ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-310 |
119-040 |
0-050 |
0.1% |
118-130 |
| High |
119-040 |
119-065 |
0-025 |
0.1% |
119-040 |
| Low |
118-250 |
118-257 |
0-007 |
0.0% |
118-070 |
| Close |
119-000 |
119-045 |
0-045 |
0.1% |
119-000 |
| Range |
0-110 |
0-128 |
0-018 |
16.4% |
0-290 |
| ATR |
0-098 |
0-100 |
0-002 |
2.2% |
0-000 |
| Volume |
661,707 |
471,857 |
-189,850 |
-28.7% |
1,866,743 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-080 |
120-030 |
119-115 |
|
| R3 |
119-272 |
119-222 |
119-080 |
|
| R2 |
119-144 |
119-144 |
119-068 |
|
| R1 |
119-094 |
119-094 |
119-057 |
119-119 |
| PP |
119-016 |
119-016 |
119-016 |
119-028 |
| S1 |
118-286 |
118-286 |
119-033 |
118-311 |
| S2 |
118-208 |
118-208 |
119-022 |
|
| S3 |
118-080 |
118-158 |
119-010 |
|
| S4 |
117-272 |
118-030 |
118-295 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-160 |
121-050 |
119-160 |
|
| R3 |
120-190 |
120-080 |
119-080 |
|
| R2 |
119-220 |
119-220 |
119-053 |
|
| R1 |
119-110 |
119-110 |
119-027 |
119-165 |
| PP |
118-250 |
118-250 |
118-250 |
118-278 |
| S1 |
118-140 |
118-140 |
118-293 |
118-195 |
| S2 |
117-280 |
117-280 |
118-267 |
|
| S3 |
116-310 |
117-170 |
118-240 |
|
| S4 |
116-020 |
116-200 |
118-160 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-289 |
|
2.618 |
120-080 |
|
1.618 |
119-272 |
|
1.000 |
119-193 |
|
0.618 |
119-144 |
|
HIGH |
119-065 |
|
0.618 |
119-016 |
|
0.500 |
119-001 |
|
0.382 |
118-306 |
|
LOW |
118-257 |
|
0.618 |
118-178 |
|
1.000 |
118-129 |
|
1.618 |
118-050 |
|
2.618 |
117-242 |
|
4.250 |
117-033 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-030 |
119-009 |
| PP |
119-016 |
118-293 |
| S1 |
119-001 |
118-258 |
|