ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
122-202 |
123-047 |
0-165 |
0.4% |
121-095 |
High |
123-300 |
123-215 |
-0-085 |
-0.2% |
122-250 |
Low |
122-032 |
123-002 |
0-290 |
0.7% |
121-067 |
Close |
123-117 |
123-115 |
-0-002 |
0.0% |
121-305 |
Range |
1-268 |
0-213 |
-1-055 |
-63.8% |
1-183 |
ATR |
0-224 |
0-223 |
-0-001 |
-0.3% |
0-000 |
Volume |
995,874 |
997,415 |
1,541 |
0.2% |
4,083,358 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-110 |
125-005 |
123-232 |
|
R3 |
124-217 |
124-112 |
123-174 |
|
R2 |
124-004 |
124-004 |
123-154 |
|
R1 |
123-219 |
123-219 |
123-135 |
123-272 |
PP |
123-111 |
123-111 |
123-111 |
123-137 |
S1 |
123-006 |
123-006 |
123-095 |
123-058 |
S2 |
122-218 |
122-218 |
123-076 |
|
S3 |
122-005 |
122-113 |
123-056 |
|
S4 |
121-112 |
121-220 |
122-318 |
|
|
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 |
123-300 |
121-212 |
2-088 |
1.8% |
1-027 |
0.9% |
75% |
False |
False |
934,993 |
10 |
123-300 |
120-157 |
3-143 |
2.8% |
0-269 |
0.7% |
83% |
False |
False |
826,568 |
20 |
123-300 |
120-042 |
3-258 |
3.1% |
0-199 |
0.5% |
85% |
False |
False |
692,864 |
40 |
123-300 |
118-242 |
5-058 |
4.2% |
0-194 |
0.5% |
89% |
False |
False |
701,815 |
60 |
123-300 |
117-220 |
6-080 |
5.1% |
0-174 |
0.4% |
91% |
False |
False |
616,839 |
80 |
123-300 |
116-070 |
7-230 |
6.3% |
0-143 |
0.4% |
93% |
False |
False |
463,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-160 |
2.618 |
125-133 |
1.618 |
124-240 |
1.000 |
124-108 |
0.618 |
124-027 |
HIGH |
123-215 |
0.618 |
123-134 |
0.500 |
123-108 |
0.382 |
123-083 |
LOW |
123-002 |
0.618 |
122-190 |
1.000 |
122-109 |
1.618 |
121-297 |
2.618 |
121-084 |
4.250 |
120-057 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-113 |
123-072 |
PP |
123-111 |
123-030 |
S1 |
123-108 |
122-308 |
|