ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-012 |
123-097 |
0-085 |
0.2% |
123-185 |
High |
123-175 |
123-255 |
0-080 |
0.2% |
123-255 |
Low |
123-007 |
123-090 |
0-083 |
0.2% |
122-317 |
Close |
123-120 |
123-167 |
0-047 |
0.1% |
123-167 |
Range |
0-168 |
0-165 |
-0-003 |
-1.8% |
0-258 |
ATR |
0-177 |
0-176 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,002,241 |
1,025,971 |
23,730 |
2.4% |
3,834,727 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-026 |
124-261 |
123-258 |
|
R3 |
124-181 |
124-096 |
123-212 |
|
R2 |
124-016 |
124-016 |
123-197 |
|
R1 |
123-251 |
123-251 |
123-182 |
123-294 |
PP |
123-171 |
123-171 |
123-171 |
123-192 |
S1 |
123-086 |
123-086 |
123-152 |
123-128 |
S2 |
123-006 |
123-006 |
123-137 |
|
S3 |
122-161 |
122-241 |
123-122 |
|
S4 |
121-316 |
122-076 |
123-076 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-274 |
125-158 |
123-309 |
|
R3 |
125-016 |
124-220 |
123-238 |
|
R2 |
124-078 |
124-078 |
123-214 |
|
R1 |
123-282 |
123-282 |
123-191 |
123-211 |
PP |
123-140 |
123-140 |
123-140 |
123-104 |
S1 |
123-024 |
123-024 |
123-143 |
122-273 |
S2 |
122-202 |
122-202 |
123-120 |
|
S3 |
121-264 |
122-086 |
123-096 |
|
S4 |
121-006 |
121-148 |
123-025 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-255 |
122-317 |
0-258 |
0.7% |
0-150 |
0.4% |
66% |
True |
False |
766,945 |
10 |
124-010 |
122-317 |
1-013 |
0.8% |
0-138 |
0.3% |
51% |
False |
False |
619,997 |
20 |
124-010 |
121-067 |
2-263 |
2.3% |
0-198 |
0.5% |
82% |
False |
False |
723,038 |
40 |
124-010 |
118-242 |
5-088 |
4.3% |
0-183 |
0.5% |
90% |
False |
False |
680,543 |
60 |
124-010 |
118-242 |
5-088 |
4.3% |
0-178 |
0.4% |
90% |
False |
False |
677,231 |
80 |
124-010 |
117-150 |
6-180 |
5.3% |
0-162 |
0.4% |
92% |
False |
False |
557,583 |
100 |
124-010 |
115-000 |
9-010 |
7.3% |
0-132 |
0.3% |
94% |
False |
False |
446,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-316 |
2.618 |
125-047 |
1.618 |
124-202 |
1.000 |
124-100 |
0.618 |
124-037 |
HIGH |
123-255 |
0.618 |
123-192 |
0.500 |
123-172 |
0.382 |
123-153 |
LOW |
123-090 |
0.618 |
122-308 |
1.000 |
122-245 |
1.618 |
122-143 |
2.618 |
121-298 |
4.250 |
121-029 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-172 |
123-153 |
PP |
123-171 |
123-140 |
S1 |
123-169 |
123-126 |
|