ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 22-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
123-022 |
122-317 |
-0-025 |
-0.1% |
123-097 |
High |
123-082 |
123-112 |
0-030 |
0.1% |
123-117 |
Low |
122-172 |
122-307 |
0-135 |
0.3% |
122-107 |
Close |
122-297 |
123-097 |
0-120 |
0.3% |
122-210 |
Range |
0-230 |
0-125 |
-0-105 |
-45.7% |
1-010 |
ATR |
0-144 |
0-144 |
-0-001 |
-0.5% |
0-000 |
Volume |
557,741 |
597,468 |
39,727 |
7.1% |
2,530,938 |
|
Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-120 |
124-074 |
123-166 |
|
R3 |
123-315 |
123-269 |
123-131 |
|
R2 |
123-190 |
123-190 |
123-120 |
|
R1 |
123-144 |
123-144 |
123-108 |
123-167 |
PP |
123-065 |
123-065 |
123-065 |
123-077 |
S1 |
123-019 |
123-019 |
123-086 |
123-042 |
S2 |
122-260 |
122-260 |
123-074 |
|
S3 |
122-135 |
122-214 |
123-063 |
|
S4 |
122-010 |
122-089 |
123-028 |
|
|
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 |
123-112 |
122-150 |
0-282 |
0.7% |
0-137 |
0.3% |
95% |
True |
False |
481,944 |
10 |
123-117 |
122-107 |
1-010 |
0.8% |
0-142 |
0.4% |
94% |
False |
False |
510,247 |
20 |
123-117 |
122-010 |
1-107 |
1.1% |
0-142 |
0.4% |
95% |
False |
False |
498,653 |
40 |
123-117 |
119-140 |
3-297 |
3.2% |
0-140 |
0.4% |
98% |
False |
False |
256,877 |
60 |
123-117 |
117-270 |
5-167 |
4.5% |
0-093 |
0.2% |
99% |
False |
False |
171,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-003 |
2.618 |
124-119 |
1.618 |
123-314 |
1.000 |
123-237 |
0.618 |
123-189 |
HIGH |
123-112 |
0.618 |
123-064 |
0.500 |
123-050 |
0.382 |
123-035 |
LOW |
122-307 |
0.618 |
122-230 |
1.000 |
122-182 |
1.618 |
122-105 |
2.618 |
121-300 |
4.250 |
121-096 |
|
|
Fisher Pivots for day following 22-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-081 |
123-059 |
PP |
123-065 |
123-020 |
S1 |
123-050 |
122-302 |
|