ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
117-000 |
117-070 |
0-070 |
0.2% |
116-160 |
High |
117-000 |
117-070 |
0-070 |
0.2% |
117-070 |
Low |
117-000 |
117-070 |
0-070 |
0.2% |
116-160 |
Close |
117-040 |
117-070 |
0-030 |
0.1% |
117-070 |
Range |
|
|
|
|
|
ATR |
0-059 |
0-057 |
-0-002 |
-3.5% |
0-000 |
Volume |
708 |
2,627 |
1,919 |
271.0% |
4,628 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-070 |
117-070 |
117-070 |
|
R3 |
117-070 |
117-070 |
117-070 |
|
R2 |
117-070 |
117-070 |
117-070 |
|
R1 |
117-070 |
117-070 |
117-070 |
117-070 |
PP |
117-070 |
117-070 |
117-070 |
117-070 |
S1 |
117-070 |
117-070 |
117-070 |
117-070 |
S2 |
117-070 |
117-070 |
117-070 |
|
S3 |
117-070 |
117-070 |
117-070 |
|
S4 |
117-070 |
117-070 |
117-070 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-043 |
118-287 |
117-196 |
|
R3 |
118-133 |
118-057 |
117-133 |
|
R2 |
117-223 |
117-223 |
117-112 |
|
R1 |
117-147 |
117-147 |
117-091 |
117-185 |
PP |
116-313 |
116-313 |
116-313 |
117-012 |
S1 |
116-237 |
116-237 |
117-049 |
116-275 |
S2 |
116-083 |
116-083 |
117-028 |
|
S3 |
115-173 |
116-007 |
117-007 |
|
S4 |
114-263 |
115-097 |
116-264 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-070 |
2.618 |
117-070 |
1.618 |
117-070 |
1.000 |
117-070 |
0.618 |
117-070 |
HIGH |
117-070 |
0.618 |
117-070 |
0.500 |
117-070 |
0.382 |
117-070 |
LOW |
117-070 |
0.618 |
117-070 |
1.000 |
117-070 |
1.618 |
117-070 |
2.618 |
117-070 |
4.250 |
117-070 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-070 |
117-033 |
PP |
117-070 |
116-317 |
S1 |
117-070 |
116-280 |
|