ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-087 |
123-042 |
-0-045 |
-0.1% |
122-000 |
High |
123-120 |
123-157 |
0-037 |
0.1% |
123-300 |
Low |
123-027 |
123-030 |
0-003 |
0.0% |
121-315 |
Close |
123-057 |
123-130 |
0-073 |
0.2% |
123-105 |
Range |
0-093 |
0-127 |
0-034 |
36.6% |
1-305 |
ATR |
0-205 |
0-200 |
-0-006 |
-2.7% |
0-000 |
Volume |
314,839 |
450,674 |
135,835 |
43.1% |
4,177,446 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-167 |
124-115 |
123-200 |
|
R3 |
124-040 |
123-308 |
123-165 |
|
R2 |
123-233 |
123-233 |
123-153 |
|
R1 |
123-181 |
123-181 |
123-142 |
123-207 |
PP |
123-106 |
123-106 |
123-106 |
123-118 |
S1 |
123-054 |
123-054 |
123-118 |
123-080 |
S2 |
122-299 |
122-299 |
123-107 |
|
S3 |
122-172 |
122-247 |
123-095 |
|
S4 |
122-045 |
122-120 |
123-060 |
|
|
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 |
123-215 |
122-302 |
0-233 |
0.6% |
0-150 |
0.4% |
64% |
False |
False |
617,035 |
10 |
123-300 |
121-212 |
2-088 |
1.8% |
0-239 |
0.6% |
77% |
False |
False |
751,616 |
20 |
123-300 |
120-042 |
3-258 |
3.1% |
0-203 |
0.5% |
86% |
False |
False |
685,228 |
40 |
123-300 |
118-242 |
5-058 |
4.2% |
0-191 |
0.5% |
90% |
False |
False |
683,805 |
60 |
123-300 |
118-070 |
5-230 |
4.6% |
0-175 |
0.4% |
91% |
False |
False |
649,310 |
80 |
123-300 |
116-160 |
7-140 |
6.0% |
0-149 |
0.4% |
93% |
False |
False |
489,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-057 |
2.618 |
124-169 |
1.618 |
124-042 |
1.000 |
123-284 |
0.618 |
123-235 |
HIGH |
123-157 |
0.618 |
123-108 |
0.500 |
123-094 |
0.382 |
123-079 |
LOW |
123-030 |
0.618 |
122-272 |
1.000 |
122-223 |
1.618 |
122-145 |
2.618 |
122-018 |
4.250 |
121-130 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-118 |
123-111 |
PP |
123-106 |
123-092 |
S1 |
123-094 |
123-074 |
|