |
118-256 |
|
| S4 |
117-065 |
117-150 |
118-202 |
|
|
| 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 |
118-075 |
1-065 |
1.0% |
0-201 |
0.5% |
61% |
False |
False |
5,344 |
| 10 |
119-140 |
116-287 |
2-173 |
2.1% |
0-184 |
0.5% |
82% |
False |
False |
10,683 |
| 20 |
119-140 |
116-160 |
2-300 |
2.5% |
0-165 |
0.4% |
84% |
False |
False |
220,634 |
| 40 |
119-140 |
116-060 |
3-080 |
2.7% |
0-163 |
0.4% |
86% |
False |
False |
408,337 |
| 60 |
119-140 |
116-060 |
3-080 |
2.7% |
0-166 |
0.4% |
86% |
False |
False |
398,145 |
| 80 |
120-060 |
116-060 |
4-000 |
3.4% |
0-180 |
0.5% |
70% |
False |
False |
413,846 |
| 100 |
121-260 |
116-060 |
5-200 |
4.7% |
0-170 |
0.4% |
49% |
False |
False |
332,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-004 |
|
2.618 |
121-003 |
|
1.618 |
120-126 |
|
1.000 |
120-004 |
|
0.618 |
119-249 |
|
HIGH |
119-127 |
|
0.618 |
119-052 |
|
0.500 |
119-028 |
|
0.382 |
119-005 |
|
LOW |
118-250 |
|
0.618 |
118-128 |
|
1.000 |
118-053 |
|
1.618 |
117-251 |
|
2.618 |
117-054 |
|
4.250 |
116-053 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-028 |
118-312 |
| PP |
119-016 |
118-312 |
| S1 |
119-003 |
118-311 |
|