ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-185 |
123-140 |
-0-045 |
-0.1% |
123-087 |
High |
123-190 |
123-202 |
0-012 |
0.0% |
124-010 |
Low |
123-077 |
123-060 |
-0-017 |
0.0% |
123-027 |
Close |
123-132 |
123-120 |
-0-012 |
0.0% |
123-165 |
Range |
0-113 |
0-142 |
0-029 |
25.7% |
0-303 |
ATR |
0-182 |
0-179 |
-0-003 |
-1.6% |
0-000 |
Volume |
413,438 |
596,455 |
183,017 |
44.3% |
2,365,243 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-233 |
124-159 |
123-198 |
|
R3 |
124-091 |
124-017 |
123-159 |
|
R2 |
123-269 |
123-269 |
123-146 |
|
R1 |
123-195 |
123-195 |
123-133 |
123-161 |
PP |
123-127 |
123-127 |
123-127 |
123-110 |
S1 |
123-053 |
123-053 |
123-107 |
123-019 |
S2 |
122-305 |
122-305 |
123-094 |
|
S3 |
122-163 |
122-231 |
123-081 |
|
S4 |
122-021 |
122-089 |
123-042 |
|
|
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 |
123-060 |
0-270 |
0.7% |
0-134 |
0.3% |
22% |
False |
True |
521,924 |
10 |
124-010 |
122-302 |
1-028 |
0.9% |
0-142 |
0.4% |
40% |
False |
False |
569,480 |
20 |
124-010 |
120-125 |
3-205 |
3.0% |
0-201 |
0.5% |
82% |
False |
False |
681,211 |
40 |
124-010 |
118-242 |
5-088 |
4.3% |
0-189 |
0.5% |
88% |
False |
False |
673,253 |
60 |
124-010 |
118-242 |
5-088 |
4.3% |
0-177 |
0.4% |
88% |
False |
False |
661,691 |
80 |
124-010 |
117-030 |
6-300 |
5.6% |
0-156 |
0.4% |
91% |
False |
False |
522,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-166 |
2.618 |
124-254 |
1.618 |
124-112 |
1.000 |
124-024 |
0.618 |
123-290 |
HIGH |
123-202 |
0.618 |
123-148 |
0.500 |
123-131 |
0.382 |
123-114 |
LOW |
123-060 |
0.618 |
122-292 |
1.000 |
122-238 |
1.618 |
122-150 |
2.618 |
122-008 |
4.250 |
121-096 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-131 |
123-145 |
PP |
123-127 |
123-137 |
S1 |
123-124 |
123-128 |
|