ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-147 |
118-157 |
0-010 |
0.0% |
117-170 |
| High |
118-215 |
118-207 |
-0-008 |
0.0% |
118-165 |
| Low |
118-097 |
118-142 |
0-045 |
0.1% |
117-152 |
| Close |
118-157 |
118-190 |
0-033 |
0.1% |
118-150 |
| Range |
0-118 |
0-065 |
-0-053 |
-44.9% |
1-013 |
| ATR |
0-137 |
0-132 |
-0-005 |
-3.7% |
0-000 |
| Volume |
453,376 |
480,079 |
26,703 |
5.9% |
2,601,974 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-055 |
119-027 |
118-226 |
|
| R3 |
118-310 |
118-282 |
118-208 |
|
| R2 |
118-245 |
118-245 |
118-202 |
|
| R1 |
118-217 |
118-217 |
118-196 |
118-231 |
| PP |
118-180 |
118-180 |
118-180 |
118-186 |
| S1 |
118-152 |
118-152 |
118-184 |
118-166 |
| S2 |
118-115 |
118-115 |
118-178 |
|
| S3 |
118-050 |
118-087 |
118-172 |
|
| S4 |
117-305 |
118-022 |
118-154 |
|
|
| 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% |
0-114 |
0.3% |
93% |
False |
False |
531,115 |
| 10 |
118-215 |
117-120 |
1-095 |
1.1% |
0-106 |
0.3% |
94% |
False |
False |
491,970 |
| 20 |
118-215 |
116-065 |
2-150 |
2.1% |
0-128 |
0.3% |
97% |
False |
False |
530,050 |
| 40 |
118-250 |
116-047 |
2-203 |
2.2% |
0-150 |
0.4% |
93% |
False |
False |
588,888 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-149 |
0.4% |
95% |
False |
False |
491,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-163 |
|
2.618 |
119-057 |
|
1.618 |
118-312 |
|
1.000 |
118-272 |
|
0.618 |
118-247 |
|
HIGH |
118-207 |
|
0.618 |
118-182 |
|
0.500 |
118-174 |
|
0.382 |
118-167 |
|
LOW |
118-142 |
|
0.618 |
118-102 |
|
1.000 |
118-077 |
|
1.618 |
118-037 |
|
2.618 |
117-292 |
|
4.250 |
117-186 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-185 |
118-175 |
| PP |
118-180 |
118-161 |
| S1 |
118-174 |
118-146 |
|