ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
122-310 |
123-087 |
0-097 |
0.2% |
122-000 |
High |
123-117 |
123-120 |
0-003 |
0.0% |
123-300 |
Low |
122-310 |
123-027 |
0-037 |
0.1% |
121-315 |
Close |
123-105 |
123-057 |
-0-048 |
-0.1% |
123-105 |
Range |
0-127 |
0-093 |
-0-034 |
-26.8% |
1-305 |
ATR |
0-214 |
0-205 |
-0-009 |
-4.0% |
0-000 |
Volume |
503,699 |
314,839 |
-188,860 |
-37.5% |
4,177,446 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-027 |
123-295 |
123-108 |
|
R3 |
123-254 |
123-202 |
123-083 |
|
R2 |
123-161 |
123-161 |
123-074 |
|
R1 |
123-109 |
123-109 |
123-066 |
123-088 |
PP |
123-068 |
123-068 |
123-068 |
123-058 |
S1 |
123-016 |
123-016 |
123-048 |
122-316 |
S2 |
122-295 |
122-295 |
123-040 |
|
S3 |
122-202 |
122-243 |
123-031 |
|
S4 |
122-109 |
122-150 |
123-006 |
|
|
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 |
122-032 |
1-268 |
1.5% |
0-242 |
0.6% |
59% |
False |
False |
726,075 |
10 |
123-300 |
121-180 |
2-120 |
1.9% |
0-245 |
0.6% |
68% |
False |
False |
784,688 |
20 |
123-300 |
120-042 |
3-258 |
3.1% |
0-203 |
0.5% |
80% |
False |
False |
691,289 |
40 |
123-300 |
118-242 |
5-058 |
4.2% |
0-191 |
0.5% |
85% |
False |
False |
685,037 |
60 |
123-300 |
118-040 |
5-260 |
4.7% |
0-174 |
0.4% |
87% |
False |
False |
642,427 |
80 |
123-300 |
116-070 |
7-230 |
6.3% |
0-147 |
0.4% |
90% |
False |
False |
484,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-195 |
2.618 |
124-043 |
1.618 |
123-270 |
1.000 |
123-213 |
0.618 |
123-177 |
HIGH |
123-120 |
0.618 |
123-084 |
0.500 |
123-074 |
0.382 |
123-063 |
LOW |
123-027 |
0.618 |
122-290 |
1.000 |
122-254 |
1.618 |
122-197 |
2.618 |
122-104 |
4.250 |
121-272 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-074 |
123-076 |
PP |
123-068 |
123-070 |
S1 |
123-062 |
123-063 |
|