ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-262 |
119-042 |
0-100 |
0.3% |
118-147 |
| High |
119-062 |
119-090 |
0-028 |
0.1% |
119-055 |
| Low |
118-220 |
118-287 |
0-067 |
0.2% |
118-097 |
| Close |
119-047 |
119-005 |
-0-042 |
-0.1% |
119-012 |
| Range |
0-162 |
0-123 |
-0-039 |
-24.1% |
0-278 |
| ATR |
0-134 |
0-134 |
-0-001 |
-0.6% |
0-000 |
| Volume |
662,619 |
623,878 |
-38,741 |
-5.8% |
3,190,232 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-070 |
120-000 |
119-073 |
|
| R3 |
119-267 |
119-197 |
119-039 |
|
| R2 |
119-144 |
119-144 |
119-028 |
|
| R1 |
119-074 |
119-074 |
119-016 |
119-048 |
| PP |
119-021 |
119-021 |
119-021 |
119-007 |
| S1 |
118-271 |
118-271 |
118-314 |
118-244 |
| S2 |
118-218 |
118-218 |
118-302 |
|
| S3 |
118-095 |
118-148 |
118-291 |
|
| S4 |
117-292 |
118-025 |
118-257 |
|
|
| 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 |
119-090 |
118-175 |
0-235 |
0.6% |
0-141 |
0.4% |
64% |
True |
False |
636,552 |
| 10 |
119-090 |
118-077 |
1-013 |
0.9% |
0-122 |
0.3% |
74% |
True |
False |
589,107 |
| 20 |
119-090 |
116-272 |
2-138 |
2.0% |
0-126 |
0.3% |
89% |
True |
False |
574,791 |
| 40 |
119-090 |
116-047 |
3-043 |
2.6% |
0-137 |
0.4% |
92% |
True |
False |
571,465 |
| 60 |
119-090 |
115-110 |
3-300 |
3.3% |
0-150 |
0.4% |
93% |
True |
False |
566,364 |
| 80 |
119-090 |
115-040 |
4-050 |
3.5% |
0-134 |
0.4% |
94% |
True |
False |
426,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-293 |
|
2.618 |
120-092 |
|
1.618 |
119-289 |
|
1.000 |
119-213 |
|
0.618 |
119-166 |
|
HIGH |
119-090 |
|
0.618 |
119-043 |
|
0.500 |
119-028 |
|
0.382 |
119-014 |
|
LOW |
118-287 |
|
0.618 |
118-211 |
|
1.000 |
118-164 |
|
1.618 |
118-088 |
|
2.618 |
117-285 |
|
4.250 |
117-084 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-028 |
119-002 |
| PP |
119-021 |
118-318 |
| S1 |
119-013 |
118-315 |
|