ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
116-260 |
116-260 |
0-000 |
0.0% |
117-120 |
| High |
116-260 |
116-290 |
0-030 |
0.1% |
117-120 |
| Low |
116-260 |
116-260 |
0-000 |
0.0% |
116-260 |
| Close |
117-000 |
117-000 |
0-000 |
0.0% |
117-000 |
| Range |
0-000 |
0-030 |
0-030 |
|
0-180 |
| ATR |
|
|
|
|
|
| Volume |
77 |
1,215 |
1,138 |
1,477.9% |
2,375 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-060 |
117-060 |
117-016 |
|
| R3 |
117-030 |
117-030 |
117-008 |
|
| R2 |
117-000 |
117-000 |
117-006 |
|
| R1 |
117-000 |
117-000 |
117-003 |
117-000 |
| PP |
116-290 |
116-290 |
116-290 |
116-290 |
| S1 |
116-290 |
116-290 |
116-317 |
116-290 |
| S2 |
116-260 |
116-260 |
116-314 |
|
| S3 |
116-230 |
116-260 |
116-312 |
|
| S4 |
116-200 |
116-230 |
116-304 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-240 |
118-140 |
117-099 |
|
| R3 |
118-060 |
117-280 |
117-050 |
|
| R2 |
117-200 |
117-200 |
117-033 |
|
| R1 |
117-100 |
117-100 |
117-016 |
117-060 |
| PP |
117-020 |
117-020 |
117-020 |
117-000 |
| S1 |
116-240 |
116-240 |
116-304 |
116-200 |
| S2 |
116-160 |
116-160 |
116-287 |
|
| S3 |
115-300 |
116-060 |
116-270 |
|
| S4 |
115-120 |
115-200 |
116-221 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-098 |
|
2.618 |
117-049 |
|
1.618 |
117-019 |
|
1.000 |
117-000 |
|
0.618 |
116-309 |
|
HIGH |
116-290 |
|
0.618 |
116-279 |
|
0.500 |
116-275 |
|
0.382 |
116-271 |
|
LOW |
116-260 |
|
0.618 |
116-241 |
|
1.000 |
116-230 |
|
1.618 |
116-211 |
|
2.618 |
116-181 |
|
4.250 |
116-132 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-305 |
116-305 |
| PP |
116-290 |
116-290 |
| S1 |
116-275 |
116-275 |
|