ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
122-267 |
122-190 |
-0-077 |
-0.2% |
123-097 |
| High |
122-285 |
122-240 |
-0-045 |
-0.1% |
123-117 |
| Low |
122-107 |
122-150 |
0-043 |
0.1% |
122-107 |
| Close |
122-185 |
122-210 |
0-025 |
0.1% |
122-210 |
| Range |
0-178 |
0-090 |
-0-088 |
-49.4% |
1-010 |
| ATR |
0-141 |
0-137 |
-0-004 |
-2.6% |
0-000 |
| Volume |
626,615 |
393,283 |
-233,332 |
-37.2% |
2,530,938 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-150 |
123-110 |
122-260 |
|
| R3 |
123-060 |
123-020 |
122-235 |
|
| R2 |
122-290 |
122-290 |
122-226 |
|
| R1 |
122-250 |
122-250 |
122-218 |
122-270 |
| PP |
122-200 |
122-200 |
122-200 |
122-210 |
| S1 |
122-160 |
122-160 |
122-202 |
122-180 |
| S2 |
122-110 |
122-110 |
122-194 |
|
| S3 |
122-020 |
122-070 |
122-185 |
|
| S4 |
121-250 |
121-300 |
122-160 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-281 |
125-096 |
123-072 |
|
| R3 |
124-271 |
124-086 |
122-301 |
|
| R2 |
123-261 |
123-261 |
122-270 |
|
| R1 |
123-076 |
123-076 |
122-240 |
123-004 |
| PP |
122-251 |
122-251 |
122-251 |
122-215 |
| S1 |
122-066 |
122-066 |
122-180 |
121-314 |
| S2 |
121-241 |
121-241 |
122-150 |
|
| S3 |
120-231 |
121-056 |
122-119 |
|
| S4 |
119-221 |
120-046 |
122-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-117 |
122-107 |
1-010 |
0.8% |
0-134 |
0.3% |
31% |
False |
False |
506,187 |
| 10 |
123-117 |
122-107 |
1-010 |
0.8% |
0-132 |
0.3% |
31% |
False |
False |
506,789 |
| 20 |
123-117 |
122-000 |
1-117 |
1.1% |
0-140 |
0.4% |
48% |
False |
False |
411,080 |
| 40 |
123-117 |
119-060 |
4-057 |
3.4% |
0-125 |
0.3% |
83% |
False |
False |
206,473 |
| 60 |
123-117 |
117-270 |
5-167 |
4.5% |
0-083 |
0.2% |
87% |
False |
False |
137,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-302 |
|
2.618 |
123-156 |
|
1.618 |
123-066 |
|
1.000 |
123-010 |
|
0.618 |
122-296 |
|
HIGH |
122-240 |
|
0.618 |
122-206 |
|
0.500 |
122-195 |
|
0.382 |
122-184 |
|
LOW |
122-150 |
|
0.618 |
122-094 |
|
1.000 |
122-060 |
|
1.618 |
122-004 |
|
2.618 |
121-234 |
|
4.250 |
121-088 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-205 |
122-228 |
| PP |
122-200 |
122-222 |
| S1 |
122-195 |
122-216 |
|