ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 02-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-145 |
123-250 |
0-105 |
0.3% |
123-160 |
High |
123-260 |
124-027 |
0-087 |
0.2% |
124-027 |
Low |
123-097 |
123-170 |
0-073 |
0.2% |
123-027 |
Close |
123-220 |
123-265 |
0-045 |
0.1% |
123-265 |
Range |
0-163 |
0-177 |
0-014 |
8.6% |
1-000 |
ATR |
0-168 |
0-168 |
0-001 |
0.4% |
0-000 |
Volume |
137,438 |
67,731 |
-69,707 |
-50.7% |
1,703,268 |
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-152 |
125-065 |
124-042 |
|
R3 |
124-295 |
124-208 |
123-314 |
|
R2 |
124-118 |
124-118 |
123-297 |
|
R1 |
124-031 |
124-031 |
123-281 |
124-074 |
PP |
123-261 |
123-261 |
123-261 |
123-282 |
S1 |
123-174 |
123-174 |
123-249 |
123-218 |
S2 |
123-084 |
123-084 |
123-233 |
|
S3 |
122-227 |
122-317 |
123-216 |
|
S4 |
122-050 |
122-140 |
123-168 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-213 |
126-079 |
124-121 |
|
R3 |
125-213 |
125-079 |
124-033 |
|
R2 |
124-213 |
124-213 |
124-004 |
|
R1 |
124-079 |
124-079 |
123-294 |
124-146 |
PP |
123-213 |
123-213 |
123-213 |
123-246 |
S1 |
123-079 |
123-079 |
123-236 |
123-146 |
S2 |
122-213 |
122-213 |
123-206 |
|
S3 |
121-213 |
122-079 |
123-177 |
|
S4 |
120-213 |
121-079 |
123-089 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-027 |
123-027 |
1-000 |
0.8% |
0-147 |
0.4% |
74% |
True |
False |
340,653 |
10 |
124-027 |
122-317 |
1-030 |
0.9% |
0-148 |
0.4% |
77% |
True |
False |
553,799 |
20 |
124-027 |
121-315 |
2-032 |
1.7% |
0-176 |
0.4% |
88% |
True |
False |
604,034 |
40 |
124-027 |
120-027 |
4-000 |
3.2% |
0-174 |
0.4% |
94% |
True |
False |
634,274 |
60 |
124-027 |
118-242 |
5-105 |
4.3% |
0-178 |
0.4% |
95% |
True |
False |
652,649 |
80 |
124-027 |
117-220 |
6-127 |
5.2% |
0-165 |
0.4% |
96% |
True |
False |
578,488 |
100 |
124-027 |
115-200 |
8-147 |
6.8% |
0-139 |
0.4% |
97% |
True |
False |
463,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-139 |
2.618 |
125-170 |
1.618 |
124-313 |
1.000 |
124-204 |
0.618 |
124-136 |
HIGH |
124-027 |
0.618 |
123-279 |
0.500 |
123-258 |
0.382 |
123-238 |
LOW |
123-170 |
0.618 |
123-061 |
1.000 |
122-313 |
1.618 |
122-204 |
2.618 |
122-027 |
4.250 |
121-058 |
|
|
Fisher Pivots for day following 02-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-263 |
123-251 |
PP |
123-261 |
123-236 |
S1 |
123-258 |
123-222 |
|