ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
117-135 |
117-225 |
0-090 |
0.2% |
116-125 |
| High |
117-252 |
117-255 |
0-003 |
0.0% |
117-145 |
| Low |
117-100 |
117-152 |
0-052 |
0.1% |
116-080 |
| Close |
117-240 |
117-240 |
0-000 |
0.0% |
117-127 |
| Range |
0-152 |
0-103 |
-0-049 |
-32.2% |
1-065 |
| ATR |
0-156 |
0-153 |
-0-004 |
-2.4% |
0-000 |
| Volume |
748,289 |
496,323 |
-251,966 |
-33.7% |
2,824,435 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-205 |
118-165 |
117-297 |
|
| R3 |
118-102 |
118-062 |
117-268 |
|
| R2 |
117-319 |
117-319 |
117-259 |
|
| R1 |
117-279 |
117-279 |
117-249 |
117-299 |
| PP |
117-216 |
117-216 |
117-216 |
117-226 |
| S1 |
117-176 |
117-176 |
117-231 |
117-196 |
| S2 |
117-113 |
117-113 |
117-221 |
|
| S3 |
117-010 |
117-073 |
117-212 |
|
| S4 |
116-227 |
116-290 |
117-183 |
|
|
| 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 |
117-255 |
116-237 |
1-018 |
0.9% |
0-149 |
0.4% |
96% |
True |
False |
613,001 |
| 10 |
117-255 |
116-065 |
1-190 |
1.4% |
0-143 |
0.4% |
97% |
True |
False |
557,637 |
| 20 |
117-257 |
116-047 |
1-210 |
1.4% |
0-144 |
0.4% |
97% |
False |
False |
571,572 |
| 40 |
118-250 |
115-285 |
2-285 |
2.5% |
0-161 |
0.4% |
64% |
False |
False |
618,561 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-146 |
0.4% |
72% |
False |
False |
418,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-053 |
|
2.618 |
118-205 |
|
1.618 |
118-102 |
|
1.000 |
118-038 |
|
0.618 |
117-319 |
|
HIGH |
117-255 |
|
0.618 |
117-216 |
|
0.500 |
117-204 |
|
0.382 |
117-191 |
|
LOW |
117-152 |
|
0.618 |
117-088 |
|
1.000 |
117-049 |
|
1.618 |
116-305 |
|
2.618 |
116-202 |
|
4.250 |
116-034 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-228 |
117-194 |
| PP |
117-216 |
117-149 |
| S1 |
117-204 |
117-104 |
|