ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-212 |
116-307 |
0-095 |
0.3% |
116-265 |
| High |
117-017 |
117-010 |
-0-007 |
0.0% |
117-010 |
| Low |
116-205 |
116-162 |
-0-043 |
-0.1% |
116-047 |
| Close |
116-292 |
116-177 |
-0-115 |
-0.3% |
116-207 |
| Range |
0-132 |
0-168 |
0-036 |
27.3% |
0-283 |
| ATR |
0-161 |
0-162 |
0-000 |
0.3% |
0-000 |
| Volume |
498,351 |
601,254 |
102,903 |
20.6% |
2,951,485 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-087 |
117-300 |
116-269 |
|
| R3 |
117-239 |
117-132 |
116-223 |
|
| R2 |
117-071 |
117-071 |
116-208 |
|
| R1 |
116-284 |
116-284 |
116-192 |
116-254 |
| PP |
116-223 |
116-223 |
116-223 |
116-208 |
| S1 |
116-116 |
116-116 |
116-162 |
116-086 |
| S2 |
116-055 |
116-055 |
116-146 |
|
| S3 |
115-207 |
115-268 |
116-131 |
|
| S4 |
115-039 |
115-100 |
116-085 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-084 |
118-268 |
117-043 |
|
| R3 |
118-121 |
117-305 |
116-285 |
|
| R2 |
117-158 |
117-158 |
116-259 |
|
| R1 |
117-022 |
117-022 |
116-233 |
116-268 |
| PP |
116-195 |
116-195 |
116-195 |
116-158 |
| S1 |
116-059 |
116-059 |
116-181 |
115-306 |
| S2 |
115-232 |
115-232 |
116-155 |
|
| S3 |
114-269 |
115-096 |
116-129 |
|
| S4 |
113-306 |
114-133 |
116-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-017 |
116-047 |
0-290 |
0.8% |
0-153 |
0.4% |
45% |
False |
False |
594,835 |
| 10 |
117-257 |
116-047 |
1-210 |
1.4% |
0-145 |
0.4% |
25% |
False |
False |
585,506 |
| 20 |
118-250 |
116-047 |
2-203 |
2.3% |
0-176 |
0.5% |
15% |
False |
False |
650,788 |
| 40 |
118-250 |
115-040 |
3-210 |
3.1% |
0-161 |
0.4% |
39% |
False |
False |
487,379 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-126 |
0.3% |
39% |
False |
False |
325,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-084 |
|
2.618 |
118-130 |
|
1.618 |
117-282 |
|
1.000 |
117-178 |
|
0.618 |
117-114 |
|
HIGH |
117-010 |
|
0.618 |
116-266 |
|
0.500 |
116-246 |
|
0.382 |
116-226 |
|
LOW |
116-162 |
|
0.618 |
116-058 |
|
1.000 |
115-314 |
|
1.618 |
115-210 |
|
2.618 |
115-042 |
|
4.250 |
114-088 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-246 |
116-192 |
| PP |
116-223 |
116-187 |
| S1 |
116-200 |
116-182 |
|