ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-160 |
123-105 |
-0-055 |
-0.1% |
123-185 |
High |
123-165 |
123-235 |
0-070 |
0.2% |
123-255 |
Low |
123-027 |
123-102 |
0-075 |
0.2% |
122-317 |
Close |
123-097 |
123-195 |
0-098 |
0.2% |
123-167 |
Range |
0-138 |
0-133 |
-0-005 |
-3.6% |
0-258 |
ATR |
0-174 |
0-171 |
-0-003 |
-1.5% |
0-000 |
Volume |
594,419 |
687,667 |
93,248 |
15.7% |
3,834,727 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-256 |
124-199 |
123-268 |
|
R3 |
124-123 |
124-066 |
123-232 |
|
R2 |
123-310 |
123-310 |
123-219 |
|
R1 |
123-253 |
123-253 |
123-207 |
123-282 |
PP |
123-177 |
123-177 |
123-177 |
123-192 |
S1 |
123-120 |
123-120 |
123-183 |
123-148 |
S2 |
123-044 |
123-044 |
123-171 |
|
S3 |
122-231 |
122-307 |
123-158 |
|
S4 |
122-098 |
122-174 |
123-122 |
|
|
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% |
0-153 |
0.4% |
77% |
False |
False |
821,384 |
10 |
124-010 |
122-317 |
1-013 |
0.8% |
0-143 |
0.4% |
59% |
False |
False |
671,654 |
20 |
124-010 |
121-212 |
2-118 |
1.9% |
0-191 |
0.5% |
82% |
False |
False |
711,635 |
40 |
124-010 |
119-035 |
4-295 |
4.0% |
0-180 |
0.5% |
91% |
False |
False |
681,856 |
60 |
124-010 |
118-242 |
5-088 |
4.3% |
0-178 |
0.4% |
92% |
False |
False |
679,730 |
80 |
124-010 |
117-150 |
6-180 |
5.3% |
0-163 |
0.4% |
94% |
False |
False |
573,458 |
100 |
124-010 |
115-050 |
8-280 |
7.2% |
0-134 |
0.3% |
95% |
False |
False |
459,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-160 |
2.618 |
124-263 |
1.618 |
124-130 |
1.000 |
124-048 |
0.618 |
123-317 |
HIGH |
123-235 |
0.618 |
123-184 |
0.500 |
123-168 |
0.382 |
123-153 |
LOW |
123-102 |
0.618 |
123-020 |
1.000 |
122-289 |
1.618 |
122-207 |
2.618 |
122-074 |
4.250 |
121-177 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-186 |
123-177 |
PP |
123-177 |
123-159 |
S1 |
123-168 |
123-141 |
|