ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
119-170 |
119-045 |
-0-125 |
-0.3% |
120-262 |
| High |
119-217 |
119-097 |
-0-120 |
-0.3% |
120-307 |
| Low |
118-277 |
118-242 |
-0-035 |
-0.1% |
118-242 |
| Close |
119-062 |
118-312 |
-0-070 |
-0.2% |
118-312 |
| Range |
0-260 |
0-175 |
-0-085 |
-32.7% |
2-065 |
| ATR |
0-162 |
0-163 |
0-001 |
0.6% |
0-000 |
| Volume |
929,121 |
606,053 |
-323,068 |
-34.8% |
3,760,521 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-209 |
120-115 |
119-088 |
|
| R3 |
120-034 |
119-260 |
119-040 |
|
| R2 |
119-179 |
119-179 |
119-024 |
|
| R1 |
119-085 |
119-085 |
119-008 |
119-044 |
| PP |
119-004 |
119-004 |
119-004 |
118-303 |
| S1 |
118-230 |
118-230 |
118-296 |
118-190 |
| S2 |
118-149 |
118-149 |
118-280 |
|
| S3 |
117-294 |
118-055 |
118-264 |
|
| S4 |
117-119 |
117-200 |
118-216 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-055 |
124-249 |
120-060 |
|
| R3 |
123-310 |
122-184 |
119-186 |
|
| R2 |
121-245 |
121-245 |
119-121 |
|
| R1 |
120-119 |
120-119 |
119-057 |
119-310 |
| PP |
119-180 |
119-180 |
119-180 |
119-116 |
| S1 |
118-054 |
118-054 |
118-247 |
117-244 |
| S2 |
117-115 |
117-115 |
118-183 |
|
| S3 |
115-050 |
115-309 |
118-118 |
|
| S4 |
112-305 |
113-244 |
117-244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-307 |
118-242 |
2-065 |
1.9% |
0-215 |
0.6% |
10% |
False |
True |
752,104 |
| 10 |
120-307 |
118-242 |
2-065 |
1.9% |
0-178 |
0.5% |
10% |
False |
True |
667,092 |
| 20 |
120-307 |
118-242 |
2-065 |
1.9% |
0-166 |
0.4% |
10% |
False |
True |
666,979 |
| 40 |
120-307 |
117-150 |
3-157 |
2.9% |
0-144 |
0.4% |
43% |
False |
False |
449,584 |
| 60 |
120-307 |
115-000 |
5-307 |
5.0% |
0-101 |
0.3% |
67% |
False |
False |
300,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-201 |
|
2.618 |
120-235 |
|
1.618 |
120-060 |
|
1.000 |
119-272 |
|
0.618 |
119-205 |
|
HIGH |
119-097 |
|
0.618 |
119-030 |
|
0.500 |
119-010 |
|
0.382 |
118-309 |
|
LOW |
118-242 |
|
0.618 |
118-134 |
|
1.000 |
118-067 |
|
1.618 |
117-279 |
|
2.618 |
117-104 |
|
4.250 |
116-138 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-010 |
119-094 |
| PP |
119-004 |
119-060 |
| S1 |
118-318 |
119-026 |
|