ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-182 |
120-245 |
0-063 |
0.2% |
118-315 |
| High |
121-032 |
120-257 |
-0-095 |
-0.2% |
120-090 |
| Low |
120-125 |
120-107 |
-0-018 |
0.0% |
118-302 |
| Close |
120-200 |
120-237 |
0-037 |
0.1% |
120-045 |
| Range |
0-227 |
0-150 |
-0-077 |
-33.9% |
1-108 |
| ATR |
0-185 |
0-182 |
-0-002 |
-1.3% |
0-000 |
| Volume |
888,078 |
738,466 |
-149,612 |
-16.8% |
2,947,989 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-010 |
121-274 |
121-000 |
|
| R3 |
121-180 |
121-124 |
120-278 |
|
| R2 |
121-030 |
121-030 |
120-264 |
|
| R1 |
120-294 |
120-294 |
120-251 |
120-247 |
| PP |
120-200 |
120-200 |
120-200 |
120-177 |
| S1 |
120-144 |
120-144 |
120-223 |
120-097 |
| S2 |
120-050 |
120-050 |
120-210 |
|
| S3 |
119-220 |
119-314 |
120-196 |
|
| S4 |
119-070 |
119-164 |
120-154 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-256 |
123-099 |
120-280 |
|
| R3 |
122-148 |
121-311 |
120-163 |
|
| R2 |
121-040 |
121-040 |
120-123 |
|
| R1 |
120-203 |
120-203 |
120-084 |
120-282 |
| PP |
119-252 |
119-252 |
119-252 |
119-292 |
| S1 |
119-095 |
119-095 |
120-006 |
119-174 |
| S2 |
118-144 |
118-144 |
119-287 |
|
| S3 |
117-036 |
117-307 |
119-247 |
|
| S4 |
115-248 |
116-199 |
119-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-032 |
119-035 |
1-317 |
1.6% |
0-221 |
0.6% |
82% |
False |
False |
781,611 |
| 10 |
121-032 |
118-242 |
2-110 |
1.9% |
0-207 |
0.5% |
85% |
False |
False |
757,324 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-190 |
0.5% |
85% |
False |
False |
710,766 |
| 40 |
121-032 |
117-220 |
3-132 |
2.8% |
0-161 |
0.4% |
89% |
False |
False |
578,827 |
| 60 |
121-032 |
116-070 |
4-282 |
4.0% |
0-124 |
0.3% |
93% |
False |
False |
387,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-254 |
|
2.618 |
122-010 |
|
1.618 |
121-180 |
|
1.000 |
121-087 |
|
0.618 |
121-030 |
|
HIGH |
120-257 |
|
0.618 |
120-200 |
|
0.500 |
120-182 |
|
0.382 |
120-164 |
|
LOW |
120-107 |
|
0.618 |
120-014 |
|
1.000 |
119-277 |
|
1.618 |
119-184 |
|
2.618 |
119-034 |
|
4.250 |
118-110 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-219 |
120-221 |
| PP |
120-200 |
120-205 |
| S1 |
120-182 |
120-190 |
|