ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
117-037 |
116-275 |
-0-082 |
-0.2% |
116-125 |
| High |
117-117 |
117-145 |
0-028 |
0.1% |
117-145 |
| Low |
116-275 |
116-272 |
-0-003 |
0.0% |
116-080 |
| Close |
116-297 |
117-127 |
0-150 |
0.4% |
117-127 |
| Range |
0-162 |
0-193 |
0-031 |
19.1% |
1-065 |
| ATR |
0-154 |
0-157 |
0-003 |
1.8% |
0-000 |
| Volume |
678,994 |
591,673 |
-87,321 |
-12.9% |
2,824,435 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-014 |
118-263 |
117-233 |
|
| R3 |
118-141 |
118-070 |
117-180 |
|
| R2 |
117-268 |
117-268 |
117-162 |
|
| R1 |
117-197 |
117-197 |
117-145 |
117-232 |
| PP |
117-075 |
117-075 |
117-075 |
117-092 |
| S1 |
117-004 |
117-004 |
117-109 |
117-040 |
| S2 |
116-202 |
116-202 |
117-092 |
|
| S3 |
116-009 |
116-131 |
117-074 |
|
| S4 |
115-136 |
115-258 |
117-021 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-206 |
120-071 |
118-019 |
|
| R3 |
119-141 |
119-006 |
117-233 |
|
| R2 |
118-076 |
118-076 |
117-198 |
|
| R1 |
117-261 |
117-261 |
117-162 |
118-008 |
| PP |
117-011 |
117-011 |
117-011 |
117-044 |
| S1 |
116-196 |
116-196 |
117-092 |
116-264 |
| S2 |
115-266 |
115-266 |
117-056 |
|
| S3 |
114-201 |
115-131 |
117-021 |
|
| S4 |
113-136 |
114-066 |
116-235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-145 |
116-080 |
1-065 |
1.0% |
0-162 |
0.4% |
95% |
True |
False |
564,887 |
| 10 |
117-145 |
116-065 |
1-080 |
1.1% |
0-147 |
0.4% |
96% |
True |
False |
543,136 |
| 20 |
118-040 |
116-047 |
1-313 |
1.7% |
0-146 |
0.4% |
63% |
False |
False |
569,957 |
| 40 |
118-250 |
115-220 |
3-030 |
2.6% |
0-163 |
0.4% |
55% |
False |
False |
591,039 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-142 |
0.4% |
62% |
False |
False |
397,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-005 |
|
2.618 |
119-010 |
|
1.618 |
118-137 |
|
1.000 |
118-018 |
|
0.618 |
117-264 |
|
HIGH |
117-145 |
|
0.618 |
117-071 |
|
0.500 |
117-048 |
|
0.382 |
117-026 |
|
LOW |
116-272 |
|
0.618 |
116-153 |
|
1.000 |
116-079 |
|
1.618 |
115-280 |
|
2.618 |
115-087 |
|
4.250 |
114-092 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-101 |
117-095 |
| PP |
117-075 |
117-063 |
| S1 |
117-048 |
117-031 |
|