ECBOT 5 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-235 |
123-165 |
-0-070 |
-0.2% |
124-065 |
High |
123-240 |
123-197 |
-0-043 |
-0.1% |
124-065 |
Low |
123-087 |
123-135 |
0-048 |
0.1% |
123-087 |
Close |
123-155 |
123-177 |
0-022 |
0.1% |
123-177 |
Range |
0-153 |
0-062 |
-0-091 |
-59.5% |
0-298 |
ATR |
0-144 |
0-138 |
-0-006 |
-4.1% |
0-000 |
Volume |
17,935 |
2,925 |
-15,010 |
-83.7% |
47,664 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-036 |
124-008 |
123-211 |
|
R3 |
123-294 |
123-266 |
123-194 |
|
R2 |
123-232 |
123-232 |
123-188 |
|
R1 |
123-204 |
123-204 |
123-183 |
123-218 |
PP |
123-170 |
123-170 |
123-170 |
123-176 |
S1 |
123-142 |
123-142 |
123-171 |
123-156 |
S2 |
123-108 |
123-108 |
123-166 |
|
S3 |
123-046 |
123-080 |
123-160 |
|
S4 |
122-304 |
123-018 |
123-143 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-150 |
125-302 |
124-021 |
|
R3 |
125-172 |
125-004 |
123-259 |
|
R2 |
124-194 |
124-194 |
123-232 |
|
R1 |
124-026 |
124-026 |
123-204 |
123-281 |
PP |
123-216 |
123-216 |
123-216 |
123-184 |
S1 |
123-048 |
123-048 |
123-150 |
122-303 |
S2 |
122-238 |
122-238 |
123-122 |
|
S3 |
121-260 |
122-070 |
123-095 |
|
S4 |
120-282 |
121-092 |
123-013 |
|
|
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% |
0-111 |
0.3% |
30% |
False |
False |
9,532 |
10 |
124-065 |
123-087 |
0-298 |
0.8% |
0-112 |
0.3% |
30% |
False |
False |
20,423 |
20 |
124-065 |
122-317 |
1-068 |
1.0% |
0-128 |
0.3% |
46% |
False |
False |
310,155 |
40 |
124-065 |
120-065 |
4-000 |
3.2% |
0-165 |
0.4% |
84% |
False |
False |
497,106 |
60 |
124-065 |
118-242 |
5-143 |
4.4% |
0-171 |
0.4% |
88% |
False |
False |
558,570 |
80 |
124-065 |
118-130 |
5-255 |
4.7% |
0-164 |
0.4% |
89% |
False |
False |
574,815 |
100 |
124-065 |
116-170 |
7-215 |
6.2% |
0-147 |
0.4% |
92% |
False |
False |
464,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-140 |
2.618 |
124-039 |
1.618 |
123-297 |
1.000 |
123-259 |
0.618 |
123-235 |
HIGH |
123-197 |
0.618 |
123-173 |
0.500 |
123-166 |
0.382 |
123-159 |
LOW |
123-135 |
0.618 |
123-097 |
1.000 |
123-073 |
1.618 |
123-035 |
2.618 |
122-293 |
4.250 |
122-192 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-173 |
123-191 |
PP |
123-170 |
123-186 |
S1 |
123-166 |
123-182 |
|