ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
119-045 |
118-315 |
-0-050 |
-0.1% |
120-262 |
| High |
119-097 |
119-185 |
0-088 |
0.2% |
120-307 |
| Low |
118-242 |
118-302 |
0-060 |
0.2% |
118-242 |
| Close |
118-312 |
119-157 |
0-165 |
0.4% |
118-312 |
| Range |
0-175 |
0-203 |
0-028 |
16.0% |
2-065 |
| ATR |
0-163 |
0-166 |
0-003 |
1.7% |
0-000 |
| Volume |
606,053 |
623,520 |
17,467 |
2.9% |
3,760,521 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-077 |
121-000 |
119-269 |
|
| R3 |
120-194 |
120-117 |
119-213 |
|
| R2 |
119-311 |
119-311 |
119-194 |
|
| R1 |
119-234 |
119-234 |
119-176 |
119-272 |
| PP |
119-108 |
119-108 |
119-108 |
119-127 |
| S1 |
119-031 |
119-031 |
119-138 |
119-070 |
| S2 |
118-225 |
118-225 |
119-120 |
|
| S3 |
118-022 |
118-148 |
119-101 |
|
| S4 |
117-139 |
117-265 |
119-045 |
|
|
| 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 |
120-180 |
118-242 |
1-258 |
1.5% |
0-220 |
0.6% |
41% |
False |
False |
752,562 |
| 10 |
120-307 |
118-242 |
2-065 |
1.8% |
0-185 |
0.5% |
33% |
False |
False |
679,449 |
| 20 |
120-307 |
118-242 |
2-065 |
1.8% |
0-172 |
0.5% |
33% |
False |
False |
675,478 |
| 40 |
120-307 |
117-150 |
3-157 |
2.9% |
0-146 |
0.4% |
58% |
False |
False |
465,060 |
| 60 |
120-307 |
115-050 |
5-257 |
4.9% |
0-103 |
0.3% |
75% |
False |
False |
310,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-088 |
|
2.618 |
121-076 |
|
1.618 |
120-193 |
|
1.000 |
120-068 |
|
0.618 |
119-310 |
|
HIGH |
119-185 |
|
0.618 |
119-107 |
|
0.500 |
119-084 |
|
0.382 |
119-060 |
|
LOW |
118-302 |
|
0.618 |
118-177 |
|
1.000 |
118-099 |
|
1.618 |
117-294 |
|
2.618 |
117-091 |
|
4.250 |
116-079 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-132 |
119-128 |
| PP |
119-108 |
119-099 |
| S1 |
119-084 |
119-070 |
|