ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
119-265 |
119-250 |
-0-015 |
0.0% |
119-195 |
High |
119-310 |
119-262 |
-0-048 |
-0.1% |
120-055 |
Low |
119-172 |
119-065 |
-0-107 |
-0.3% |
119-130 |
Close |
119-240 |
119-077 |
-0-163 |
-0.4% |
119-260 |
Range |
0-138 |
0-197 |
0-059 |
42.8% |
0-245 |
ATR |
0-121 |
0-127 |
0-005 |
4.5% |
0-000 |
Volume |
577,860 |
757,390 |
179,530 |
31.1% |
3,025,202 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-086 |
120-278 |
119-185 |
|
R3 |
120-209 |
120-081 |
119-131 |
|
R2 |
120-012 |
120-012 |
119-113 |
|
R1 |
119-204 |
119-204 |
119-095 |
119-170 |
PP |
119-135 |
119-135 |
119-135 |
119-117 |
S1 |
119-007 |
119-007 |
119-059 |
118-292 |
S2 |
118-258 |
118-258 |
119-041 |
|
S3 |
118-061 |
118-130 |
119-023 |
|
S4 |
117-184 |
117-253 |
118-289 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-030 |
121-230 |
120-075 |
|
R3 |
121-105 |
120-305 |
120-007 |
|
R2 |
120-180 |
120-180 |
119-305 |
|
R1 |
120-060 |
120-060 |
119-282 |
120-120 |
PP |
119-255 |
119-255 |
119-255 |
119-285 |
S1 |
119-135 |
119-135 |
119-238 |
119-195 |
S2 |
119-010 |
119-010 |
119-215 |
|
S3 |
118-085 |
118-210 |
119-193 |
|
S4 |
117-160 |
117-285 |
119-125 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-139 |
2.618 |
121-138 |
1.618 |
120-261 |
1.000 |
120-139 |
0.618 |
120-064 |
HIGH |
119-262 |
0.618 |
119-187 |
0.500 |
119-164 |
0.382 |
119-140 |
LOW |
119-065 |
0.618 |
118-263 |
1.000 |
118-188 |
1.618 |
118-066 |
2.618 |
117-189 |
4.250 |
116-188 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
119-164 |
119-191 |
PP |
119-135 |
119-153 |
S1 |
119-106 |
119-115 |
|