ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
122-290 |
123-097 |
0-127 |
0.3% |
122-282 |
High |
123-100 |
123-117 |
0-017 |
0.0% |
123-100 |
Low |
122-265 |
122-272 |
0-007 |
0.0% |
122-195 |
Close |
123-077 |
122-310 |
-0-087 |
-0.2% |
123-077 |
Range |
0-155 |
0-165 |
0-010 |
6.5% |
0-225 |
ATR |
0-140 |
0-141 |
0-002 |
1.3% |
0-000 |
Volume |
555,097 |
429,328 |
-125,769 |
-22.7% |
1,988,805 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-195 |
124-097 |
123-081 |
|
R3 |
124-030 |
123-252 |
123-035 |
|
R2 |
123-185 |
123-185 |
123-020 |
|
R1 |
123-087 |
123-087 |
123-005 |
123-054 |
PP |
123-020 |
123-020 |
123-020 |
123-003 |
S1 |
122-242 |
122-242 |
122-295 |
122-208 |
S2 |
122-175 |
122-175 |
122-280 |
|
S3 |
122-010 |
122-077 |
122-265 |
|
S4 |
121-165 |
121-232 |
122-219 |
|
|
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 |
123-117 |
122-195 |
0-242 |
0.6% |
0-122 |
0.3% |
48% |
True |
False |
483,626 |
10 |
123-117 |
122-045 |
1-072 |
1.0% |
0-141 |
0.4% |
68% |
True |
False |
503,303 |
20 |
123-117 |
122-000 |
1-117 |
1.1% |
0-137 |
0.3% |
71% |
True |
False |
306,748 |
40 |
123-117 |
119-020 |
4-097 |
3.5% |
0-112 |
0.3% |
91% |
True |
False |
153,934 |
60 |
123-117 |
117-270 |
5-167 |
4.5% |
0-075 |
0.2% |
93% |
True |
False |
102,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-178 |
2.618 |
124-229 |
1.618 |
124-064 |
1.000 |
123-282 |
0.618 |
123-219 |
HIGH |
123-117 |
0.618 |
123-054 |
0.500 |
123-034 |
0.382 |
123-015 |
LOW |
122-272 |
0.618 |
122-170 |
1.000 |
122-107 |
1.618 |
122-005 |
2.618 |
121-160 |
4.250 |
120-211 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-034 |
123-012 |
PP |
123-020 |
123-005 |
S1 |
123-005 |
122-317 |
|