ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
119-000 |
0-280 |
0.7% |
118-110 |
| High |
118-040 |
119-000 |
0-280 |
0.7% |
119-000 |
| Low |
118-040 |
119-000 |
0-280 |
0.7% |
118-040 |
| Close |
118-040 |
119-000 |
0-280 |
0.7% |
119-000 |
| Range |
|
|
|
|
|
| ATR |
0-090 |
0-104 |
0-014 |
15.1% |
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-000 |
119-000 |
119-000 |
|
| R3 |
119-000 |
119-000 |
119-000 |
|
| R2 |
119-000 |
119-000 |
119-000 |
|
| R1 |
119-000 |
119-000 |
119-000 |
119-000 |
| PP |
119-000 |
119-000 |
119-000 |
119-000 |
| S1 |
119-000 |
119-000 |
119-000 |
119-000 |
| S2 |
119-000 |
119-000 |
119-000 |
|
| S3 |
119-000 |
119-000 |
119-000 |
|
| S4 |
119-000 |
119-000 |
119-000 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-107 |
121-013 |
119-154 |
|
| R3 |
120-147 |
120-053 |
119-077 |
|
| R2 |
119-187 |
119-187 |
119-051 |
|
| R1 |
119-093 |
119-093 |
119-026 |
119-140 |
| PP |
118-227 |
118-227 |
118-227 |
118-250 |
| S1 |
118-133 |
118-133 |
118-294 |
118-180 |
| S2 |
117-267 |
117-267 |
118-269 |
|
| S3 |
116-307 |
117-173 |
118-243 |
|
| S4 |
116-027 |
116-213 |
118-166 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-000 |
|
2.618 |
119-000 |
|
1.618 |
119-000 |
|
1.000 |
119-000 |
|
0.618 |
119-000 |
|
HIGH |
119-000 |
|
0.618 |
119-000 |
|
0.500 |
119-000 |
|
0.382 |
119-000 |
|
LOW |
119-000 |
|
0.618 |
119-000 |
|
1.000 |
119-000 |
|
1.618 |
119-000 |
|
2.618 |
119-000 |
|
4.250 |
119-000 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-000 |
118-273 |
| PP |
119-000 |
118-227 |
| S1 |
119-000 |
118-180 |
|