ECBOT 5 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
117-170 |
117-240 |
0-070 |
0.2% |
117-135 |
High |
117-252 |
118-017 |
0-085 |
0.2% |
117-255 |
Low |
117-152 |
117-220 |
0-068 |
0.2% |
117-100 |
Close |
117-245 |
117-317 |
0-072 |
0.2% |
117-162 |
Range |
0-100 |
0-117 |
0-017 |
17.0% |
0-155 |
ATR |
0-141 |
0-139 |
-0-002 |
-1.2% |
0-000 |
Volume |
437,174 |
442,676 |
5,502 |
1.3% |
2,132,569 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-002 |
118-277 |
118-061 |
|
R3 |
118-205 |
118-160 |
118-029 |
|
R2 |
118-088 |
118-088 |
118-018 |
|
R1 |
118-043 |
118-043 |
118-008 |
118-066 |
PP |
117-291 |
117-291 |
117-291 |
117-303 |
S1 |
117-246 |
117-246 |
117-306 |
117-268 |
S2 |
117-174 |
117-174 |
117-296 |
|
S3 |
117-057 |
117-129 |
117-285 |
|
S4 |
116-260 |
117-012 |
117-253 |
|
|
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 |
118-017 |
117-120 |
0-217 |
0.6% |
0-098 |
0.3% |
91% |
True |
False |
452,826 |
10 |
118-017 |
116-115 |
1-222 |
1.4% |
0-135 |
0.4% |
96% |
True |
False |
549,215 |
20 |
118-017 |
116-047 |
1-290 |
1.6% |
0-136 |
0.4% |
97% |
True |
False |
542,751 |
40 |
118-250 |
115-285 |
2-285 |
2.4% |
0-161 |
0.4% |
73% |
False |
False |
616,251 |
60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-146 |
0.4% |
78% |
False |
False |
447,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-194 |
2.618 |
119-003 |
1.618 |
118-206 |
1.000 |
118-134 |
0.618 |
118-089 |
HIGH |
118-017 |
0.618 |
117-292 |
0.500 |
117-278 |
0.382 |
117-265 |
LOW |
117-220 |
0.618 |
117-148 |
1.000 |
117-103 |
1.618 |
117-031 |
2.618 |
116-234 |
4.250 |
116-043 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-304 |
117-288 |
PP |
117-291 |
117-258 |
S1 |
117-278 |
117-228 |
|