ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-205 |
123-245 |
0-040 |
0.1% |
123-260 |
High |
123-280 |
124-060 |
0-100 |
0.3% |
124-060 |
Low |
123-205 |
123-242 |
0-037 |
0.1% |
123-172 |
Close |
123-272 |
124-032 |
0-080 |
0.2% |
124-032 |
Range |
0-075 |
0-138 |
0-063 |
84.0% |
0-208 |
ATR |
0-151 |
0-150 |
-0-001 |
-0.6% |
0-000 |
Volume |
20,281 |
13,790 |
-6,491 |
-32.0% |
88,835 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-099 |
125-043 |
124-108 |
|
R3 |
124-281 |
124-225 |
124-070 |
|
R2 |
124-143 |
124-143 |
124-057 |
|
R1 |
124-087 |
124-087 |
124-045 |
124-115 |
PP |
124-005 |
124-005 |
124-005 |
124-018 |
S1 |
123-269 |
123-269 |
124-019 |
123-297 |
S2 |
123-187 |
123-187 |
124-007 |
|
S3 |
123-049 |
123-131 |
123-314 |
|
S4 |
122-231 |
122-313 |
123-276 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-285 |
125-207 |
124-146 |
|
R3 |
125-077 |
124-319 |
124-089 |
|
R2 |
124-189 |
124-189 |
124-070 |
|
R1 |
124-111 |
124-111 |
124-051 |
124-150 |
PP |
123-301 |
123-301 |
123-301 |
124-001 |
S1 |
123-223 |
123-223 |
124-013 |
123-262 |
S2 |
123-093 |
123-093 |
123-314 |
|
S3 |
122-205 |
123-015 |
123-295 |
|
S4 |
121-317 |
122-127 |
123-238 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-060 |
123-170 |
0-210 |
0.5% |
0-113 |
0.3% |
87% |
True |
False |
31,313 |
10 |
124-060 |
123-027 |
1-033 |
0.9% |
0-129 |
0.3% |
92% |
True |
False |
281,807 |
20 |
124-060 |
122-310 |
1-070 |
1.0% |
0-132 |
0.3% |
93% |
True |
False |
424,788 |
40 |
124-060 |
120-042 |
4-018 |
3.3% |
0-167 |
0.4% |
98% |
True |
False |
563,210 |
60 |
124-060 |
118-242 |
5-138 |
4.4% |
0-172 |
0.4% |
98% |
True |
False |
607,775 |
80 |
124-060 |
117-220 |
6-160 |
5.2% |
0-164 |
0.4% |
99% |
True |
False |
578,795 |
100 |
124-060 |
116-070 |
7-310 |
6.4% |
0-143 |
0.4% |
99% |
True |
False |
464,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-006 |
2.618 |
125-101 |
1.618 |
124-283 |
1.000 |
124-198 |
0.618 |
124-145 |
HIGH |
124-060 |
0.618 |
124-007 |
0.500 |
123-311 |
0.382 |
123-295 |
LOW |
123-242 |
0.618 |
123-157 |
1.000 |
123-104 |
1.618 |
123-019 |
2.618 |
122-201 |
4.250 |
121-296 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
124-018 |
124-007 |
PP |
124-005 |
123-301 |
S1 |
123-311 |
123-276 |
|