ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-185 |
116-112 |
-0-073 |
-0.2% |
116-265 |
| High |
116-202 |
116-215 |
0-013 |
0.0% |
117-010 |
| Low |
116-100 |
116-072 |
-0-028 |
-0.1% |
116-047 |
| Close |
116-112 |
116-175 |
0-063 |
0.2% |
116-207 |
| Range |
0-102 |
0-143 |
0-041 |
40.2% |
0-283 |
| ATR |
0-157 |
0-156 |
-0-001 |
-0.7% |
0-000 |
| Volume |
534,605 |
602,733 |
68,128 |
12.7% |
2,951,485 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-263 |
117-202 |
116-254 |
|
| R3 |
117-120 |
117-059 |
116-214 |
|
| R2 |
116-297 |
116-297 |
116-201 |
|
| R1 |
116-236 |
116-236 |
116-188 |
116-266 |
| PP |
116-154 |
116-154 |
116-154 |
116-169 |
| S1 |
116-093 |
116-093 |
116-162 |
116-124 |
| S2 |
116-011 |
116-011 |
116-149 |
|
| S3 |
115-188 |
115-270 |
116-136 |
|
| S4 |
115-045 |
115-127 |
116-096 |
|
|
| 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% |
0-145 |
0.4% |
44% |
False |
False |
609,266 |
| 10 |
117-110 |
116-047 |
1-063 |
1.0% |
0-141 |
0.4% |
33% |
False |
False |
582,892 |
| 20 |
118-250 |
116-047 |
2-203 |
2.3% |
0-169 |
0.5% |
15% |
False |
False |
641,244 |
| 40 |
118-250 |
115-060 |
3-190 |
3.1% |
0-160 |
0.4% |
38% |
False |
False |
515,543 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-128 |
0.3% |
39% |
False |
False |
344,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-183 |
|
2.618 |
117-269 |
|
1.618 |
117-126 |
|
1.000 |
117-038 |
|
0.618 |
116-303 |
|
HIGH |
116-215 |
|
0.618 |
116-160 |
|
0.500 |
116-144 |
|
0.382 |
116-127 |
|
LOW |
116-072 |
|
0.618 |
115-304 |
|
1.000 |
115-249 |
|
1.618 |
115-161 |
|
2.618 |
115-018 |
|
4.250 |
114-104 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-164 |
116-201 |
| PP |
116-154 |
116-192 |
| S1 |
116-144 |
116-184 |
|