ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-160 |
116-160 |
0-000 |
0.0% |
116-150 |
| High |
116-160 |
116-180 |
0-020 |
0.1% |
116-150 |
| Low |
116-160 |
116-160 |
0-000 |
0.0% |
116-070 |
| Close |
116-160 |
116-240 |
0-080 |
0.2% |
116-070 |
| Range |
0-000 |
0-020 |
0-020 |
|
0-080 |
| ATR |
0-057 |
0-054 |
-0-003 |
-4.6% |
0-000 |
| Volume |
1,003 |
48 |
-955 |
-95.2% |
76 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-253 |
116-267 |
116-251 |
|
| R3 |
116-233 |
116-247 |
116-246 |
|
| R2 |
116-213 |
116-213 |
116-244 |
|
| R1 |
116-227 |
116-227 |
116-242 |
116-220 |
| PP |
116-193 |
116-193 |
116-193 |
116-190 |
| S1 |
116-207 |
116-207 |
116-238 |
116-200 |
| S2 |
116-173 |
116-173 |
116-236 |
|
| S3 |
116-153 |
116-187 |
116-234 |
|
| S4 |
116-133 |
116-167 |
116-229 |
|
|
| 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 |
116-265 |
|
2.618 |
116-232 |
|
1.618 |
116-212 |
|
1.000 |
116-200 |
|
0.618 |
116-192 |
|
HIGH |
116-180 |
|
0.618 |
116-172 |
|
0.500 |
116-170 |
|
0.382 |
116-168 |
|
LOW |
116-160 |
|
0.618 |
116-148 |
|
1.000 |
116-140 |
|
1.618 |
116-128 |
|
2.618 |
116-108 |
|
4.250 |
116-075 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-217 |
116-202 |
| PP |
116-193 |
116-163 |
| S1 |
116-170 |
116-125 |
|