ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 06-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-250 |
123-260 |
0-010 |
0.0% |
123-160 |
High |
124-027 |
124-002 |
-0-025 |
-0.1% |
124-027 |
Low |
123-170 |
123-217 |
0-047 |
0.1% |
123-027 |
Close |
123-265 |
123-247 |
-0-018 |
0.0% |
123-265 |
Range |
0-177 |
0-105 |
-0-072 |
-40.7% |
1-000 |
ATR |
0-168 |
0-164 |
-0-005 |
-2.7% |
0-000 |
Volume |
67,731 |
34,634 |
-33,097 |
-48.9% |
1,703,268 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-257 |
124-197 |
123-305 |
|
R3 |
124-152 |
124-092 |
123-276 |
|
R2 |
124-047 |
124-047 |
123-266 |
|
R1 |
123-307 |
123-307 |
123-257 |
123-284 |
PP |
123-262 |
123-262 |
123-262 |
123-251 |
S1 |
123-202 |
123-202 |
123-237 |
123-180 |
S2 |
123-157 |
123-157 |
123-228 |
|
S3 |
123-052 |
123-097 |
123-218 |
|
S4 |
122-267 |
122-312 |
123-189 |
|
|
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 |
123-097 |
0-250 |
0.6% |
0-140 |
0.4% |
60% |
False |
False |
228,696 |
10 |
124-027 |
122-317 |
1-030 |
0.9% |
0-147 |
0.4% |
71% |
False |
False |
515,919 |
20 |
124-027 |
122-032 |
1-315 |
1.6% |
0-167 |
0.4% |
84% |
False |
False |
562,670 |
40 |
124-027 |
120-042 |
3-305 |
3.2% |
0-172 |
0.4% |
92% |
False |
False |
618,598 |
60 |
124-027 |
118-242 |
5-105 |
4.3% |
0-178 |
0.4% |
94% |
False |
False |
644,466 |
80 |
124-027 |
117-220 |
6-127 |
5.2% |
0-165 |
0.4% |
95% |
False |
False |
578,781 |
100 |
124-027 |
115-200 |
8-147 |
6.8% |
0-140 |
0.4% |
96% |
False |
False |
463,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-128 |
2.618 |
124-277 |
1.618 |
124-172 |
1.000 |
124-107 |
0.618 |
124-067 |
HIGH |
124-002 |
0.618 |
123-282 |
0.500 |
123-270 |
0.382 |
123-257 |
LOW |
123-217 |
0.618 |
123-152 |
1.000 |
123-112 |
1.618 |
123-047 |
2.618 |
122-262 |
4.250 |
122-091 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-270 |
123-239 |
PP |
123-262 |
123-230 |
S1 |
123-254 |
123-222 |
|