ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
121-285 |
122-217 |
0-252 |
0.6% |
121-095 |
| High |
122-225 |
122-250 |
0-025 |
0.1% |
122-250 |
| Low |
121-247 |
121-212 |
-0-035 |
-0.1% |
121-067 |
| Close |
122-155 |
121-305 |
-0-170 |
-0.4% |
121-305 |
| Range |
0-298 |
1-038 |
0-060 |
20.1% |
1-183 |
| ATR |
0-176 |
0-189 |
0-013 |
7.4% |
0-000 |
| Volume |
949,789 |
869,983 |
-79,806 |
-8.4% |
4,083,358 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-156 |
124-269 |
122-182 |
|
| R3 |
124-118 |
123-231 |
122-083 |
|
| R2 |
123-080 |
123-080 |
122-051 |
|
| R1 |
122-193 |
122-193 |
122-018 |
122-118 |
| PP |
122-042 |
122-042 |
122-042 |
122-005 |
| S1 |
121-155 |
121-155 |
121-272 |
121-080 |
| S2 |
121-004 |
121-004 |
121-239 |
|
| S3 |
119-286 |
120-117 |
121-207 |
|
| S4 |
118-248 |
119-079 |
121-108 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-223 |
125-287 |
122-262 |
|
| R3 |
125-040 |
124-104 |
122-123 |
|
| R2 |
123-177 |
123-177 |
122-077 |
|
| R1 |
122-241 |
122-241 |
122-031 |
123-049 |
| PP |
121-314 |
121-314 |
121-314 |
122-058 |
| S1 |
121-058 |
121-058 |
121-259 |
121-186 |
| S2 |
120-131 |
120-131 |
121-213 |
|
| S3 |
118-268 |
119-195 |
121-167 |
|
| S4 |
117-085 |
118-012 |
121-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-250 |
121-067 |
1-183 |
1.3% |
0-236 |
0.6% |
47% |
True |
False |
816,671 |
| 10 |
122-250 |
120-065 |
2-185 |
2.1% |
0-206 |
0.5% |
68% |
True |
False |
716,307 |
| 20 |
122-250 |
120-027 |
2-223 |
2.2% |
0-173 |
0.4% |
69% |
True |
False |
664,514 |
| 40 |
122-250 |
118-242 |
4-008 |
3.3% |
0-179 |
0.5% |
79% |
True |
False |
676,957 |
| 60 |
122-250 |
117-220 |
5-030 |
4.2% |
0-162 |
0.4% |
84% |
True |
False |
569,973 |
| 80 |
122-250 |
115-200 |
7-050 |
5.9% |
0-130 |
0.3% |
88% |
True |
False |
427,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-172 |
|
2.618 |
125-227 |
|
1.618 |
124-189 |
|
1.000 |
123-288 |
|
0.618 |
123-151 |
|
HIGH |
122-250 |
|
0.618 |
122-113 |
|
0.500 |
122-071 |
|
0.382 |
122-029 |
|
LOW |
121-212 |
|
0.618 |
120-311 |
|
1.000 |
120-174 |
|
1.618 |
119-273 |
|
2.618 |
118-235 |
|
4.250 |
116-290 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-071 |
122-071 |
| PP |
122-042 |
122-042 |
| S1 |
122-014 |
122-014 |
|