ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-047 |
123-120 |
0-073 |
0.2% |
121-095 |
High |
123-215 |
123-170 |
-0-045 |
-0.1% |
122-250 |
Low |
123-002 |
122-302 |
-0-020 |
-0.1% |
121-067 |
Close |
123-115 |
123-035 |
-0-080 |
-0.2% |
121-305 |
Range |
0-213 |
0-188 |
-0-025 |
-11.7% |
1-183 |
ATR |
0-223 |
0-221 |
-0-003 |
-1.1% |
0-000 |
Volume |
997,415 |
818,550 |
-178,865 |
-17.9% |
4,083,358 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-306 |
124-199 |
123-138 |
|
R3 |
124-118 |
124-011 |
123-087 |
|
R2 |
123-250 |
123-250 |
123-069 |
|
R1 |
123-143 |
123-143 |
123-052 |
123-102 |
PP |
123-062 |
123-062 |
123-062 |
123-042 |
S1 |
122-275 |
122-275 |
123-018 |
122-234 |
S2 |
122-194 |
122-194 |
123-001 |
|
S3 |
122-006 |
122-087 |
122-303 |
|
S4 |
121-138 |
121-219 |
122-252 |
|
|
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% |
1-005 |
0.8% |
64% |
False |
False |
908,746 |
10 |
123-300 |
120-182 |
3-118 |
2.7% |
0-277 |
0.7% |
75% |
False |
False |
852,957 |
20 |
123-300 |
120-042 |
3-258 |
3.1% |
0-203 |
0.5% |
78% |
False |
False |
701,632 |
40 |
123-300 |
118-242 |
5-058 |
4.2% |
0-193 |
0.5% |
84% |
False |
False |
699,268 |
60 |
123-300 |
117-220 |
6-080 |
5.1% |
0-175 |
0.4% |
87% |
False |
False |
630,130 |
80 |
123-300 |
116-070 |
7-230 |
6.3% |
0-145 |
0.4% |
89% |
False |
False |
473,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-009 |
2.618 |
125-022 |
1.618 |
124-154 |
1.000 |
124-038 |
0.618 |
123-286 |
HIGH |
123-170 |
0.618 |
123-098 |
0.500 |
123-076 |
0.382 |
123-054 |
LOW |
122-302 |
0.618 |
122-186 |
1.000 |
122-114 |
1.618 |
121-318 |
2.618 |
121-130 |
4.250 |
120-143 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-076 |
123-025 |
PP |
123-062 |
123-016 |
S1 |
123-049 |
123-006 |
|