ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-150 |
123-190 |
0-040 |
0.1% |
123-087 |
High |
124-010 |
123-230 |
-0-100 |
-0.3% |
124-010 |
Low |
123-132 |
123-095 |
-0-037 |
-0.1% |
123-027 |
Close |
123-165 |
123-165 |
0-000 |
0.0% |
123-165 |
Range |
0-198 |
0-135 |
-0-063 |
-31.8% |
0-303 |
ATR |
0-192 |
0-188 |
-0-004 |
-2.1% |
0-000 |
Volume |
659,446 |
528,606 |
-130,840 |
-19.8% |
2,365,243 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-248 |
124-182 |
123-239 |
|
R3 |
124-113 |
124-047 |
123-202 |
|
R2 |
123-298 |
123-298 |
123-190 |
|
R1 |
123-232 |
123-232 |
123-177 |
123-198 |
PP |
123-163 |
123-163 |
123-163 |
123-146 |
S1 |
123-097 |
123-097 |
123-153 |
123-062 |
S2 |
123-028 |
123-028 |
123-140 |
|
S3 |
122-213 |
122-282 |
123-128 |
|
S4 |
122-078 |
122-147 |
123-091 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-123 |
125-287 |
124-012 |
|
R3 |
125-140 |
124-304 |
123-248 |
|
R2 |
124-157 |
124-157 |
123-221 |
|
R1 |
124-001 |
124-001 |
123-193 |
124-079 |
PP |
123-174 |
123-174 |
123-174 |
123-213 |
S1 |
123-018 |
123-018 |
123-137 |
123-096 |
S2 |
122-191 |
122-191 |
123-109 |
|
S3 |
121-208 |
122-035 |
123-082 |
|
S4 |
120-225 |
121-052 |
122-318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-010 |
123-027 |
0-303 |
0.8% |
0-127 |
0.3% |
46% |
False |
False |
473,048 |
10 |
124-010 |
121-315 |
2-015 |
1.7% |
0-203 |
0.5% |
75% |
False |
False |
654,268 |
20 |
124-010 |
120-065 |
3-265 |
3.1% |
0-204 |
0.5% |
87% |
False |
False |
685,288 |
40 |
124-010 |
118-242 |
5-088 |
4.3% |
0-192 |
0.5% |
90% |
False |
False |
675,835 |
60 |
124-010 |
118-130 |
5-200 |
4.6% |
0-177 |
0.4% |
91% |
False |
False |
665,110 |
80 |
124-010 |
117-000 |
7-010 |
5.7% |
0-153 |
0.4% |
93% |
False |
False |
509,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-164 |
2.618 |
124-263 |
1.618 |
124-128 |
1.000 |
124-045 |
0.618 |
123-313 |
HIGH |
123-230 |
0.618 |
123-178 |
0.500 |
123-162 |
0.382 |
123-147 |
LOW |
123-095 |
0.618 |
123-012 |
1.000 |
122-280 |
1.618 |
122-197 |
2.618 |
122-062 |
4.250 |
121-161 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-164 |
123-210 |
PP |
123-163 |
123-195 |
S1 |
123-162 |
123-180 |
|