ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-112 |
116-180 |
0-068 |
0.2% |
116-212 |
| High |
116-215 |
116-182 |
-0-033 |
-0.1% |
117-017 |
| Low |
116-072 |
116-065 |
-0-007 |
0.0% |
116-065 |
| Close |
116-175 |
116-145 |
-0-030 |
-0.1% |
116-145 |
| Range |
0-143 |
0-117 |
-0-026 |
-18.2% |
0-272 |
| ATR |
0-156 |
0-154 |
-0-003 |
-1.8% |
0-000 |
| Volume |
602,733 |
369,991 |
-232,742 |
-38.6% |
2,606,934 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-162 |
117-110 |
116-209 |
|
| R3 |
117-045 |
116-313 |
116-177 |
|
| R2 |
116-248 |
116-248 |
116-166 |
|
| R1 |
116-196 |
116-196 |
116-156 |
116-164 |
| PP |
116-131 |
116-131 |
116-131 |
116-114 |
| S1 |
116-079 |
116-079 |
116-134 |
116-046 |
| S2 |
116-014 |
116-014 |
116-124 |
|
| S3 |
115-217 |
115-282 |
116-113 |
|
| S4 |
115-100 |
115-165 |
116-081 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-038 |
118-204 |
116-295 |
|
| R3 |
118-086 |
117-252 |
116-220 |
|
| R2 |
117-134 |
117-134 |
116-195 |
|
| R1 |
116-300 |
116-300 |
116-170 |
116-241 |
| PP |
116-182 |
116-182 |
116-182 |
116-153 |
| S1 |
116-028 |
116-028 |
116-120 |
115-289 |
| S2 |
115-230 |
115-230 |
116-095 |
|
| S3 |
114-278 |
115-076 |
116-070 |
|
| S4 |
114-006 |
114-124 |
115-315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-017 |
116-065 |
0-272 |
0.7% |
0-132 |
0.4% |
29% |
False |
True |
521,386 |
| 10 |
117-017 |
116-047 |
0-290 |
0.8% |
0-136 |
0.4% |
34% |
False |
False |
555,841 |
| 20 |
118-250 |
116-047 |
2-203 |
2.3% |
0-168 |
0.5% |
12% |
False |
False |
628,272 |
| 40 |
118-250 |
115-060 |
3-190 |
3.1% |
0-159 |
0.4% |
35% |
False |
False |
524,525 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-130 |
0.3% |
36% |
False |
False |
350,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-039 |
|
2.618 |
117-168 |
|
1.618 |
117-051 |
|
1.000 |
116-299 |
|
0.618 |
116-254 |
|
HIGH |
116-182 |
|
0.618 |
116-137 |
|
0.500 |
116-124 |
|
0.382 |
116-110 |
|
LOW |
116-065 |
|
0.618 |
115-313 |
|
1.000 |
115-268 |
|
1.618 |
115-196 |
|
2.618 |
115-079 |
|
4.250 |
114-208 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-138 |
116-143 |
| PP |
116-131 |
116-142 |
| S1 |
116-124 |
116-140 |
|