ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
118-250 |
118-040 |
-0-210 |
-0.6% |
119-120 |
| High |
118-250 |
118-040 |
-0-210 |
-0.6% |
119-120 |
| Low |
118-250 |
118-040 |
-0-210 |
-0.6% |
117-270 |
| Close |
118-190 |
118-040 |
-0-150 |
-0.4% |
117-270 |
| Range |
|
|
|
|
|
| ATR |
0-085 |
0-090 |
0-005 |
5.4% |
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-040 |
118-040 |
118-040 |
|
| R3 |
118-040 |
118-040 |
118-040 |
|
| R2 |
118-040 |
118-040 |
118-040 |
|
| R1 |
118-040 |
118-040 |
118-040 |
118-040 |
| PP |
118-040 |
118-040 |
118-040 |
118-040 |
| S1 |
118-040 |
118-040 |
118-040 |
118-040 |
| S2 |
118-040 |
118-040 |
118-040 |
|
| S3 |
118-040 |
118-040 |
118-040 |
|
| S4 |
118-040 |
118-040 |
118-040 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-303 |
121-297 |
118-220 |
|
| R3 |
121-133 |
120-127 |
118-085 |
|
| R2 |
119-283 |
119-283 |
118-040 |
|
| R1 |
118-277 |
118-277 |
117-315 |
118-195 |
| PP |
118-113 |
118-113 |
118-113 |
118-072 |
| S1 |
117-107 |
117-107 |
117-225 |
117-025 |
| S2 |
116-263 |
116-263 |
117-180 |
|
| S3 |
115-093 |
115-257 |
117-135 |
|
| S4 |
113-243 |
114-087 |
117-000 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-040 |
|
2.618 |
118-040 |
|
1.618 |
118-040 |
|
1.000 |
118-040 |
|
0.618 |
118-040 |
|
HIGH |
118-040 |
|
0.618 |
118-040 |
|
0.500 |
118-040 |
|
0.382 |
118-040 |
|
LOW |
118-040 |
|
0.618 |
118-040 |
|
1.000 |
118-040 |
|
1.618 |
118-040 |
|
2.618 |
118-040 |
|
4.250 |
118-040 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-040 |
118-145 |
| PP |
118-040 |
118-110 |
| S1 |
118-040 |
118-075 |
|