ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-200 |
123-235 |
0-035 |
0.1% |
123-260 |
High |
123-295 |
123-240 |
-0-055 |
-0.1% |
124-060 |
Low |
123-190 |
123-087 |
-0-103 |
-0.3% |
123-172 |
Close |
123-207 |
123-155 |
-0-052 |
-0.1% |
124-032 |
Range |
0-105 |
0-153 |
0-048 |
45.7% |
0-208 |
ATR |
0-143 |
0-144 |
0-001 |
0.5% |
0-000 |
Volume |
12,511 |
17,935 |
5,424 |
43.4% |
88,835 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-300 |
124-220 |
123-239 |
|
R3 |
124-147 |
124-067 |
123-197 |
|
R2 |
123-314 |
123-314 |
123-183 |
|
R1 |
123-234 |
123-234 |
123-169 |
123-198 |
PP |
123-161 |
123-161 |
123-161 |
123-142 |
S1 |
123-081 |
123-081 |
123-141 |
123-044 |
S2 |
123-008 |
123-008 |
123-127 |
|
S3 |
122-175 |
122-248 |
123-113 |
|
S4 |
122-022 |
122-095 |
123-071 |
|
|
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 |
123-087 |
0-298 |
0.8% |
0-126 |
0.3% |
23% |
False |
True |
11,705 |
10 |
124-065 |
123-087 |
0-298 |
0.8% |
0-122 |
0.3% |
23% |
False |
True |
33,874 |
20 |
124-065 |
122-317 |
1-068 |
1.0% |
0-135 |
0.3% |
41% |
False |
False |
342,981 |
40 |
124-065 |
120-042 |
4-023 |
3.3% |
0-169 |
0.4% |
82% |
False |
False |
513,725 |
60 |
124-065 |
118-242 |
5-143 |
4.4% |
0-172 |
0.4% |
87% |
False |
False |
567,553 |
80 |
124-065 |
118-070 |
5-315 |
4.8% |
0-165 |
0.4% |
88% |
False |
False |
576,763 |
100 |
124-065 |
116-160 |
7-225 |
6.2% |
0-147 |
0.4% |
91% |
False |
False |
464,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-250 |
2.618 |
125-001 |
1.618 |
124-168 |
1.000 |
124-073 |
0.618 |
124-015 |
HIGH |
123-240 |
0.618 |
123-182 |
0.500 |
123-164 |
0.382 |
123-145 |
LOW |
123-087 |
0.618 |
122-312 |
1.000 |
122-254 |
1.618 |
122-159 |
2.618 |
122-006 |
4.250 |
121-077 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-164 |
123-191 |
PP |
123-161 |
123-179 |
S1 |
123-158 |
123-167 |
|