ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
122-255 |
122-282 |
0-027 |
0.1% |
122-192 |
| High |
123-050 |
123-037 |
-0-013 |
0.0% |
123-050 |
| Low |
122-160 |
122-237 |
0-077 |
0.2% |
122-045 |
| Close |
122-290 |
122-280 |
-0-010 |
0.0% |
122-290 |
| Range |
0-210 |
0-120 |
-0-090 |
-42.9% |
1-005 |
| ATR |
0-149 |
0-147 |
-0-002 |
-1.4% |
0-000 |
| Volume |
548,149 |
525,911 |
-22,238 |
-4.1% |
2,614,897 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-011 |
123-266 |
123-026 |
|
| R3 |
123-211 |
123-146 |
122-313 |
|
| R2 |
123-091 |
123-091 |
122-302 |
|
| R1 |
123-026 |
123-026 |
122-291 |
122-318 |
| PP |
122-291 |
122-291 |
122-291 |
122-278 |
| S1 |
122-226 |
122-226 |
122-269 |
122-198 |
| S2 |
122-171 |
122-171 |
122-258 |
|
| S3 |
122-051 |
122-106 |
122-247 |
|
| S4 |
121-251 |
121-306 |
122-214 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-250 |
125-115 |
123-149 |
|
| R3 |
124-245 |
124-110 |
123-059 |
|
| R2 |
123-240 |
123-240 |
123-030 |
|
| R1 |
123-105 |
123-105 |
123-000 |
123-172 |
| PP |
122-235 |
122-235 |
122-235 |
122-269 |
| S1 |
122-100 |
122-100 |
122-260 |
122-168 |
| S2 |
121-230 |
121-230 |
122-230 |
|
| S3 |
120-225 |
121-095 |
122-201 |
|
| S4 |
119-220 |
120-090 |
122-111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-050 |
122-107 |
0-263 |
0.7% |
0-153 |
0.4% |
66% |
False |
False |
553,580 |
| 10 |
123-050 |
122-000 |
1-050 |
0.9% |
0-158 |
0.4% |
76% |
False |
False |
415,873 |
| 20 |
123-050 |
121-030 |
2-020 |
1.7% |
0-163 |
0.4% |
86% |
False |
False |
212,852 |
| 40 |
123-050 |
119-020 |
4-030 |
3.3% |
0-100 |
0.3% |
93% |
False |
False |
106,629 |
| 60 |
123-050 |
117-270 |
5-100 |
4.3% |
0-067 |
0.2% |
95% |
False |
False |
71,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-227 |
|
2.618 |
124-031 |
|
1.618 |
123-231 |
|
1.000 |
123-157 |
|
0.618 |
123-111 |
|
HIGH |
123-037 |
|
0.618 |
122-311 |
|
0.500 |
122-297 |
|
0.382 |
122-283 |
|
LOW |
122-237 |
|
0.618 |
122-163 |
|
1.000 |
122-117 |
|
1.618 |
122-043 |
|
2.618 |
121-243 |
|
4.250 |
121-047 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-297 |
122-266 |
| PP |
122-291 |
122-252 |
| S1 |
122-286 |
122-238 |
|