ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
118-130 |
0-090 |
0.2% |
118-020 |
| High |
118-120 |
118-210 |
0-090 |
0.2% |
118-150 |
| Low |
118-040 |
118-110 |
0-070 |
0.2% |
117-220 |
| Close |
118-100 |
118-120 |
0-020 |
0.1% |
118-100 |
| Range |
0-080 |
0-100 |
0-020 |
25.0% |
0-250 |
| ATR |
0-091 |
0-092 |
0-001 |
1.5% |
0-000 |
| Volume |
37,678 |
88,807 |
51,129 |
135.7% |
157,647 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-127 |
119-063 |
118-175 |
|
| R3 |
119-027 |
118-283 |
118-148 |
|
| R2 |
118-247 |
118-247 |
118-138 |
|
| R1 |
118-183 |
118-183 |
118-129 |
118-165 |
| PP |
118-147 |
118-147 |
118-147 |
118-138 |
| S1 |
118-083 |
118-083 |
118-111 |
118-065 |
| S2 |
118-047 |
118-047 |
118-102 |
|
| S3 |
117-267 |
117-303 |
118-092 |
|
| S4 |
117-167 |
117-203 |
118-065 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-160 |
120-060 |
118-238 |
|
| R3 |
119-230 |
119-130 |
118-169 |
|
| R2 |
118-300 |
118-300 |
118-146 |
|
| R1 |
118-200 |
118-200 |
118-123 |
118-250 |
| PP |
118-050 |
118-050 |
118-050 |
118-075 |
| S1 |
117-270 |
117-270 |
118-077 |
118-000 |
| S2 |
117-120 |
117-120 |
118-054 |
|
| S3 |
116-190 |
117-020 |
118-031 |
|
| S4 |
115-260 |
116-090 |
117-282 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-315 |
|
2.618 |
119-152 |
|
1.618 |
119-052 |
|
1.000 |
118-310 |
|
0.618 |
118-272 |
|
HIGH |
118-210 |
|
0.618 |
118-172 |
|
0.500 |
118-160 |
|
0.382 |
118-148 |
|
LOW |
118-110 |
|
0.618 |
118-048 |
|
1.000 |
118-010 |
|
1.618 |
117-268 |
|
2.618 |
117-168 |
|
4.250 |
117-005 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-160 |
118-098 |
| PP |
118-147 |
118-077 |
| S1 |
118-133 |
118-055 |
|