ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-190 |
123-145 |
-0-045 |
-0.1% |
123-185 |
High |
123-235 |
123-260 |
0-025 |
0.1% |
123-255 |
Low |
123-112 |
123-097 |
-0-015 |
0.0% |
122-317 |
Close |
123-160 |
123-220 |
0-060 |
0.2% |
123-167 |
Range |
0-123 |
0-163 |
0-040 |
32.5% |
0-258 |
ATR |
0-168 |
0-168 |
0-000 |
-0.2% |
0-000 |
Volume |
216,013 |
137,438 |
-78,575 |
-36.4% |
3,834,727 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-041 |
124-294 |
123-310 |
|
R3 |
124-198 |
124-131 |
123-265 |
|
R2 |
124-035 |
124-035 |
123-250 |
|
R1 |
123-288 |
123-288 |
123-235 |
124-002 |
PP |
123-192 |
123-192 |
123-192 |
123-209 |
S1 |
123-125 |
123-125 |
123-205 |
123-158 |
S2 |
123-029 |
123-029 |
123-190 |
|
S3 |
122-186 |
122-282 |
123-175 |
|
S4 |
122-023 |
122-119 |
123-130 |
|
|
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 |
123-260 |
123-027 |
0-233 |
0.6% |
0-144 |
0.4% |
83% |
True |
False |
532,301 |
10 |
123-260 |
122-317 |
0-263 |
0.7% |
0-144 |
0.4% |
85% |
True |
False |
599,887 |
20 |
124-010 |
121-212 |
2-118 |
1.9% |
0-185 |
0.5% |
85% |
False |
False |
644,146 |
40 |
124-010 |
119-035 |
4-295 |
4.0% |
0-179 |
0.5% |
93% |
False |
False |
655,259 |
60 |
124-010 |
118-242 |
5-088 |
4.3% |
0-178 |
0.4% |
93% |
False |
False |
664,447 |
80 |
124-010 |
117-150 |
6-180 |
5.3% |
0-165 |
0.4% |
95% |
False |
False |
577,743 |
100 |
124-010 |
115-150 |
8-180 |
6.9% |
0-137 |
0.3% |
96% |
False |
False |
462,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-313 |
2.618 |
125-047 |
1.618 |
124-204 |
1.000 |
124-103 |
0.618 |
124-041 |
HIGH |
123-260 |
0.618 |
123-198 |
0.500 |
123-178 |
0.382 |
123-159 |
LOW |
123-097 |
0.618 |
122-316 |
1.000 |
122-254 |
1.618 |
122-153 |
2.618 |
121-310 |
4.250 |
121-044 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-206 |
123-206 |
PP |
123-192 |
123-192 |
S1 |
123-178 |
123-178 |
|