ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-190 |
123-185 |
-0-005 |
0.0% |
123-087 |
High |
123-230 |
123-190 |
-0-040 |
-0.1% |
124-010 |
Low |
123-095 |
123-077 |
-0-018 |
0.0% |
123-027 |
Close |
123-165 |
123-132 |
-0-033 |
-0.1% |
123-165 |
Range |
0-135 |
0-113 |
-0-022 |
-16.3% |
0-303 |
ATR |
0-188 |
0-182 |
-0-005 |
-2.8% |
0-000 |
Volume |
528,606 |
413,438 |
-115,168 |
-21.8% |
2,365,243 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-152 |
124-095 |
123-194 |
|
R3 |
124-039 |
123-302 |
123-163 |
|
R2 |
123-246 |
123-246 |
123-153 |
|
R1 |
123-189 |
123-189 |
123-142 |
123-161 |
PP |
123-133 |
123-133 |
123-133 |
123-119 |
S1 |
123-076 |
123-076 |
123-122 |
123-048 |
S2 |
123-020 |
123-020 |
123-111 |
|
S3 |
122-227 |
122-283 |
123-101 |
|
S4 |
122-114 |
122-170 |
123-070 |
|
|
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 |
123-030 |
0-300 |
0.8% |
0-131 |
0.3% |
34% |
False |
False |
492,768 |
10 |
124-010 |
122-032 |
1-298 |
1.6% |
0-186 |
0.5% |
68% |
False |
False |
609,421 |
20 |
124-010 |
120-065 |
3-265 |
3.1% |
0-203 |
0.5% |
84% |
False |
False |
677,464 |
40 |
124-010 |
118-242 |
5-088 |
4.3% |
0-190 |
0.5% |
88% |
False |
False |
673,873 |
60 |
124-010 |
118-242 |
5-088 |
4.3% |
0-176 |
0.4% |
88% |
False |
False |
662,779 |
80 |
124-010 |
117-030 |
6-300 |
5.6% |
0-155 |
0.4% |
91% |
False |
False |
514,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-030 |
2.618 |
124-166 |
1.618 |
124-053 |
1.000 |
123-303 |
0.618 |
123-260 |
HIGH |
123-190 |
0.618 |
123-147 |
0.500 |
123-134 |
0.382 |
123-120 |
LOW |
123-077 |
0.618 |
123-007 |
1.000 |
122-284 |
1.618 |
122-214 |
2.618 |
122-101 |
4.250 |
121-237 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-134 |
123-204 |
PP |
123-133 |
123-180 |
S1 |
123-132 |
123-156 |
|