ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-267 |
123-200 |
-0-067 |
-0.2% |
123-260 |
High |
123-295 |
123-295 |
0-000 |
0.0% |
124-060 |
Low |
123-205 |
123-190 |
-0-015 |
0.0% |
123-172 |
Close |
123-230 |
123-207 |
-0-023 |
-0.1% |
124-032 |
Range |
0-090 |
0-105 |
0-015 |
16.7% |
0-208 |
ATR |
0-146 |
0-143 |
-0-003 |
-2.0% |
0-000 |
Volume |
9,144 |
12,511 |
3,367 |
36.8% |
88,835 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-226 |
124-161 |
123-265 |
|
R3 |
124-121 |
124-056 |
123-236 |
|
R2 |
124-016 |
124-016 |
123-226 |
|
R1 |
123-271 |
123-271 |
123-217 |
123-304 |
PP |
123-231 |
123-231 |
123-231 |
123-247 |
S1 |
123-166 |
123-166 |
123-197 |
123-198 |
S2 |
123-126 |
123-126 |
123-188 |
|
S3 |
123-021 |
123-061 |
123-178 |
|
S4 |
122-236 |
122-276 |
123-149 |
|
|
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 |
123-190 |
0-195 |
0.5% |
0-111 |
0.3% |
9% |
False |
True |
12,175 |
10 |
124-065 |
123-097 |
0-288 |
0.7% |
0-119 |
0.3% |
38% |
False |
False |
53,682 |
20 |
124-065 |
122-317 |
1-068 |
1.0% |
0-131 |
0.3% |
54% |
False |
False |
362,668 |
40 |
124-065 |
120-042 |
4-023 |
3.3% |
0-167 |
0.4% |
86% |
False |
False |
523,948 |
60 |
124-065 |
118-242 |
5-143 |
4.4% |
0-171 |
0.4% |
90% |
False |
False |
576,759 |
80 |
124-065 |
118-070 |
5-315 |
4.8% |
0-164 |
0.4% |
91% |
False |
False |
577,649 |
100 |
124-065 |
116-160 |
7-225 |
6.2% |
0-145 |
0.4% |
93% |
False |
False |
464,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-101 |
2.618 |
124-250 |
1.618 |
124-145 |
1.000 |
124-080 |
0.618 |
124-040 |
HIGH |
123-295 |
0.618 |
123-255 |
0.500 |
123-242 |
0.382 |
123-230 |
LOW |
123-190 |
0.618 |
123-125 |
1.000 |
123-085 |
1.618 |
123-020 |
2.618 |
122-235 |
4.250 |
122-064 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-242 |
123-288 |
PP |
123-231 |
123-261 |
S1 |
123-219 |
123-234 |
|