ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-025 |
120-062 |
0-037 |
0.1% |
119-167 |
| High |
120-075 |
120-110 |
0-035 |
0.1% |
120-075 |
| Low |
119-300 |
119-300 |
0-000 |
0.0% |
119-117 |
| Close |
120-042 |
120-090 |
0-048 |
0.1% |
120-042 |
| Range |
0-095 |
0-130 |
0-035 |
36.8% |
0-278 |
| ATR |
0-123 |
0-123 |
0-001 |
0.4% |
0-000 |
| Volume |
705,261 |
765,609 |
60,348 |
8.6% |
4,382,462 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-130 |
121-080 |
120-162 |
|
| R3 |
121-000 |
120-270 |
120-126 |
|
| R2 |
120-190 |
120-190 |
120-114 |
|
| R1 |
120-140 |
120-140 |
120-102 |
120-165 |
| PP |
120-060 |
120-060 |
120-060 |
120-072 |
| S1 |
120-010 |
120-010 |
120-078 |
120-035 |
| S2 |
119-250 |
119-250 |
120-066 |
|
| S3 |
119-120 |
119-200 |
120-054 |
|
| S4 |
118-310 |
119-070 |
120-018 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-165 |
122-062 |
120-195 |
|
| R3 |
121-207 |
121-104 |
120-118 |
|
| R2 |
120-249 |
120-249 |
120-093 |
|
| R1 |
120-146 |
120-146 |
120-067 |
120-198 |
| PP |
119-291 |
119-291 |
119-291 |
119-317 |
| S1 |
119-188 |
119-188 |
120-017 |
119-240 |
| S2 |
119-013 |
119-013 |
119-311 |
|
| S3 |
118-055 |
118-230 |
119-286 |
|
| S4 |
117-097 |
117-272 |
119-209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-110 |
119-117 |
0-313 |
0.8% |
0-110 |
0.3% |
94% |
True |
False |
904,491 |
| 10 |
120-110 |
118-275 |
1-155 |
1.2% |
0-115 |
0.3% |
96% |
True |
False |
789,930 |
| 20 |
120-110 |
118-127 |
1-303 |
1.6% |
0-121 |
0.3% |
97% |
True |
False |
702,800 |
| 40 |
120-110 |
116-065 |
4-045 |
3.4% |
0-126 |
0.3% |
98% |
True |
False |
616,882 |
| 60 |
120-110 |
116-047 |
4-063 |
3.5% |
0-142 |
0.4% |
99% |
True |
False |
627,904 |
| 80 |
120-110 |
115-040 |
5-070 |
4.3% |
0-143 |
0.4% |
99% |
True |
False |
538,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-022 |
|
2.618 |
121-130 |
|
1.618 |
121-000 |
|
1.000 |
120-240 |
|
0.618 |
120-190 |
|
HIGH |
120-110 |
|
0.618 |
120-060 |
|
0.500 |
120-045 |
|
0.382 |
120-030 |
|
LOW |
119-300 |
|
0.618 |
119-220 |
|
1.000 |
119-170 |
|
1.618 |
119-090 |
|
2.618 |
118-280 |
|
4.250 |
118-068 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-075 |
120-055 |
| PP |
120-060 |
120-021 |
| S1 |
120-045 |
119-306 |
|