ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
122-025 |
121-285 |
-0-060 |
-0.2% |
120-130 |
| High |
122-080 |
122-225 |
0-145 |
0.4% |
121-187 |
| Low |
121-280 |
121-247 |
-0-033 |
-0.1% |
120-065 |
| Close |
121-315 |
122-155 |
0-160 |
0.4% |
121-142 |
| Range |
0-120 |
0-298 |
0-178 |
148.3% |
1-122 |
| ATR |
0-166 |
0-176 |
0-009 |
5.6% |
0-000 |
| Volume |
753,433 |
949,789 |
196,356 |
26.1% |
3,079,713 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-036 |
124-234 |
122-319 |
|
| R3 |
124-058 |
123-256 |
122-237 |
|
| R2 |
123-080 |
123-080 |
122-210 |
|
| R1 |
122-278 |
122-278 |
122-182 |
123-019 |
| PP |
122-102 |
122-102 |
122-102 |
122-133 |
| S1 |
121-300 |
121-300 |
122-128 |
122-041 |
| S2 |
121-124 |
121-124 |
122-100 |
|
| S3 |
120-146 |
121-002 |
122-073 |
|
| S4 |
119-168 |
120-024 |
121-311 |
|
|
| 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 |
122-225 |
120-182 |
2-043 |
1.7% |
0-230 |
0.6% |
90% |
True |
False |
797,168 |
| 10 |
122-225 |
120-065 |
2-160 |
2.0% |
0-180 |
0.5% |
91% |
True |
False |
679,709 |
| 20 |
122-225 |
119-035 |
3-190 |
2.9% |
0-174 |
0.4% |
94% |
True |
False |
666,373 |
| 40 |
122-225 |
118-242 |
3-303 |
3.2% |
0-174 |
0.4% |
94% |
True |
False |
674,598 |
| 60 |
122-225 |
117-150 |
5-075 |
4.3% |
0-159 |
0.4% |
96% |
True |
False |
555,609 |
| 80 |
122-225 |
115-150 |
7-075 |
5.9% |
0-125 |
0.3% |
97% |
True |
False |
417,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-212 |
|
2.618 |
125-045 |
|
1.618 |
124-067 |
|
1.000 |
123-203 |
|
0.618 |
123-089 |
|
HIGH |
122-225 |
|
0.618 |
122-111 |
|
0.500 |
122-076 |
|
0.382 |
122-041 |
|
LOW |
121-247 |
|
0.618 |
121-063 |
|
1.000 |
120-269 |
|
1.618 |
120-085 |
|
2.618 |
119-107 |
|
4.250 |
117-260 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-129 |
122-118 |
| PP |
122-102 |
122-080 |
| S1 |
122-076 |
122-042 |
|