ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
116-150 |
116-150 |
0-000 |
0.0% |
115-060 |
High |
116-150 |
116-150 |
0-000 |
0.0% |
116-030 |
Low |
116-150 |
116-150 |
0-000 |
0.0% |
115-060 |
Close |
116-150 |
116-150 |
0-000 |
0.0% |
116-030 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
27 |
18 |
-9 |
-33.3% |
3,183 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-150 |
116-150 |
116-150 |
|
R3 |
116-150 |
116-150 |
116-150 |
|
R2 |
116-150 |
116-150 |
116-150 |
|
R1 |
116-150 |
116-150 |
116-150 |
116-150 |
PP |
116-150 |
116-150 |
116-150 |
116-150 |
S1 |
116-150 |
116-150 |
116-150 |
116-150 |
S2 |
116-150 |
116-150 |
116-150 |
|
S3 |
116-150 |
116-150 |
116-150 |
|
S4 |
116-150 |
116-150 |
116-150 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-163 |
118-067 |
116-190 |
|
R3 |
117-193 |
117-097 |
116-110 |
|
R2 |
116-223 |
116-223 |
116-083 |
|
R1 |
116-127 |
116-127 |
116-057 |
116-175 |
PP |
115-253 |
115-253 |
115-253 |
115-278 |
S1 |
115-157 |
115-157 |
116-003 |
115-205 |
S2 |
114-283 |
114-283 |
115-297 |
|
S3 |
113-313 |
114-187 |
115-270 |
|
S4 |
113-023 |
113-217 |
115-190 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-150 |
2.618 |
116-150 |
1.618 |
116-150 |
1.000 |
116-150 |
0.618 |
116-150 |
HIGH |
116-150 |
0.618 |
116-150 |
0.500 |
116-150 |
0.382 |
116-150 |
LOW |
116-150 |
0.618 |
116-150 |
1.000 |
116-150 |
1.618 |
116-150 |
2.618 |
116-150 |
4.250 |
116-150 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
116-150 |
116-130 |
PP |
116-150 |
116-110 |
S1 |
116-150 |
116-090 |
|