ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
122-282 |
122-272 |
-0-010 |
0.0% |
122-192 |
| High |
123-037 |
122-275 |
-0-082 |
-0.2% |
123-050 |
| Low |
122-237 |
122-195 |
-0-042 |
-0.1% |
122-045 |
| Close |
122-280 |
122-240 |
-0-040 |
-0.1% |
122-290 |
| Range |
0-120 |
0-080 |
-0-040 |
-33.3% |
1-005 |
| ATR |
0-147 |
0-142 |
-0-004 |
-3.0% |
0-000 |
| Volume |
525,911 |
419,734 |
-106,177 |
-20.2% |
2,614,897 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-157 |
123-118 |
122-284 |
|
| R3 |
123-077 |
123-038 |
122-262 |
|
| R2 |
122-317 |
122-317 |
122-255 |
|
| R1 |
122-278 |
122-278 |
122-247 |
122-258 |
| PP |
122-237 |
122-237 |
122-237 |
122-226 |
| S1 |
122-198 |
122-198 |
122-233 |
122-178 |
| S2 |
122-157 |
122-157 |
122-225 |
|
| S3 |
122-077 |
122-118 |
122-218 |
|
| S4 |
121-317 |
122-038 |
122-196 |
|
|
| 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% |
0-142 |
0.4% |
51% |
False |
False |
535,167 |
| 10 |
123-050 |
122-000 |
1-050 |
0.9% |
0-151 |
0.4% |
65% |
False |
False |
454,278 |
| 20 |
123-050 |
121-270 |
1-100 |
1.1% |
0-141 |
0.4% |
69% |
False |
False |
233,757 |
| 40 |
123-050 |
119-020 |
4-030 |
3.3% |
0-102 |
0.3% |
90% |
False |
False |
117,122 |
| 60 |
123-050 |
117-270 |
5-100 |
4.3% |
0-068 |
0.2% |
92% |
False |
False |
78,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-295 |
|
2.618 |
123-164 |
|
1.618 |
123-084 |
|
1.000 |
123-035 |
|
0.618 |
123-004 |
|
HIGH |
122-275 |
|
0.618 |
122-244 |
|
0.500 |
122-235 |
|
0.382 |
122-226 |
|
LOW |
122-195 |
|
0.618 |
122-146 |
|
1.000 |
122-115 |
|
1.618 |
122-066 |
|
2.618 |
121-306 |
|
4.250 |
121-175 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-238 |
122-265 |
| PP |
122-237 |
122-257 |
| S1 |
122-235 |
122-248 |
|