ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
116-150 |
116-070 |
-0-080 |
-0.2% |
115-060 |
High |
116-150 |
116-070 |
-0-080 |
-0.2% |
116-030 |
Low |
116-090 |
116-070 |
-0-020 |
-0.1% |
115-060 |
Close |
116-060 |
116-070 |
0-010 |
0.0% |
116-030 |
Range |
0-060 |
0-000 |
-0-060 |
-100.0% |
0-290 |
ATR |
|
|
|
|
|
Volume |
12 |
19 |
7 |
58.3% |
3,183 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-070 |
116-070 |
116-070 |
|
R3 |
116-070 |
116-070 |
116-070 |
|
R2 |
116-070 |
116-070 |
116-070 |
|
R1 |
116-070 |
116-070 |
116-070 |
116-070 |
PP |
116-070 |
116-070 |
116-070 |
116-070 |
S1 |
116-070 |
116-070 |
116-070 |
116-070 |
S2 |
116-070 |
116-070 |
116-070 |
|
S3 |
116-070 |
116-070 |
116-070 |
|
S4 |
116-070 |
116-070 |
116-070 |
|
|
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 |
116-070 |
2.618 |
116-070 |
1.618 |
116-070 |
1.000 |
116-070 |
0.618 |
116-070 |
HIGH |
116-070 |
0.618 |
116-070 |
0.500 |
116-070 |
0.382 |
116-070 |
LOW |
116-070 |
0.618 |
116-070 |
1.000 |
116-070 |
1.618 |
116-070 |
2.618 |
116-070 |
4.250 |
116-070 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
116-070 |
116-110 |
PP |
116-070 |
116-097 |
S1 |
116-070 |
116-083 |
|