ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-140 |
123-105 |
-0-035 |
-0.1% |
123-087 |
High |
123-202 |
123-157 |
-0-045 |
-0.1% |
124-010 |
Low |
123-060 |
122-317 |
-0-063 |
-0.2% |
123-027 |
Close |
123-120 |
123-035 |
-0-085 |
-0.2% |
123-165 |
Range |
0-142 |
0-160 |
0-018 |
12.7% |
0-303 |
ATR |
0-179 |
0-178 |
-0-001 |
-0.8% |
0-000 |
Volume |
596,455 |
796,622 |
200,167 |
33.6% |
2,365,243 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-223 |
124-129 |
123-123 |
|
R3 |
124-063 |
123-289 |
123-079 |
|
R2 |
123-223 |
123-223 |
123-064 |
|
R1 |
123-129 |
123-129 |
123-050 |
123-096 |
PP |
123-063 |
123-063 |
123-063 |
123-046 |
S1 |
122-289 |
122-289 |
123-020 |
122-256 |
S2 |
122-223 |
122-223 |
123-006 |
|
S3 |
122-063 |
122-129 |
122-311 |
|
S4 |
121-223 |
121-289 |
122-267 |
|
|
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 |
122-317 |
1-013 |
0.8% |
0-150 |
0.4% |
11% |
False |
True |
598,913 |
10 |
124-010 |
122-302 |
1-028 |
0.9% |
0-136 |
0.3% |
15% |
False |
False |
549,400 |
20 |
124-010 |
120-157 |
3-173 |
2.9% |
0-203 |
0.5% |
74% |
False |
False |
687,984 |
40 |
124-010 |
118-242 |
5-088 |
4.3% |
0-186 |
0.5% |
83% |
False |
False |
673,113 |
60 |
124-010 |
118-242 |
5-088 |
4.3% |
0-177 |
0.4% |
83% |
False |
False |
667,104 |
80 |
124-010 |
117-080 |
6-250 |
5.5% |
0-158 |
0.4% |
86% |
False |
False |
532,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-197 |
2.618 |
124-256 |
1.618 |
124-096 |
1.000 |
123-317 |
0.618 |
123-256 |
HIGH |
123-157 |
0.618 |
123-096 |
0.500 |
123-077 |
0.382 |
123-058 |
LOW |
122-317 |
0.618 |
122-218 |
1.000 |
122-157 |
1.618 |
122-058 |
2.618 |
121-218 |
4.250 |
120-277 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-077 |
123-100 |
PP |
123-063 |
123-078 |
S1 |
123-049 |
123-056 |
|