ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-120 |
122-310 |
-0-130 |
-0.3% |
122-000 |
High |
123-170 |
123-117 |
-0-053 |
-0.1% |
123-300 |
Low |
122-302 |
122-310 |
0-008 |
0.0% |
121-315 |
Close |
123-035 |
123-105 |
0-070 |
0.2% |
123-105 |
Range |
0-188 |
0-127 |
-0-061 |
-32.4% |
1-305 |
ATR |
0-221 |
0-214 |
-0-007 |
-3.0% |
0-000 |
Volume |
818,550 |
503,699 |
-314,851 |
-38.5% |
4,177,446 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-132 |
124-085 |
123-175 |
|
R3 |
124-005 |
123-278 |
123-140 |
|
R2 |
123-198 |
123-198 |
123-128 |
|
R1 |
123-151 |
123-151 |
123-117 |
123-174 |
PP |
123-071 |
123-071 |
123-071 |
123-082 |
S1 |
123-024 |
123-024 |
123-093 |
123-048 |
S2 |
122-264 |
122-264 |
123-082 |
|
S3 |
122-137 |
122-217 |
123-070 |
|
S4 |
122-010 |
122-090 |
123-035 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-302 |
128-028 |
124-129 |
|
R3 |
126-317 |
126-043 |
123-277 |
|
R2 |
125-012 |
125-012 |
123-220 |
|
R1 |
124-058 |
124-058 |
123-162 |
124-195 |
PP |
123-027 |
123-027 |
123-027 |
123-095 |
S1 |
122-073 |
122-073 |
123-048 |
122-210 |
S2 |
121-042 |
121-042 |
122-310 |
|
S3 |
119-057 |
120-088 |
122-253 |
|
S4 |
117-072 |
118-103 |
122-081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-300 |
121-315 |
1-305 |
1.6% |
0-279 |
0.7% |
69% |
False |
False |
835,489 |
10 |
123-300 |
121-067 |
2-233 |
2.2% |
0-257 |
0.7% |
78% |
False |
False |
826,080 |
20 |
123-300 |
120-042 |
3-258 |
3.1% |
0-202 |
0.5% |
84% |
False |
False |
697,340 |
40 |
123-300 |
118-242 |
5-058 |
4.2% |
0-191 |
0.5% |
88% |
False |
False |
689,666 |
60 |
123-300 |
117-220 |
6-080 |
5.1% |
0-175 |
0.4% |
90% |
False |
False |
638,037 |
80 |
123-300 |
116-070 |
7-230 |
6.3% |
0-147 |
0.4% |
92% |
False |
False |
480,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-017 |
2.618 |
124-129 |
1.618 |
124-002 |
1.000 |
123-244 |
0.618 |
123-195 |
HIGH |
123-117 |
0.618 |
123-068 |
0.500 |
123-054 |
0.382 |
123-039 |
LOW |
122-310 |
0.618 |
122-232 |
1.000 |
122-183 |
1.618 |
122-105 |
2.618 |
121-298 |
4.250 |
121-090 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-088 |
123-103 |
PP |
123-071 |
123-101 |
S1 |
123-054 |
123-098 |
|