ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-190 |
118-207 |
0-017 |
0.0% |
117-170 |
| High |
118-242 |
118-307 |
0-065 |
0.2% |
118-165 |
| Low |
118-127 |
118-182 |
0-055 |
0.1% |
117-152 |
| Close |
118-205 |
118-280 |
0-075 |
0.2% |
118-150 |
| Range |
0-115 |
0-125 |
0-010 |
8.7% |
1-013 |
| ATR |
0-130 |
0-130 |
0-000 |
-0.3% |
0-000 |
| Volume |
628,155 |
746,253 |
118,098 |
18.8% |
2,601,974 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-311 |
119-261 |
119-029 |
|
| R3 |
119-186 |
119-136 |
118-314 |
|
| R2 |
119-061 |
119-061 |
118-303 |
|
| R1 |
119-011 |
119-011 |
118-291 |
119-036 |
| PP |
118-256 |
118-256 |
118-256 |
118-269 |
| S1 |
118-206 |
118-206 |
118-269 |
118-231 |
| S2 |
118-131 |
118-131 |
118-257 |
|
| S3 |
118-006 |
118-081 |
118-246 |
|
| S4 |
117-201 |
117-276 |
118-211 |
|
|
| 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 |
118-307 |
118-077 |
0-230 |
0.6% |
0-102 |
0.3% |
88% |
True |
False |
541,663 |
| 10 |
118-307 |
117-120 |
1-187 |
1.3% |
0-111 |
0.3% |
95% |
True |
False |
531,325 |
| 20 |
118-307 |
116-065 |
2-242 |
2.3% |
0-126 |
0.3% |
97% |
True |
False |
541,978 |
| 40 |
118-307 |
116-047 |
2-260 |
2.4% |
0-149 |
0.4% |
97% |
True |
False |
595,942 |
| 60 |
118-307 |
115-040 |
3-267 |
3.2% |
0-149 |
0.4% |
98% |
True |
False |
514,404 |
| 80 |
118-307 |
115-040 |
3-267 |
3.2% |
0-127 |
0.3% |
98% |
True |
False |
386,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-198 |
|
2.618 |
119-314 |
|
1.618 |
119-189 |
|
1.000 |
119-112 |
|
0.618 |
119-064 |
|
HIGH |
118-307 |
|
0.618 |
118-259 |
|
0.500 |
118-244 |
|
0.382 |
118-230 |
|
LOW |
118-182 |
|
0.618 |
118-105 |
|
1.000 |
118-057 |
|
1.618 |
117-300 |
|
2.618 |
117-175 |
|
4.250 |
116-291 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-268 |
118-259 |
| PP |
118-256 |
118-238 |
| S1 |
118-244 |
118-217 |
|