ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
122-050 |
122-020 |
-0-030 |
-0.1% |
120-260 |
| High |
122-090 |
122-150 |
0-060 |
0.2% |
122-220 |
| Low |
122-030 |
122-020 |
-0-010 |
0.0% |
120-260 |
| Close |
122-040 |
122-130 |
0-090 |
0.2% |
122-090 |
| Range |
0-060 |
0-130 |
0-070 |
116.7% |
1-280 |
| ATR |
0-139 |
0-139 |
-0-001 |
-0.5% |
0-000 |
| Volume |
2,120 |
3,187 |
1,067 |
50.3% |
14,810 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-170 |
123-120 |
122-202 |
|
| R3 |
123-040 |
122-310 |
122-166 |
|
| R2 |
122-230 |
122-230 |
122-154 |
|
| R1 |
122-180 |
122-180 |
122-142 |
122-205 |
| PP |
122-100 |
122-100 |
122-100 |
122-112 |
| S1 |
122-050 |
122-050 |
122-118 |
122-075 |
| S2 |
121-290 |
121-290 |
122-106 |
|
| S3 |
121-160 |
121-240 |
122-094 |
|
| S4 |
121-030 |
121-110 |
122-058 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-177 |
126-253 |
123-100 |
|
| R3 |
125-217 |
124-293 |
122-255 |
|
| R2 |
123-257 |
123-257 |
122-200 |
|
| R1 |
123-013 |
123-013 |
122-145 |
123-135 |
| PP |
121-297 |
121-297 |
121-297 |
122-038 |
| S1 |
121-053 |
121-053 |
122-035 |
121-175 |
| S2 |
120-017 |
120-017 |
121-300 |
|
| S3 |
118-057 |
119-093 |
121-245 |
|
| S4 |
116-097 |
117-133 |
121-080 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-062 |
|
2.618 |
123-170 |
|
1.618 |
123-040 |
|
1.000 |
122-280 |
|
0.618 |
122-230 |
|
HIGH |
122-150 |
|
0.618 |
122-100 |
|
0.500 |
122-085 |
|
0.382 |
122-070 |
|
LOW |
122-020 |
|
0.618 |
121-260 |
|
1.000 |
121-210 |
|
1.618 |
121-130 |
|
2.618 |
121-000 |
|
4.250 |
120-108 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-115 |
122-115 |
| PP |
122-100 |
122-100 |
| S1 |
122-085 |
122-085 |
|