ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-097 |
123-160 |
0-063 |
0.2% |
123-185 |
High |
123-255 |
123-165 |
-0-090 |
-0.2% |
123-255 |
Low |
123-090 |
123-027 |
-0-063 |
-0.2% |
122-317 |
Close |
123-167 |
123-097 |
-0-070 |
-0.2% |
123-167 |
Range |
0-165 |
0-138 |
-0-027 |
-16.4% |
0-258 |
ATR |
0-176 |
0-174 |
-0-003 |
-1.5% |
0-000 |
Volume |
1,025,971 |
594,419 |
-431,552 |
-42.1% |
3,834,727 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-190 |
124-122 |
123-173 |
|
R3 |
124-052 |
123-304 |
123-135 |
|
R2 |
123-234 |
123-234 |
123-122 |
|
R1 |
123-166 |
123-166 |
123-110 |
123-131 |
PP |
123-096 |
123-096 |
123-096 |
123-079 |
S1 |
123-028 |
123-028 |
123-084 |
122-313 |
S2 |
122-278 |
122-278 |
123-072 |
|
S3 |
122-140 |
122-210 |
123-059 |
|
S4 |
122-002 |
122-072 |
123-021 |
|
|
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% |
0-155 |
0.4% |
39% |
False |
False |
803,141 |
10 |
124-010 |
122-317 |
1-013 |
0.8% |
0-143 |
0.4% |
30% |
False |
False |
647,955 |
20 |
124-010 |
121-180 |
2-150 |
2.0% |
0-194 |
0.5% |
71% |
False |
False |
716,321 |
40 |
124-010 |
118-302 |
5-028 |
4.1% |
0-182 |
0.5% |
86% |
False |
False |
680,252 |
60 |
124-010 |
118-242 |
5-088 |
4.3% |
0-177 |
0.4% |
86% |
False |
False |
675,828 |
80 |
124-010 |
117-150 |
6-180 |
5.3% |
0-163 |
0.4% |
89% |
False |
False |
564,918 |
100 |
124-010 |
115-000 |
9-010 |
7.3% |
0-134 |
0.3% |
92% |
False |
False |
452,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-112 |
2.618 |
124-206 |
1.618 |
124-068 |
1.000 |
123-303 |
0.618 |
123-250 |
HIGH |
123-165 |
0.618 |
123-112 |
0.500 |
123-096 |
0.382 |
123-080 |
LOW |
123-027 |
0.618 |
122-262 |
1.000 |
122-209 |
1.618 |
122-124 |
2.618 |
121-306 |
4.250 |
121-080 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-097 |
123-131 |
PP |
123-096 |
123-120 |
S1 |
123-096 |
123-108 |
|