ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-160 |
116-170 |
0-010 |
0.0% |
116-150 |
| High |
116-180 |
116-220 |
0-040 |
0.1% |
116-150 |
| Low |
116-160 |
116-170 |
0-010 |
0.0% |
116-070 |
| Close |
116-240 |
116-220 |
-0-020 |
-0.1% |
116-070 |
| Range |
0-020 |
0-050 |
0-030 |
150.0% |
0-080 |
| ATR |
0-054 |
0-056 |
0-001 |
2.0% |
0-000 |
| Volume |
48 |
242 |
194 |
404.2% |
76 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-033 |
117-017 |
116-248 |
|
| R3 |
116-303 |
116-287 |
116-234 |
|
| R2 |
116-253 |
116-253 |
116-229 |
|
| R1 |
116-237 |
116-237 |
116-225 |
116-245 |
| PP |
116-203 |
116-203 |
116-203 |
116-208 |
| S1 |
116-187 |
116-187 |
116-215 |
116-195 |
| S2 |
116-153 |
116-153 |
116-211 |
|
| S3 |
116-103 |
116-137 |
116-206 |
|
| S4 |
116-053 |
116-087 |
116-192 |
|
|
| 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 |
117-112 |
|
2.618 |
117-031 |
|
1.618 |
116-301 |
|
1.000 |
116-270 |
|
0.618 |
116-251 |
|
HIGH |
116-220 |
|
0.618 |
116-201 |
|
0.500 |
116-195 |
|
0.382 |
116-189 |
|
LOW |
116-170 |
|
0.618 |
116-139 |
|
1.000 |
116-120 |
|
1.618 |
116-089 |
|
2.618 |
116-039 |
|
4.250 |
115-278 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-212 |
116-210 |
| PP |
116-203 |
116-200 |
| S1 |
116-195 |
116-190 |
|