ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
118-147 |
0-047 |
0.1% |
117-170 |
| High |
118-165 |
118-215 |
0-050 |
0.1% |
118-165 |
| Low |
118-077 |
118-097 |
0-020 |
0.1% |
117-152 |
| Close |
118-150 |
118-157 |
0-007 |
0.0% |
118-150 |
| Range |
0-088 |
0-118 |
0-030 |
34.1% |
1-013 |
| ATR |
0-138 |
0-137 |
-0-001 |
-1.0% |
0-000 |
| Volume |
400,452 |
453,376 |
52,924 |
13.2% |
2,601,974 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-190 |
119-132 |
118-222 |
|
| R3 |
119-072 |
119-014 |
118-189 |
|
| R2 |
118-274 |
118-274 |
118-179 |
|
| R1 |
118-216 |
118-216 |
118-168 |
118-245 |
| PP |
118-156 |
118-156 |
118-156 |
118-171 |
| S1 |
118-098 |
118-098 |
118-146 |
118-127 |
| S2 |
118-038 |
118-038 |
118-135 |
|
| S3 |
117-240 |
117-300 |
118-125 |
|
| S4 |
117-122 |
117-182 |
118-092 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-088 |
120-292 |
119-013 |
|
| R3 |
120-075 |
119-279 |
118-242 |
|
| R2 |
119-062 |
119-062 |
118-211 |
|
| R1 |
118-266 |
118-266 |
118-181 |
119-004 |
| PP |
118-049 |
118-049 |
118-049 |
118-078 |
| S1 |
117-253 |
117-253 |
118-119 |
117-311 |
| S2 |
117-036 |
117-036 |
118-089 |
|
| S3 |
116-023 |
116-240 |
118-058 |
|
| S4 |
115-010 |
115-227 |
117-287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-215 |
117-190 |
1-025 |
0.9% |
0-124 |
0.3% |
83% |
True |
False |
523,635 |
| 10 |
118-215 |
117-100 |
1-115 |
1.1% |
0-115 |
0.3% |
87% |
True |
False |
518,791 |
| 20 |
118-215 |
116-065 |
2-150 |
2.1% |
0-131 |
0.3% |
93% |
True |
False |
530,964 |
| 40 |
118-250 |
116-047 |
2-203 |
2.2% |
0-152 |
0.4% |
89% |
False |
False |
590,456 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-151 |
0.4% |
92% |
False |
False |
483,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-076 |
|
2.618 |
119-204 |
|
1.618 |
119-086 |
|
1.000 |
119-013 |
|
0.618 |
118-288 |
|
HIGH |
118-215 |
|
0.618 |
118-170 |
|
0.500 |
118-156 |
|
0.382 |
118-142 |
|
LOW |
118-097 |
|
0.618 |
118-024 |
|
1.000 |
117-299 |
|
1.618 |
117-226 |
|
2.618 |
117-108 |
|
4.250 |
116-236 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-157 |
118-141 |
| PP |
118-156 |
118-126 |
| S1 |
118-156 |
118-110 |
|