ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-042 |
123-120 |
0-078 |
0.2% |
122-000 |
High |
123-157 |
123-172 |
0-015 |
0.0% |
123-300 |
Low |
123-030 |
123-090 |
0-060 |
0.2% |
121-315 |
Close |
123-130 |
123-155 |
0-025 |
0.1% |
123-105 |
Range |
0-127 |
0-082 |
-0-045 |
-35.4% |
1-305 |
ATR |
0-200 |
0-191 |
-0-008 |
-4.2% |
0-000 |
Volume |
450,674 |
411,678 |
-38,996 |
-8.7% |
4,177,446 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-065 |
124-032 |
123-200 |
|
R3 |
123-303 |
123-270 |
123-178 |
|
R2 |
123-221 |
123-221 |
123-170 |
|
R1 |
123-188 |
123-188 |
123-163 |
123-204 |
PP |
123-139 |
123-139 |
123-139 |
123-147 |
S1 |
123-106 |
123-106 |
123-147 |
123-122 |
S2 |
123-057 |
123-057 |
123-140 |
|
S3 |
122-295 |
123-024 |
123-132 |
|
S4 |
122-213 |
122-262 |
123-110 |
|
|
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 |
123-172 |
122-302 |
0-190 |
0.5% |
0-123 |
0.3% |
91% |
True |
False |
499,888 |
10 |
123-300 |
121-212 |
2-088 |
1.8% |
0-235 |
0.6% |
80% |
False |
False |
717,440 |
20 |
123-300 |
120-042 |
3-258 |
3.1% |
0-203 |
0.5% |
88% |
False |
False |
684,469 |
40 |
123-300 |
118-242 |
5-058 |
4.2% |
0-191 |
0.5% |
91% |
False |
False |
679,839 |
60 |
123-300 |
118-070 |
5-230 |
4.6% |
0-174 |
0.4% |
92% |
False |
False |
654,691 |
80 |
123-300 |
116-160 |
7-140 |
6.0% |
0-150 |
0.4% |
94% |
False |
False |
494,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-200 |
2.618 |
124-067 |
1.618 |
123-305 |
1.000 |
123-254 |
0.618 |
123-223 |
HIGH |
123-172 |
0.618 |
123-141 |
0.500 |
123-131 |
0.382 |
123-121 |
LOW |
123-090 |
0.618 |
123-039 |
1.000 |
123-008 |
1.618 |
122-277 |
2.618 |
122-195 |
4.250 |
122-062 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-147 |
123-136 |
PP |
123-139 |
123-118 |
S1 |
123-131 |
123-100 |
|