ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
121-185 |
122-025 |
0-160 |
0.4% |
120-130 |
| High |
122-047 |
122-080 |
0-033 |
0.1% |
121-187 |
| Low |
121-180 |
121-280 |
0-100 |
0.3% |
120-065 |
| Close |
122-017 |
121-315 |
-0-022 |
-0.1% |
121-142 |
| Range |
0-187 |
0-120 |
-0-067 |
-35.8% |
1-122 |
| ATR |
0-170 |
0-166 |
-0-004 |
-2.1% |
0-000 |
| Volume |
781,392 |
753,433 |
-27,959 |
-3.6% |
3,079,713 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-052 |
122-303 |
122-061 |
|
| R3 |
122-252 |
122-183 |
122-028 |
|
| R2 |
122-132 |
122-132 |
122-017 |
|
| R1 |
122-063 |
122-063 |
122-006 |
122-038 |
| PP |
122-012 |
122-012 |
122-012 |
121-319 |
| S1 |
121-263 |
121-263 |
121-304 |
121-238 |
| S2 |
121-212 |
121-212 |
121-293 |
|
| S3 |
121-092 |
121-143 |
121-282 |
|
| S4 |
120-292 |
121-023 |
121-249 |
|
|
| 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 |
122-080 |
120-157 |
1-243 |
1.4% |
0-191 |
0.5% |
85% |
True |
False |
718,143 |
| 10 |
122-080 |
120-042 |
2-038 |
1.7% |
0-170 |
0.4% |
87% |
True |
False |
651,497 |
| 20 |
122-080 |
119-035 |
3-045 |
2.6% |
0-168 |
0.4% |
92% |
True |
False |
654,518 |
| 40 |
122-080 |
118-242 |
3-158 |
2.9% |
0-170 |
0.4% |
92% |
True |
False |
668,670 |
| 60 |
122-080 |
117-150 |
4-250 |
3.9% |
0-156 |
0.4% |
94% |
True |
False |
539,921 |
| 80 |
122-080 |
115-060 |
7-020 |
5.8% |
0-121 |
0.3% |
96% |
True |
False |
405,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-270 |
|
2.618 |
123-074 |
|
1.618 |
122-274 |
|
1.000 |
122-200 |
|
0.618 |
122-154 |
|
HIGH |
122-080 |
|
0.618 |
122-034 |
|
0.500 |
122-020 |
|
0.382 |
122-006 |
|
LOW |
121-280 |
|
0.618 |
121-206 |
|
1.000 |
121-160 |
|
1.618 |
121-086 |
|
2.618 |
120-286 |
|
4.250 |
120-090 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-020 |
121-288 |
| PP |
122-012 |
121-261 |
| S1 |
122-003 |
121-234 |
|