ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-140 |
120-225 |
0-085 |
0.2% |
120-262 |
| High |
120-245 |
120-257 |
0-012 |
0.0% |
120-315 |
| Low |
120-065 |
120-125 |
0-060 |
0.2% |
120-042 |
| Close |
120-222 |
120-157 |
-0-065 |
-0.2% |
120-165 |
| Range |
0-180 |
0-132 |
-0-048 |
-26.7% |
0-273 |
| ATR |
0-158 |
0-156 |
-0-002 |
-1.2% |
0-000 |
| Volume |
521,529 |
661,148 |
139,619 |
26.8% |
2,606,297 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-256 |
121-178 |
120-230 |
|
| R3 |
121-124 |
121-046 |
120-193 |
|
| R2 |
120-312 |
120-312 |
120-181 |
|
| R1 |
120-234 |
120-234 |
120-169 |
120-207 |
| PP |
120-180 |
120-180 |
120-180 |
120-166 |
| S1 |
120-102 |
120-102 |
120-145 |
120-075 |
| S2 |
120-048 |
120-048 |
120-133 |
|
| S3 |
119-236 |
119-290 |
120-121 |
|
| S4 |
119-104 |
119-158 |
120-084 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-033 |
122-212 |
120-315 |
|
| R3 |
122-080 |
121-259 |
120-240 |
|
| R2 |
121-127 |
121-127 |
120-215 |
|
| R1 |
120-306 |
120-306 |
120-190 |
120-240 |
| PP |
120-174 |
120-174 |
120-174 |
120-141 |
| S1 |
120-033 |
120-033 |
120-140 |
119-287 |
| S2 |
119-221 |
119-221 |
120-115 |
|
| S3 |
118-268 |
119-080 |
120-090 |
|
| S4 |
117-315 |
118-127 |
120-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-257 |
120-042 |
0-215 |
0.6% |
0-150 |
0.4% |
53% |
True |
False |
584,851 |
| 10 |
120-315 |
120-042 |
0-273 |
0.7% |
0-130 |
0.3% |
42% |
False |
False |
559,159 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-168 |
0.4% |
74% |
False |
False |
658,241 |
| 40 |
121-032 |
118-242 |
2-110 |
1.9% |
0-165 |
0.4% |
74% |
False |
False |
656,664 |
| 60 |
121-032 |
117-080 |
3-272 |
3.2% |
0-144 |
0.4% |
84% |
False |
False |
480,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-178 |
|
2.618 |
121-283 |
|
1.618 |
121-151 |
|
1.000 |
121-069 |
|
0.618 |
121-019 |
|
HIGH |
120-257 |
|
0.618 |
120-207 |
|
0.500 |
120-191 |
|
0.382 |
120-175 |
|
LOW |
120-125 |
|
0.618 |
120-043 |
|
1.000 |
119-313 |
|
1.618 |
119-231 |
|
2.618 |
119-099 |
|
4.250 |
118-204 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-191 |
120-161 |
| PP |
120-180 |
120-160 |
| S1 |
120-168 |
120-158 |
|