ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
124-065 |
123-267 |
-0-118 |
-0.3% |
123-260 |
High |
124-065 |
123-295 |
-0-090 |
-0.2% |
124-060 |
Low |
123-240 |
123-205 |
-0-035 |
-0.1% |
123-172 |
Close |
123-270 |
123-230 |
-0-040 |
-0.1% |
124-032 |
Range |
0-145 |
0-090 |
-0-055 |
-37.9% |
0-208 |
ATR |
0-150 |
0-146 |
-0-004 |
-2.9% |
0-000 |
Volume |
5,149 |
9,144 |
3,995 |
77.6% |
88,835 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-193 |
124-142 |
123-280 |
|
R3 |
124-103 |
124-052 |
123-255 |
|
R2 |
124-013 |
124-013 |
123-246 |
|
R1 |
123-282 |
123-282 |
123-238 |
123-262 |
PP |
123-243 |
123-243 |
123-243 |
123-234 |
S1 |
123-192 |
123-192 |
123-222 |
123-172 |
S2 |
123-153 |
123-153 |
123-214 |
|
S3 |
123-063 |
123-102 |
123-205 |
|
S4 |
122-293 |
123-012 |
123-180 |
|
|
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% |
0-104 |
0.3% |
27% |
False |
False |
13,698 |
10 |
124-065 |
123-097 |
0-288 |
0.7% |
0-122 |
0.3% |
46% |
False |
False |
121,197 |
20 |
124-065 |
122-317 |
1-068 |
1.0% |
0-132 |
0.3% |
60% |
False |
False |
384,576 |
40 |
124-065 |
120-042 |
4-023 |
3.3% |
0-168 |
0.4% |
88% |
False |
False |
537,932 |
60 |
124-065 |
118-242 |
5-143 |
4.4% |
0-171 |
0.4% |
91% |
False |
False |
584,883 |
80 |
124-065 |
118-040 |
6-025 |
4.9% |
0-164 |
0.4% |
92% |
False |
False |
577,964 |
100 |
124-065 |
116-070 |
7-315 |
6.5% |
0-144 |
0.4% |
94% |
False |
False |
464,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-038 |
2.618 |
124-211 |
1.618 |
124-121 |
1.000 |
124-065 |
0.618 |
124-031 |
HIGH |
123-295 |
0.618 |
123-261 |
0.500 |
123-250 |
0.382 |
123-239 |
LOW |
123-205 |
0.618 |
123-149 |
1.000 |
123-115 |
1.618 |
123-059 |
2.618 |
122-289 |
4.250 |
122-142 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-250 |
123-295 |
PP |
123-243 |
123-273 |
S1 |
123-237 |
123-252 |
|