ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-117 |
116-305 |
0-188 |
0.5% |
116-212 |
| High |
117-015 |
117-050 |
0-035 |
0.1% |
117-017 |
| Low |
116-115 |
116-237 |
0-122 |
0.3% |
116-065 |
| Close |
116-305 |
117-042 |
0-057 |
0.2% |
116-145 |
| Range |
0-220 |
0-133 |
-0-087 |
-39.5% |
0-272 |
| ATR |
0-155 |
0-153 |
-0-002 |
-1.0% |
0-000 |
| Volume |
659,337 |
549,727 |
-109,610 |
-16.6% |
2,606,934 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-082 |
118-035 |
117-115 |
|
| R3 |
117-269 |
117-222 |
117-079 |
|
| R2 |
117-136 |
117-136 |
117-066 |
|
| R1 |
117-089 |
117-089 |
117-054 |
117-112 |
| PP |
117-003 |
117-003 |
117-003 |
117-015 |
| S1 |
116-276 |
116-276 |
117-030 |
116-300 |
| S2 |
116-190 |
116-190 |
117-018 |
|
| S3 |
116-057 |
116-143 |
117-005 |
|
| S4 |
115-244 |
116-010 |
116-289 |
|
|
| 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 |
117-050 |
116-065 |
0-305 |
0.8% |
0-143 |
0.4% |
97% |
True |
False |
505,298 |
| 10 |
117-050 |
116-047 |
1-003 |
0.9% |
0-145 |
0.4% |
98% |
True |
False |
559,393 |
| 20 |
118-237 |
116-047 |
2-190 |
2.2% |
0-148 |
0.4% |
38% |
False |
False |
568,139 |
| 40 |
118-250 |
115-110 |
3-140 |
2.9% |
0-162 |
0.4% |
52% |
False |
False |
562,150 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-136 |
0.4% |
55% |
False |
False |
376,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-295 |
|
2.618 |
118-078 |
|
1.618 |
117-265 |
|
1.000 |
117-183 |
|
0.618 |
117-132 |
|
HIGH |
117-050 |
|
0.618 |
116-319 |
|
0.500 |
116-304 |
|
0.382 |
116-288 |
|
LOW |
116-237 |
|
0.618 |
116-155 |
|
1.000 |
116-104 |
|
1.618 |
116-022 |
|
2.618 |
115-209 |
|
4.250 |
114-312 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-022 |
116-316 |
| PP |
117-003 |
116-271 |
| S1 |
116-304 |
116-225 |
|