ECBOT 5 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
117-142 |
117-170 |
0-028 |
0.1% |
117-135 |
High |
117-202 |
117-252 |
0-050 |
0.1% |
117-255 |
Low |
117-120 |
117-152 |
0-032 |
0.1% |
117-100 |
Close |
117-162 |
117-245 |
0-083 |
0.2% |
117-162 |
Range |
0-082 |
0-100 |
0-018 |
22.0% |
0-155 |
ATR |
0-144 |
0-141 |
-0-003 |
-2.2% |
0-000 |
Volume |
403,415 |
437,174 |
33,759 |
8.4% |
2,132,569 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-196 |
118-161 |
117-300 |
|
R3 |
118-096 |
118-061 |
117-272 |
|
R2 |
117-316 |
117-316 |
117-263 |
|
R1 |
117-281 |
117-281 |
117-254 |
117-298 |
PP |
117-216 |
117-216 |
117-216 |
117-225 |
S1 |
117-181 |
117-181 |
117-236 |
117-198 |
S2 |
117-116 |
117-116 |
117-227 |
|
S3 |
117-016 |
117-081 |
117-218 |
|
S4 |
116-236 |
116-301 |
117-190 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-317 |
118-235 |
117-247 |
|
R3 |
118-162 |
118-080 |
117-205 |
|
R2 |
118-007 |
118-007 |
117-190 |
|
R1 |
117-245 |
117-245 |
117-176 |
117-286 |
PP |
117-172 |
117-172 |
117-172 |
117-193 |
S1 |
117-090 |
117-090 |
117-148 |
117-131 |
S2 |
117-017 |
117-017 |
117-134 |
|
S3 |
116-182 |
116-255 |
117-119 |
|
S4 |
116-027 |
116-100 |
117-077 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117-255 |
117-100 |
0-155 |
0.4% |
0-105 |
0.3% |
94% |
False |
False |
513,948 |
10 |
117-255 |
116-080 |
1-175 |
1.3% |
0-134 |
0.4% |
98% |
False |
False |
539,417 |
20 |
117-255 |
116-047 |
1-208 |
1.4% |
0-135 |
0.4% |
98% |
False |
False |
547,629 |
40 |
118-250 |
115-285 |
2-285 |
2.5% |
0-160 |
0.4% |
65% |
False |
False |
617,395 |
60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-145 |
0.4% |
72% |
False |
False |
440,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-037 |
2.618 |
118-194 |
1.618 |
118-094 |
1.000 |
118-032 |
0.618 |
117-314 |
HIGH |
117-252 |
0.618 |
117-214 |
0.500 |
117-202 |
0.382 |
117-190 |
LOW |
117-152 |
0.618 |
117-090 |
1.000 |
117-052 |
1.618 |
116-310 |
2.618 |
116-210 |
4.250 |
116-047 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-231 |
117-225 |
PP |
117-216 |
117-206 |
S1 |
117-202 |
117-186 |
|