ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-105 |
123-012 |
-0-093 |
-0.2% |
123-087 |
High |
123-157 |
123-175 |
0-018 |
0.0% |
124-010 |
Low |
122-317 |
123-007 |
0-010 |
0.0% |
123-027 |
Close |
123-035 |
123-120 |
0-085 |
0.2% |
123-165 |
Range |
0-160 |
0-168 |
0-008 |
5.0% |
0-303 |
ATR |
0-178 |
0-177 |
-0-001 |
-0.4% |
0-000 |
Volume |
796,622 |
1,002,241 |
205,619 |
25.8% |
2,365,243 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-285 |
124-210 |
123-212 |
|
R3 |
124-117 |
124-042 |
123-166 |
|
R2 |
123-269 |
123-269 |
123-151 |
|
R1 |
123-194 |
123-194 |
123-135 |
123-232 |
PP |
123-101 |
123-101 |
123-101 |
123-119 |
S1 |
123-026 |
123-026 |
123-105 |
123-064 |
S2 |
122-253 |
122-253 |
123-089 |
|
S3 |
122-085 |
122-178 |
123-074 |
|
S4 |
121-237 |
122-010 |
123-028 |
|
|
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 |
123-230 |
122-317 |
0-233 |
0.6% |
0-144 |
0.4% |
53% |
False |
False |
667,472 |
10 |
124-010 |
122-310 |
1-020 |
0.9% |
0-134 |
0.3% |
38% |
False |
False |
567,769 |
20 |
124-010 |
120-182 |
3-148 |
2.8% |
0-206 |
0.5% |
81% |
False |
False |
710,363 |
40 |
124-010 |
118-242 |
5-088 |
4.3% |
0-186 |
0.5% |
88% |
False |
False |
678,122 |
60 |
124-010 |
118-242 |
5-088 |
4.3% |
0-177 |
0.4% |
88% |
False |
False |
671,747 |
80 |
124-010 |
117-150 |
6-180 |
5.3% |
0-160 |
0.4% |
90% |
False |
False |
544,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-249 |
2.618 |
124-295 |
1.618 |
124-127 |
1.000 |
124-023 |
0.618 |
123-279 |
HIGH |
123-175 |
0.618 |
123-111 |
0.500 |
123-091 |
0.382 |
123-071 |
LOW |
123-007 |
0.618 |
122-223 |
1.000 |
122-159 |
1.618 |
122-055 |
2.618 |
121-207 |
4.250 |
120-253 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-110 |
123-113 |
PP |
123-101 |
123-106 |
S1 |
123-091 |
123-100 |
|