ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
116-070 |
116-160 |
0-090 |
0.2% |
116-150 |
High |
116-070 |
116-160 |
0-090 |
0.2% |
116-150 |
Low |
116-070 |
116-160 |
0-090 |
0.2% |
116-070 |
Close |
116-070 |
116-160 |
0-090 |
0.2% |
116-070 |
Range |
|
|
|
|
|
ATR |
0-000 |
0-057 |
0-057 |
|
0-000 |
Volume |
19 |
1,003 |
984 |
5,178.9% |
76 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-160 |
116-160 |
116-160 |
|
R3 |
116-160 |
116-160 |
116-160 |
|
R2 |
116-160 |
116-160 |
116-160 |
|
R1 |
116-160 |
116-160 |
116-160 |
116-160 |
PP |
116-160 |
116-160 |
116-160 |
116-160 |
S1 |
116-160 |
116-160 |
116-160 |
116-160 |
S2 |
116-160 |
116-160 |
116-160 |
|
S3 |
116-160 |
116-160 |
116-160 |
|
S4 |
116-160 |
116-160 |
116-160 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-017 |
116-283 |
116-114 |
|
R3 |
116-257 |
116-203 |
116-092 |
|
R2 |
116-177 |
116-177 |
116-085 |
|
R1 |
116-123 |
116-123 |
116-077 |
116-110 |
PP |
116-097 |
116-097 |
116-097 |
116-090 |
S1 |
116-043 |
116-043 |
116-063 |
116-030 |
S2 |
116-017 |
116-017 |
116-055 |
|
S3 |
115-257 |
115-283 |
116-048 |
|
S4 |
115-177 |
115-203 |
116-026 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-160 |
2.618 |
116-160 |
1.618 |
116-160 |
1.000 |
116-160 |
0.618 |
116-160 |
HIGH |
116-160 |
0.618 |
116-160 |
0.500 |
116-160 |
0.382 |
116-160 |
LOW |
116-160 |
0.618 |
116-160 |
1.000 |
116-160 |
1.618 |
116-160 |
2.618 |
116-160 |
4.250 |
116-160 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
116-160 |
116-145 |
PP |
116-160 |
116-130 |
S1 |
116-160 |
116-115 |
|