ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-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 |
116-090 |
-0-060 |
-0.2% |
115-060 |
| Close |
116-150 |
116-060 |
-0-090 |
-0.2% |
116-030 |
| Range |
0-000 |
0-060 |
0-060 |
|
0-290 |
| ATR |
|
|
|
|
|
| Volume |
18 |
12 |
-6 |
-33.3% |
3,183 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-280 |
116-230 |
116-093 |
|
| R3 |
116-220 |
116-170 |
116-076 |
|
| R2 |
116-160 |
116-160 |
116-071 |
|
| R1 |
116-110 |
116-110 |
116-066 |
116-105 |
| PP |
116-100 |
116-100 |
116-100 |
116-098 |
| S1 |
116-050 |
116-050 |
116-054 |
116-045 |
| S2 |
116-040 |
116-040 |
116-049 |
|
| S3 |
115-300 |
115-310 |
116-044 |
|
| S4 |
115-240 |
115-250 |
116-027 |
|
|
| 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 |
117-085 |
|
2.618 |
116-307 |
|
1.618 |
116-247 |
|
1.000 |
116-210 |
|
0.618 |
116-187 |
|
HIGH |
116-150 |
|
0.618 |
116-127 |
|
0.500 |
116-120 |
|
0.382 |
116-113 |
|
LOW |
116-090 |
|
0.618 |
116-053 |
|
1.000 |
116-030 |
|
1.618 |
115-313 |
|
2.618 |
115-253 |
|
4.250 |
115-155 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-120 |
116-120 |
| PP |
116-100 |
116-100 |
| S1 |
116-080 |
116-080 |
|