ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
117-232 |
117-230 |
-0-002 |
0.0% |
117-037 |
| High |
118-007 |
117-295 |
-0-032 |
-0.1% |
117-242 |
| Low |
117-175 |
116-312 |
-0-183 |
-0.5% |
116-250 |
| Close |
117-220 |
117-005 |
-0-215 |
-0.6% |
117-230 |
| Range |
0-152 |
0-303 |
0-151 |
99.3% |
0-312 |
| ATR |
0-188 |
0-196 |
0-008 |
4.4% |
0-000 |
| Volume |
464,984 |
550,072 |
85,088 |
18.3% |
1,081,482 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-046 |
119-169 |
117-172 |
|
| R3 |
119-063 |
118-186 |
117-088 |
|
| R2 |
118-080 |
118-080 |
117-061 |
|
| R1 |
117-203 |
117-203 |
117-033 |
117-150 |
| PP |
117-097 |
117-097 |
117-097 |
117-071 |
| S1 |
116-220 |
116-220 |
116-297 |
116-167 |
| S2 |
116-114 |
116-114 |
116-269 |
|
| S3 |
115-131 |
115-237 |
116-242 |
|
| S4 |
114-148 |
114-254 |
116-158 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-110 |
120-002 |
118-082 |
|
| R3 |
119-118 |
119-010 |
117-316 |
|
| R2 |
118-126 |
118-126 |
117-287 |
|
| R1 |
118-018 |
118-018 |
117-259 |
118-072 |
| PP |
117-134 |
117-134 |
117-134 |
117-161 |
| S1 |
117-026 |
117-026 |
117-201 |
117-080 |
| S2 |
116-142 |
116-142 |
117-173 |
|
| S3 |
115-150 |
116-034 |
117-144 |
|
| S4 |
114-158 |
115-042 |
117-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-007 |
116-312 |
1-015 |
0.9% |
0-186 |
0.5% |
4% |
False |
True |
342,946 |
| 10 |
118-007 |
116-250 |
1-077 |
1.1% |
0-186 |
0.5% |
19% |
False |
False |
276,202 |
| 20 |
118-247 |
116-200 |
2-047 |
1.8% |
0-205 |
0.5% |
18% |
False |
False |
381,695 |
| 40 |
121-130 |
116-200 |
4-250 |
4.1% |
0-205 |
0.5% |
8% |
False |
False |
310,739 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-152 |
0.4% |
8% |
False |
False |
207,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-303 |
|
2.618 |
120-128 |
|
1.618 |
119-145 |
|
1.000 |
118-278 |
|
0.618 |
118-162 |
|
HIGH |
117-295 |
|
0.618 |
117-179 |
|
0.500 |
117-144 |
|
0.382 |
117-108 |
|
LOW |
116-312 |
|
0.618 |
116-125 |
|
1.000 |
116-009 |
|
1.618 |
115-142 |
|
2.618 |
114-159 |
|
4.250 |
112-304 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-144 |
117-160 |
| PP |
117-097 |
117-108 |
| S1 |
117-051 |
117-056 |
|