ECBOT 5 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
116-260 |
116-290 |
0-030 |
0.1% |
117-120 |
High |
116-290 |
117-130 |
0-160 |
0.4% |
117-120 |
Low |
116-260 |
116-290 |
0-030 |
0.1% |
116-260 |
Close |
117-000 |
117-120 |
0-120 |
0.3% |
117-000 |
Range |
0-030 |
0-160 |
0-130 |
433.3% |
0-180 |
ATR |
|
|
|
|
|
Volume |
1,215 |
190 |
-1,025 |
-84.4% |
2,375 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-233 |
118-177 |
117-208 |
|
R3 |
118-073 |
118-017 |
117-164 |
|
R2 |
117-233 |
117-233 |
117-149 |
|
R1 |
117-177 |
117-177 |
117-135 |
117-205 |
PP |
117-073 |
117-073 |
117-073 |
117-088 |
S1 |
117-017 |
117-017 |
117-105 |
117-045 |
S2 |
116-233 |
116-233 |
117-091 |
|
S3 |
116-073 |
116-177 |
117-076 |
|
S4 |
115-233 |
116-017 |
117-032 |
|
|
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 |
119-170 |
2.618 |
118-229 |
1.618 |
118-069 |
1.000 |
117-290 |
0.618 |
117-229 |
HIGH |
117-130 |
0.618 |
117-069 |
0.500 |
117-050 |
0.382 |
117-031 |
LOW |
116-290 |
0.618 |
116-191 |
1.000 |
116-130 |
1.618 |
116-031 |
2.618 |
115-191 |
4.250 |
114-250 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
117-097 |
117-092 |
PP |
117-073 |
117-063 |
S1 |
117-050 |
117-035 |
|