ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-255 |
120-265 |
0-010 |
0.0% |
120-082 |
| High |
120-300 |
120-267 |
-0-033 |
-0.1% |
121-032 |
| Low |
120-172 |
120-180 |
0-008 |
0.0% |
120-027 |
| Close |
120-257 |
120-217 |
-0-040 |
-0.1% |
120-260 |
| Range |
0-128 |
0-087 |
-0-041 |
-32.0% |
1-005 |
| ATR |
0-165 |
0-159 |
-0-006 |
-3.4% |
0-000 |
| Volume |
571,888 |
426,864 |
-145,024 |
-25.4% |
3,520,922 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-162 |
121-117 |
120-265 |
|
| R3 |
121-075 |
121-030 |
120-241 |
|
| R2 |
120-308 |
120-308 |
120-233 |
|
| R1 |
120-263 |
120-263 |
120-225 |
120-242 |
| PP |
120-221 |
120-221 |
120-221 |
120-211 |
| S1 |
120-176 |
120-176 |
120-209 |
120-155 |
| S2 |
120-134 |
120-134 |
120-201 |
|
| S3 |
120-047 |
120-089 |
120-193 |
|
| S4 |
119-280 |
120-002 |
120-169 |
|
|
| 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 |
120-315 |
120-137 |
0-178 |
0.5% |
0-109 |
0.3% |
45% |
False |
False |
533,468 |
| 10 |
121-032 |
119-035 |
1-317 |
1.6% |
0-165 |
0.4% |
79% |
False |
False |
657,539 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-179 |
0.5% |
82% |
False |
False |
675,209 |
| 40 |
121-032 |
118-070 |
2-282 |
2.4% |
0-160 |
0.4% |
85% |
False |
False |
639,802 |
| 60 |
121-032 |
116-160 |
4-192 |
3.8% |
0-132 |
0.3% |
91% |
False |
False |
431,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-317 |
|
2.618 |
121-175 |
|
1.618 |
121-088 |
|
1.000 |
121-034 |
|
0.618 |
121-001 |
|
HIGH |
120-267 |
|
0.618 |
120-234 |
|
0.500 |
120-224 |
|
0.382 |
120-213 |
|
LOW |
120-180 |
|
0.618 |
120-126 |
|
1.000 |
120-093 |
|
1.618 |
120-039 |
|
2.618 |
119-272 |
|
4.250 |
119-130 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-224 |
120-244 |
| PP |
120-221 |
120-235 |
| S1 |
120-219 |
120-226 |
|