ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
123-105 |
123-190 |
0-085 |
0.2% |
123-185 |
High |
123-235 |
123-235 |
0-000 |
0.0% |
123-255 |
Low |
123-102 |
123-112 |
0-010 |
0.0% |
122-317 |
Close |
123-195 |
123-160 |
-0-035 |
-0.1% |
123-167 |
Range |
0-133 |
0-123 |
-0-010 |
-7.5% |
0-258 |
ATR |
0-171 |
0-168 |
-0-003 |
-2.0% |
0-000 |
Volume |
687,667 |
216,013 |
-471,654 |
-68.6% |
3,834,727 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-218 |
124-152 |
123-228 |
|
R3 |
124-095 |
124-029 |
123-194 |
|
R2 |
123-292 |
123-292 |
123-183 |
|
R1 |
123-226 |
123-226 |
123-171 |
123-198 |
PP |
123-169 |
123-169 |
123-169 |
123-155 |
S1 |
123-103 |
123-103 |
123-149 |
123-074 |
S2 |
123-046 |
123-046 |
123-137 |
|
S3 |
122-243 |
122-300 |
123-126 |
|
S4 |
122-120 |
122-177 |
123-092 |
|
|
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 |
123-007 |
0-248 |
0.6% |
0-145 |
0.4% |
62% |
False |
False |
705,262 |
10 |
124-010 |
122-317 |
1-013 |
0.8% |
0-148 |
0.4% |
49% |
False |
False |
652,087 |
20 |
124-010 |
121-212 |
2-118 |
1.9% |
0-191 |
0.5% |
78% |
False |
False |
684,764 |
40 |
124-010 |
119-035 |
4-295 |
4.0% |
0-179 |
0.5% |
89% |
False |
False |
669,641 |
60 |
124-010 |
118-242 |
5-088 |
4.3% |
0-177 |
0.4% |
90% |
False |
False |
674,035 |
80 |
124-010 |
117-150 |
6-180 |
5.3% |
0-165 |
0.4% |
92% |
False |
False |
576,131 |
100 |
124-010 |
115-060 |
8-270 |
7.2% |
0-135 |
0.3% |
94% |
False |
False |
461,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-118 |
2.618 |
124-237 |
1.618 |
124-114 |
1.000 |
124-038 |
0.618 |
123-311 |
HIGH |
123-235 |
0.618 |
123-188 |
0.500 |
123-174 |
0.382 |
123-159 |
LOW |
123-112 |
0.618 |
123-036 |
1.000 |
122-309 |
1.618 |
122-233 |
2.618 |
122-110 |
4.250 |
121-229 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
123-174 |
123-150 |
PP |
123-169 |
123-141 |
S1 |
123-164 |
123-131 |
|