ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-260 |
123-230 |
-0-030 |
-0.1% |
123-160 |
High |
124-002 |
123-242 |
-0-080 |
-0.2% |
124-027 |
Low |
123-217 |
123-172 |
-0-045 |
-0.1% |
123-027 |
Close |
123-247 |
123-212 |
-0-035 |
-0.1% |
123-265 |
Range |
0-105 |
0-070 |
-0-035 |
-33.3% |
1-000 |
ATR |
0-164 |
0-157 |
-0-006 |
-3.9% |
0-000 |
Volume |
34,634 |
20,130 |
-14,504 |
-41.9% |
1,703,268 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-099 |
124-065 |
123-250 |
|
R3 |
124-029 |
123-315 |
123-231 |
|
R2 |
123-279 |
123-279 |
123-225 |
|
R1 |
123-245 |
123-245 |
123-218 |
123-227 |
PP |
123-209 |
123-209 |
123-209 |
123-200 |
S1 |
123-175 |
123-175 |
123-206 |
123-157 |
S2 |
123-139 |
123-139 |
123-199 |
|
S3 |
123-069 |
123-105 |
123-193 |
|
S4 |
122-319 |
123-035 |
123-174 |
|
|
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% |
0-128 |
0.3% |
46% |
False |
False |
95,189 |
10 |
124-027 |
122-317 |
1-030 |
0.9% |
0-140 |
0.4% |
61% |
False |
False |
458,286 |
20 |
124-027 |
122-302 |
1-045 |
0.9% |
0-141 |
0.4% |
63% |
False |
False |
513,883 |
40 |
124-027 |
120-042 |
3-305 |
3.2% |
0-169 |
0.4% |
89% |
False |
False |
596,900 |
60 |
124-027 |
118-242 |
5-105 |
4.3% |
0-176 |
0.4% |
92% |
False |
False |
635,170 |
80 |
124-027 |
117-220 |
6-127 |
5.2% |
0-164 |
0.4% |
93% |
False |
False |
578,859 |
100 |
124-027 |
116-030 |
7-317 |
6.5% |
0-140 |
0.4% |
95% |
False |
False |
463,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-220 |
2.618 |
124-105 |
1.618 |
124-035 |
1.000 |
123-312 |
0.618 |
123-285 |
HIGH |
123-242 |
0.618 |
123-215 |
0.500 |
123-207 |
0.382 |
123-199 |
LOW |
123-172 |
0.618 |
123-129 |
1.000 |
123-102 |
1.618 |
123-059 |
2.618 |
122-309 |
4.250 |
122-194 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-210 |
123-258 |
PP |
123-209 |
123-243 |
S1 |
123-207 |
123-228 |
|