ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
117-262 |
117-282 |
0-020 |
0.1% |
118-060 |
| High |
118-005 |
118-117 |
0-112 |
0.3% |
118-145 |
| Low |
117-210 |
117-252 |
0-042 |
0.1% |
117-180 |
| Close |
117-277 |
118-077 |
0-120 |
0.3% |
117-270 |
| Range |
0-115 |
0-185 |
0-070 |
60.9% |
0-285 |
| ATR |
0-170 |
0-171 |
0-001 |
0.6% |
0-000 |
| Volume |
363,009 |
652,107 |
289,098 |
79.6% |
1,986,600 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-277 |
119-202 |
118-179 |
|
| R3 |
119-092 |
119-017 |
118-128 |
|
| R2 |
118-227 |
118-227 |
118-111 |
|
| R1 |
118-152 |
118-152 |
118-094 |
118-190 |
| PP |
118-042 |
118-042 |
118-042 |
118-061 |
| S1 |
117-287 |
117-287 |
118-060 |
118-004 |
| S2 |
117-177 |
117-177 |
118-043 |
|
| S3 |
116-312 |
117-102 |
118-026 |
|
| S4 |
116-127 |
116-237 |
117-295 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-200 |
120-040 |
118-107 |
|
| R3 |
119-235 |
119-075 |
118-028 |
|
| R2 |
118-270 |
118-270 |
118-002 |
|
| R1 |
118-110 |
118-110 |
117-296 |
118-048 |
| PP |
117-305 |
117-305 |
117-305 |
117-274 |
| S1 |
117-145 |
117-145 |
117-244 |
117-082 |
| S2 |
117-020 |
117-020 |
117-218 |
|
| S3 |
116-055 |
116-180 |
117-192 |
|
| S4 |
115-090 |
115-215 |
117-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-117 |
117-180 |
0-257 |
0.7% |
0-147 |
0.4% |
84% |
True |
False |
489,292 |
| 10 |
118-160 |
117-180 |
0-300 |
0.8% |
0-152 |
0.4% |
72% |
False |
False |
499,403 |
| 20 |
118-160 |
116-250 |
1-230 |
1.5% |
0-173 |
0.5% |
85% |
False |
False |
439,541 |
| 40 |
120-020 |
116-200 |
3-140 |
2.9% |
0-194 |
0.5% |
47% |
False |
False |
449,362 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-180 |
0.5% |
31% |
False |
False |
316,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-263 |
|
2.618 |
119-281 |
|
1.618 |
119-096 |
|
1.000 |
118-302 |
|
0.618 |
118-231 |
|
HIGH |
118-117 |
|
0.618 |
118-046 |
|
0.500 |
118-024 |
|
0.382 |
118-003 |
|
LOW |
117-252 |
|
0.618 |
117-138 |
|
1.000 |
117-067 |
|
1.618 |
116-273 |
|
2.618 |
116-088 |
|
4.250 |
115-106 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-060 |
118-048 |
| PP |
118-042 |
118-018 |
| S1 |
118-024 |
117-308 |
|