ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-230 |
123-205 |
-0-025 |
-0.1% |
123-160 |
High |
123-242 |
123-280 |
0-038 |
0.1% |
124-027 |
Low |
123-172 |
123-205 |
0-033 |
0.1% |
123-027 |
Close |
123-212 |
123-272 |
0-060 |
0.2% |
123-265 |
Range |
0-070 |
0-075 |
0-005 |
7.1% |
1-000 |
ATR |
0-157 |
0-151 |
-0-006 |
-3.7% |
0-000 |
Volume |
20,130 |
20,281 |
151 |
0.8% |
1,703,268 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-157 |
124-130 |
123-313 |
|
R3 |
124-082 |
124-055 |
123-293 |
|
R2 |
124-007 |
124-007 |
123-286 |
|
R1 |
123-300 |
123-300 |
123-279 |
123-314 |
PP |
123-252 |
123-252 |
123-252 |
123-259 |
S1 |
123-225 |
123-225 |
123-265 |
123-238 |
S2 |
123-177 |
123-177 |
123-258 |
|
S3 |
123-102 |
123-150 |
123-251 |
|
S4 |
123-027 |
123-075 |
123-231 |
|
|
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% |
0-118 |
0.3% |
70% |
False |
False |
56,042 |
10 |
124-027 |
123-007 |
1-020 |
0.9% |
0-132 |
0.3% |
78% |
False |
False |
380,652 |
20 |
124-027 |
122-302 |
1-045 |
0.9% |
0-134 |
0.3% |
79% |
False |
False |
465,026 |
40 |
124-027 |
120-042 |
3-305 |
3.2% |
0-167 |
0.4% |
94% |
False |
False |
578,945 |
60 |
124-027 |
118-242 |
5-105 |
4.3% |
0-174 |
0.4% |
96% |
False |
False |
622,885 |
80 |
124-027 |
117-220 |
6-127 |
5.2% |
0-164 |
0.4% |
96% |
False |
False |
578,886 |
100 |
124-027 |
116-070 |
7-277 |
6.4% |
0-141 |
0.4% |
97% |
False |
False |
463,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-279 |
2.618 |
124-156 |
1.618 |
124-081 |
1.000 |
124-035 |
0.618 |
124-006 |
HIGH |
123-280 |
0.618 |
123-251 |
0.500 |
123-242 |
0.382 |
123-234 |
LOW |
123-205 |
0.618 |
123-159 |
1.000 |
123-130 |
1.618 |
123-084 |
2.618 |
123-009 |
4.250 |
122-206 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-262 |
123-264 |
PP |
123-252 |
123-255 |
S1 |
123-242 |
123-247 |
|