ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-245 |
124-065 |
0-140 |
0.4% |
123-260 |
High |
124-060 |
124-065 |
0-005 |
0.0% |
124-060 |
Low |
123-242 |
123-240 |
-0-002 |
0.0% |
123-172 |
Close |
124-032 |
123-270 |
-0-082 |
-0.2% |
124-032 |
Range |
0-138 |
0-145 |
0-007 |
5.1% |
0-208 |
ATR |
0-150 |
0-150 |
0-000 |
-0.3% |
0-000 |
Volume |
13,790 |
5,149 |
-8,641 |
-62.7% |
88,835 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-093 |
125-007 |
124-030 |
|
R3 |
124-268 |
124-182 |
123-310 |
|
R2 |
124-123 |
124-123 |
123-297 |
|
R1 |
124-037 |
124-037 |
123-283 |
124-008 |
PP |
123-298 |
123-298 |
123-298 |
123-284 |
S1 |
123-212 |
123-212 |
123-257 |
123-182 |
S2 |
123-153 |
123-153 |
123-243 |
|
S3 |
123-008 |
123-067 |
123-230 |
|
S4 |
122-183 |
122-242 |
123-190 |
|
|
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 |
124-065 |
123-172 |
0-213 |
0.5% |
0-107 |
0.3% |
46% |
True |
False |
18,796 |
10 |
124-065 |
123-027 |
1-038 |
0.9% |
0-127 |
0.3% |
68% |
True |
False |
179,725 |
20 |
124-065 |
122-317 |
1-068 |
1.0% |
0-132 |
0.3% |
70% |
True |
False |
399,861 |
40 |
124-065 |
120-042 |
4-023 |
3.3% |
0-167 |
0.4% |
91% |
True |
False |
548,600 |
60 |
124-065 |
118-242 |
5-143 |
4.4% |
0-172 |
0.4% |
93% |
True |
False |
593,064 |
80 |
124-065 |
117-220 |
6-165 |
5.3% |
0-164 |
0.4% |
94% |
True |
False |
578,493 |
100 |
124-065 |
116-070 |
7-315 |
6.4% |
0-144 |
0.4% |
95% |
True |
False |
464,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-041 |
2.618 |
125-125 |
1.618 |
124-300 |
1.000 |
124-210 |
0.618 |
124-155 |
HIGH |
124-065 |
0.618 |
124-010 |
0.500 |
123-312 |
0.382 |
123-295 |
LOW |
123-240 |
0.618 |
123-150 |
1.000 |
123-095 |
1.618 |
123-005 |
2.618 |
122-180 |
4.250 |
121-264 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-312 |
123-295 |
PP |
123-298 |
123-287 |
S1 |
123-284 |
123-278 |
|