ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
121-095 |
121-185 |
0-090 |
0.2% |
120-130 |
| High |
121-285 |
122-047 |
0-082 |
0.2% |
121-187 |
| Low |
121-067 |
121-180 |
0-113 |
0.3% |
120-065 |
| Close |
121-217 |
122-017 |
0-120 |
0.3% |
121-142 |
| Range |
0-218 |
0-187 |
-0-031 |
-14.2% |
1-122 |
| ATR |
0-169 |
0-170 |
0-001 |
0.8% |
0-000 |
| Volume |
728,761 |
781,392 |
52,631 |
7.2% |
3,079,713 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-216 |
123-143 |
122-120 |
|
| R3 |
123-029 |
122-276 |
122-068 |
|
| R2 |
122-162 |
122-162 |
122-051 |
|
| R1 |
122-089 |
122-089 |
122-034 |
122-126 |
| PP |
121-295 |
121-295 |
121-295 |
121-313 |
| S1 |
121-222 |
121-222 |
122-000 |
121-258 |
| S2 |
121-108 |
121-108 |
121-303 |
|
| S3 |
120-241 |
121-035 |
121-286 |
|
| S4 |
120-054 |
120-168 |
121-234 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-071 |
124-228 |
122-065 |
|
| R3 |
123-269 |
123-106 |
121-264 |
|
| R2 |
122-147 |
122-147 |
121-223 |
|
| R1 |
121-304 |
121-304 |
121-183 |
122-066 |
| PP |
121-025 |
121-025 |
121-025 |
121-065 |
| S1 |
120-182 |
120-182 |
121-101 |
120-264 |
| S2 |
119-223 |
119-223 |
121-061 |
|
| S3 |
118-101 |
119-060 |
121-020 |
|
| S4 |
116-299 |
117-258 |
120-219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-047 |
120-125 |
1-242 |
1.4% |
0-193 |
0.5% |
95% |
True |
False |
699,686 |
| 10 |
122-047 |
120-042 |
2-005 |
1.7% |
0-167 |
0.4% |
95% |
True |
False |
618,840 |
| 20 |
122-047 |
119-035 |
3-012 |
2.5% |
0-170 |
0.4% |
97% |
True |
False |
652,077 |
| 40 |
122-047 |
118-242 |
3-125 |
2.8% |
0-171 |
0.4% |
97% |
True |
False |
663,778 |
| 60 |
122-047 |
117-150 |
4-217 |
3.8% |
0-154 |
0.4% |
98% |
True |
False |
527,399 |
| 80 |
122-047 |
115-050 |
6-317 |
5.7% |
0-120 |
0.3% |
99% |
True |
False |
395,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-202 |
|
2.618 |
123-217 |
|
1.618 |
123-030 |
|
1.000 |
122-234 |
|
0.618 |
122-163 |
|
HIGH |
122-047 |
|
0.618 |
121-296 |
|
0.500 |
121-274 |
|
0.382 |
121-251 |
|
LOW |
121-180 |
|
0.618 |
121-064 |
|
1.000 |
120-313 |
|
1.618 |
120-197 |
|
2.618 |
120-010 |
|
4.250 |
119-025 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-316 |
121-263 |
| PP |
121-295 |
121-189 |
| S1 |
121-274 |
121-114 |
|