ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
119-127 |
118-222 |
-0-225 |
-0.6% |
118-127 |
| High |
119-127 |
119-005 |
-0-122 |
-0.3% |
119-140 |
| Low |
118-250 |
118-220 |
-0-030 |
-0.1% |
118-127 |
| Close |
118-310 |
118-265 |
-0-045 |
-0.1% |
118-265 |
| Range |
0-197 |
0-105 |
-0-092 |
-46.7% |
1-013 |
| ATR |
0-173 |
0-168 |
-0-005 |
-2.8% |
0-000 |
| Volume |
3,141 |
3,000 |
-141 |
-4.5% |
22,845 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-265 |
119-210 |
119-003 |
|
| R3 |
119-160 |
119-105 |
118-294 |
|
| R2 |
119-055 |
119-055 |
118-284 |
|
| R1 |
119-000 |
119-000 |
118-275 |
119-028 |
| PP |
118-270 |
118-270 |
118-270 |
118-284 |
| S1 |
118-215 |
118-215 |
118-255 |
118-242 |
| S2 |
118-165 |
118-165 |
118-246 |
|
| S3 |
118-060 |
118-110 |
118-236 |
|
| S4 |
117-275 |
118-005 |
118-207 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-003 |
121-147 |
119-128 |
|
| R3 |
120-310 |
120-134 |
119-037 |
|
| R2 |
119-297 |
119-297 |
119-006 |
|
| R1 |
119-121 |
119-121 |
118-296 |
119-209 |
| PP |
118-284 |
118-284 |
118-284 |
119-008 |
| S1 |
118-108 |
118-108 |
118-234 |
118-196 |
| S2 |
117-271 |
117-271 |
118-204 |
|
| S3 |
116-258 |
117-095 |
118-173 |
|
| S4 |
115-245 |
116-082 |
118-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-140 |
118-127 |
1-013 |
0.9% |
0-199 |
0.5% |
41% |
False |
False |
4,569 |
| 10 |
119-140 |
117-132 |
2-008 |
1.7% |
0-166 |
0.4% |
70% |
False |
False |
7,994 |
| 20 |
119-140 |
116-220 |
2-240 |
2.3% |
0-161 |
0.4% |
78% |
False |
False |
183,834 |
| 40 |
119-140 |
116-060 |
3-080 |
2.7% |
0-160 |
0.4% |
81% |
False |
False |
393,313 |
| 60 |
119-140 |
116-060 |
3-080 |
2.7% |
0-165 |
0.4% |
81% |
False |
False |
392,782 |
| 80 |
120-060 |
116-060 |
4-000 |
3.4% |
0-179 |
0.5% |
66% |
False |
False |
413,281 |
| 100 |
121-260 |
116-060 |
5-200 |
4.7% |
0-170 |
0.4% |
47% |
False |
False |
332,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-131 |
|
2.618 |
119-280 |
|
1.618 |
119-175 |
|
1.000 |
119-110 |
|
0.618 |
119-070 |
|
HIGH |
119-005 |
|
0.618 |
118-285 |
|
0.500 |
118-272 |
|
0.382 |
118-260 |
|
LOW |
118-220 |
|
0.618 |
118-155 |
|
1.000 |
118-115 |
|
1.618 |
118-050 |
|
2.618 |
117-265 |
|
4.250 |
117-094 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-272 |
118-312 |
| PP |
118-270 |
118-297 |
| S1 |
118-268 |
118-281 |
|