ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
122-230 |
122-290 |
0-060 |
0.2% |
122-282 |
High |
122-317 |
123-100 |
0-103 |
0.3% |
123-100 |
Low |
122-227 |
122-265 |
0-038 |
0.1% |
122-195 |
Close |
122-305 |
123-077 |
0-092 |
0.2% |
123-077 |
Range |
0-090 |
0-155 |
0-065 |
72.2% |
0-225 |
ATR |
0-138 |
0-140 |
0-001 |
0.9% |
0-000 |
Volume |
488,063 |
555,097 |
67,034 |
13.7% |
1,988,805 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-186 |
124-126 |
123-162 |
|
R3 |
124-031 |
123-291 |
123-120 |
|
R2 |
123-196 |
123-196 |
123-105 |
|
R1 |
123-136 |
123-136 |
123-091 |
123-166 |
PP |
123-041 |
123-041 |
123-041 |
123-056 |
S1 |
122-301 |
122-301 |
123-063 |
123-011 |
S2 |
122-206 |
122-206 |
123-049 |
|
S3 |
122-051 |
122-146 |
123-034 |
|
S4 |
121-216 |
121-311 |
122-312 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-052 |
124-290 |
123-201 |
|
R3 |
124-147 |
124-065 |
123-139 |
|
R2 |
123-242 |
123-242 |
123-118 |
|
R1 |
123-160 |
123-160 |
123-098 |
123-201 |
PP |
123-017 |
123-017 |
123-017 |
123-038 |
S1 |
122-255 |
122-255 |
123-056 |
122-296 |
S2 |
122-112 |
122-112 |
123-036 |
|
S3 |
121-207 |
122-030 |
123-015 |
|
S4 |
120-302 |
121-125 |
122-273 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-100 |
122-160 |
0-260 |
0.7% |
0-131 |
0.3% |
91% |
True |
False |
507,390 |
10 |
123-100 |
122-045 |
1-055 |
1.0% |
0-140 |
0.4% |
94% |
True |
False |
514,299 |
20 |
123-100 |
122-000 |
1-100 |
1.1% |
0-133 |
0.3% |
95% |
True |
False |
285,806 |
40 |
123-100 |
119-020 |
4-080 |
3.4% |
0-108 |
0.3% |
98% |
True |
False |
143,201 |
60 |
123-100 |
117-270 |
5-150 |
4.4% |
0-072 |
0.2% |
99% |
True |
False |
95,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-119 |
2.618 |
124-186 |
1.618 |
124-031 |
1.000 |
123-255 |
0.618 |
123-196 |
HIGH |
123-100 |
0.618 |
123-041 |
0.500 |
123-022 |
0.382 |
123-004 |
LOW |
122-265 |
0.618 |
122-169 |
1.000 |
122-110 |
1.618 |
122-014 |
2.618 |
121-179 |
4.250 |
120-246 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-059 |
123-047 |
PP |
123-041 |
123-017 |
S1 |
123-022 |
122-308 |
|