ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-170 |
117-000 |
0-150 |
0.4% |
116-150 |
| High |
116-220 |
117-000 |
0-100 |
0.3% |
116-150 |
| Low |
116-170 |
117-000 |
0-150 |
0.4% |
116-070 |
| Close |
116-220 |
117-040 |
0-140 |
0.4% |
116-070 |
| Range |
0-050 |
0-000 |
-0-050 |
-100.0% |
0-080 |
| ATR |
0-056 |
0-059 |
0-003 |
5.7% |
0-000 |
| Volume |
242 |
708 |
466 |
192.6% |
76 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-013 |
117-027 |
117-040 |
|
| R3 |
117-013 |
117-027 |
117-040 |
|
| R2 |
117-013 |
117-013 |
117-040 |
|
| R1 |
117-027 |
117-027 |
117-040 |
117-020 |
| PP |
117-013 |
117-013 |
117-013 |
117-010 |
| S1 |
117-027 |
117-027 |
117-040 |
117-020 |
| S2 |
117-013 |
117-013 |
117-040 |
|
| S3 |
117-013 |
117-027 |
117-040 |
|
| S4 |
117-013 |
117-027 |
117-040 |
|
|
| 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 |
117-000 |
|
2.618 |
117-000 |
|
1.618 |
117-000 |
|
1.000 |
117-000 |
|
0.618 |
117-000 |
|
HIGH |
117-000 |
|
0.618 |
117-000 |
|
0.500 |
117-000 |
|
0.382 |
117-000 |
|
LOW |
117-000 |
|
0.618 |
117-000 |
|
1.000 |
117-000 |
|
1.618 |
117-000 |
|
2.618 |
117-000 |
|
4.250 |
117-000 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-027 |
117-000 |
| PP |
117-013 |
116-280 |
| S1 |
117-000 |
116-240 |
|