ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-012 |
118-007 |
-0-005 |
0.0% |
117-135 |
| High |
118-027 |
118-145 |
0-118 |
0.3% |
117-255 |
| Low |
117-190 |
118-005 |
0-135 |
0.4% |
117-100 |
| Close |
117-307 |
118-112 |
0-125 |
0.3% |
117-162 |
| Range |
0-157 |
0-140 |
-0-017 |
-10.8% |
0-155 |
| ATR |
0-141 |
0-142 |
0-001 |
0.9% |
0-000 |
| Volume |
633,124 |
688,548 |
55,424 |
8.8% |
2,132,569 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-187 |
119-130 |
118-189 |
|
| R3 |
119-047 |
118-310 |
118-150 |
|
| R2 |
118-227 |
118-227 |
118-138 |
|
| R1 |
118-170 |
118-170 |
118-125 |
118-198 |
| PP |
118-087 |
118-087 |
118-087 |
118-102 |
| S1 |
118-030 |
118-030 |
118-099 |
118-058 |
| S2 |
117-267 |
117-267 |
118-086 |
|
| S3 |
117-127 |
117-210 |
118-074 |
|
| S4 |
116-307 |
117-070 |
118-035 |
|
|
| 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 |
118-145 |
117-120 |
1-025 |
0.9% |
0-119 |
0.3% |
90% |
True |
False |
520,987 |
| 10 |
118-145 |
116-272 |
1-193 |
1.4% |
0-130 |
0.3% |
94% |
True |
False |
560,475 |
| 20 |
118-145 |
116-047 |
2-098 |
1.9% |
0-137 |
0.4% |
96% |
True |
False |
559,934 |
| 40 |
118-250 |
115-285 |
2-285 |
2.4% |
0-160 |
0.4% |
85% |
False |
False |
612,449 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-150 |
0.4% |
88% |
False |
False |
469,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-100 |
|
2.618 |
119-192 |
|
1.618 |
119-052 |
|
1.000 |
118-285 |
|
0.618 |
118-232 |
|
HIGH |
118-145 |
|
0.618 |
118-092 |
|
0.500 |
118-075 |
|
0.382 |
118-058 |
|
LOW |
118-005 |
|
0.618 |
117-238 |
|
1.000 |
117-185 |
|
1.618 |
117-098 |
|
2.618 |
116-278 |
|
4.250 |
116-050 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-100 |
118-077 |
| PP |
118-087 |
118-042 |
| S1 |
118-075 |
118-008 |
|