ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-230 |
120-160 |
-0-070 |
-0.2% |
120-082 |
| High |
120-270 |
120-267 |
-0-003 |
0.0% |
121-032 |
| Low |
120-150 |
120-137 |
-0-013 |
0.0% |
120-027 |
| Close |
120-177 |
120-260 |
0-083 |
0.2% |
120-260 |
| Range |
0-120 |
0-130 |
0-010 |
8.3% |
1-005 |
| ATR |
0-178 |
0-175 |
-0-003 |
-1.9% |
0-000 |
| Volume |
643,176 |
589,543 |
-53,633 |
-8.3% |
3,520,922 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-291 |
121-246 |
121-012 |
|
| R3 |
121-161 |
121-116 |
120-296 |
|
| R2 |
121-031 |
121-031 |
120-284 |
|
| R1 |
120-306 |
120-306 |
120-272 |
121-008 |
| PP |
120-221 |
120-221 |
120-221 |
120-233 |
| S1 |
120-176 |
120-176 |
120-248 |
120-198 |
| S2 |
120-091 |
120-091 |
120-236 |
|
| S3 |
119-281 |
120-046 |
120-224 |
|
| S4 |
119-151 |
119-236 |
120-188 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-228 |
123-089 |
121-119 |
|
| R3 |
122-223 |
122-084 |
121-029 |
|
| R2 |
121-218 |
121-218 |
121-000 |
|
| R1 |
121-079 |
121-079 |
120-290 |
121-148 |
| PP |
120-213 |
120-213 |
120-213 |
120-248 |
| S1 |
120-074 |
120-074 |
120-230 |
120-144 |
| S2 |
119-208 |
119-208 |
120-200 |
|
| S3 |
118-203 |
119-069 |
120-171 |
|
| S4 |
117-198 |
118-064 |
120-081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-032 |
120-027 |
1-005 |
0.8% |
0-162 |
0.4% |
72% |
False |
False |
704,184 |
| 10 |
121-032 |
118-242 |
2-110 |
1.9% |
0-189 |
0.5% |
88% |
False |
False |
707,496 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-180 |
0.5% |
88% |
False |
False |
681,992 |
| 40 |
121-032 |
117-220 |
3-132 |
2.8% |
0-161 |
0.4% |
92% |
False |
False |
608,385 |
| 60 |
121-032 |
116-070 |
4-282 |
4.0% |
0-128 |
0.3% |
94% |
False |
False |
407,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-180 |
|
2.618 |
121-287 |
|
1.618 |
121-157 |
|
1.000 |
121-077 |
|
0.618 |
121-027 |
|
HIGH |
120-267 |
|
0.618 |
120-217 |
|
0.500 |
120-202 |
|
0.382 |
120-187 |
|
LOW |
120-137 |
|
0.618 |
120-057 |
|
1.000 |
120-007 |
|
1.618 |
119-247 |
|
2.618 |
119-117 |
|
4.250 |
118-224 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-241 |
120-236 |
| PP |
120-221 |
120-212 |
| S1 |
120-202 |
120-188 |
|