ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
119-042 |
118-262 |
-0-100 |
-0.3% |
118-147 |
| High |
119-052 |
119-062 |
0-010 |
0.0% |
119-055 |
| Low |
118-260 |
118-220 |
-0-040 |
-0.1% |
118-097 |
| Close |
118-295 |
119-047 |
0-072 |
0.2% |
119-012 |
| Range |
0-112 |
0-162 |
0-050 |
44.6% |
0-278 |
| ATR |
0-132 |
0-134 |
0-002 |
1.6% |
0-000 |
| Volume |
512,564 |
662,619 |
150,055 |
29.3% |
3,190,232 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-169 |
120-110 |
119-136 |
|
| R3 |
120-007 |
119-268 |
119-092 |
|
| R2 |
119-165 |
119-165 |
119-077 |
|
| R1 |
119-106 |
119-106 |
119-062 |
119-136 |
| PP |
119-003 |
119-003 |
119-003 |
119-018 |
| S1 |
118-264 |
118-264 |
119-032 |
118-294 |
| S2 |
118-161 |
118-161 |
119-017 |
|
| S3 |
117-319 |
118-102 |
119-002 |
|
| S4 |
117-157 |
117-260 |
118-278 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-142 |
121-035 |
119-165 |
|
| R3 |
120-184 |
120-077 |
119-088 |
|
| R2 |
119-226 |
119-226 |
119-063 |
|
| R1 |
119-119 |
119-119 |
119-037 |
119-172 |
| PP |
118-268 |
118-268 |
118-268 |
118-295 |
| S1 |
118-161 |
118-161 |
118-307 |
118-214 |
| S2 |
117-310 |
117-310 |
118-281 |
|
| S3 |
117-032 |
117-203 |
118-256 |
|
| S4 |
116-074 |
116-245 |
118-179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-067 |
118-175 |
0-212 |
0.6% |
0-142 |
0.4% |
91% |
False |
False |
661,027 |
| 10 |
119-067 |
118-005 |
1-062 |
1.0% |
0-124 |
0.3% |
95% |
False |
False |
595,574 |
| 20 |
119-067 |
116-237 |
2-150 |
2.1% |
0-126 |
0.3% |
97% |
False |
False |
571,084 |
| 40 |
119-067 |
116-047 |
3-020 |
2.6% |
0-142 |
0.4% |
98% |
False |
False |
582,532 |
| 60 |
119-067 |
115-060 |
4-007 |
3.4% |
0-150 |
0.4% |
98% |
False |
False |
556,337 |
| 80 |
119-067 |
115-040 |
4-027 |
3.4% |
0-133 |
0.3% |
98% |
False |
False |
418,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-110 |
|
2.618 |
120-166 |
|
1.618 |
120-004 |
|
1.000 |
119-224 |
|
0.618 |
119-162 |
|
HIGH |
119-062 |
|
0.618 |
119-000 |
|
0.500 |
118-301 |
|
0.382 |
118-282 |
|
LOW |
118-220 |
|
0.618 |
118-120 |
|
1.000 |
118-058 |
|
1.618 |
117-278 |
|
2.618 |
117-116 |
|
4.250 |
116-172 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-025 |
119-026 |
| PP |
119-003 |
119-005 |
| S1 |
118-301 |
118-304 |
|