ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-120 |
123-150 |
0-030 |
0.1% |
122-000 |
High |
123-172 |
124-010 |
0-158 |
0.4% |
123-300 |
Low |
123-090 |
123-132 |
0-042 |
0.1% |
121-315 |
Close |
123-155 |
123-165 |
0-010 |
0.0% |
123-105 |
Range |
0-082 |
0-198 |
0-116 |
141.5% |
1-305 |
ATR |
0-191 |
0-192 |
0-000 |
0.3% |
0-000 |
Volume |
411,678 |
659,446 |
247,768 |
60.2% |
4,177,446 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-163 |
125-042 |
123-274 |
|
R3 |
124-285 |
124-164 |
123-219 |
|
R2 |
124-087 |
124-087 |
123-201 |
|
R1 |
123-286 |
123-286 |
123-183 |
124-026 |
PP |
123-209 |
123-209 |
123-209 |
123-239 |
S1 |
123-088 |
123-088 |
123-147 |
123-148 |
S2 |
123-011 |
123-011 |
123-129 |
|
S3 |
122-133 |
122-210 |
123-111 |
|
S4 |
121-255 |
122-012 |
123-056 |
|
|
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 |
124-010 |
122-310 |
1-020 |
0.9% |
0-125 |
0.3% |
51% |
True |
False |
468,067 |
10 |
124-010 |
121-212 |
2-118 |
1.9% |
0-225 |
0.6% |
78% |
True |
False |
688,406 |
20 |
124-010 |
120-065 |
3-265 |
3.1% |
0-203 |
0.5% |
87% |
True |
False |
684,057 |
40 |
124-010 |
118-242 |
5-088 |
4.3% |
0-193 |
0.5% |
90% |
True |
False |
682,777 |
60 |
124-010 |
118-130 |
5-200 |
4.6% |
0-176 |
0.4% |
91% |
True |
False |
663,035 |
80 |
124-010 |
116-170 |
7-160 |
6.1% |
0-152 |
0.4% |
93% |
True |
False |
503,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-212 |
2.618 |
125-208 |
1.618 |
125-010 |
1.000 |
124-208 |
0.618 |
124-132 |
HIGH |
124-010 |
0.618 |
123-254 |
0.500 |
123-231 |
0.382 |
123-208 |
LOW |
123-132 |
0.618 |
123-010 |
1.000 |
122-254 |
1.618 |
122-132 |
2.618 |
121-254 |
4.250 |
120-250 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-231 |
123-180 |
PP |
123-209 |
123-175 |
S1 |
123-187 |
123-170 |
|