ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
117-042 |
117-120 |
0-078 |
0.2% |
117-195 |
| High |
117-157 |
118-045 |
0-208 |
0.6% |
118-045 |
| Low |
117-030 |
117-050 |
0-020 |
0.1% |
116-312 |
| Close |
117-107 |
117-317 |
0-210 |
0.6% |
117-317 |
| Range |
0-127 |
0-315 |
0-188 |
148.0% |
1-053 |
| ATR |
0-193 |
0-202 |
0-009 |
4.5% |
0-000 |
| Volume |
549,925 |
648,919 |
98,994 |
18.0% |
2,526,400 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-229 |
120-108 |
118-170 |
|
| R3 |
119-234 |
119-113 |
118-084 |
|
| R2 |
118-239 |
118-239 |
118-055 |
|
| R1 |
118-118 |
118-118 |
118-026 |
118-178 |
| PP |
117-244 |
117-244 |
117-244 |
117-274 |
| S1 |
117-123 |
117-123 |
117-288 |
117-184 |
| S2 |
116-249 |
116-249 |
117-259 |
|
| S3 |
115-254 |
116-128 |
117-230 |
|
| S4 |
114-259 |
115-133 |
117-144 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-064 |
120-243 |
118-202 |
|
| R3 |
120-011 |
119-190 |
118-100 |
|
| R2 |
118-278 |
118-278 |
118-065 |
|
| R1 |
118-137 |
118-137 |
118-031 |
118-208 |
| PP |
117-225 |
117-225 |
117-225 |
117-260 |
| S1 |
117-084 |
117-084 |
117-283 |
117-154 |
| S2 |
116-172 |
116-172 |
117-249 |
|
| S3 |
115-119 |
116-031 |
117-214 |
|
| S4 |
114-066 |
114-298 |
117-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-045 |
116-312 |
1-053 |
1.0% |
0-215 |
0.6% |
87% |
True |
False |
505,280 |
| 10 |
118-045 |
116-250 |
1-115 |
1.2% |
0-207 |
0.5% |
89% |
True |
False |
360,788 |
| 20 |
118-045 |
116-200 |
1-165 |
1.3% |
0-202 |
0.5% |
90% |
True |
False |
375,447 |
| 40 |
121-010 |
116-200 |
4-130 |
3.7% |
0-203 |
0.5% |
31% |
False |
False |
340,603 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-159 |
0.4% |
26% |
False |
False |
227,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-104 |
|
2.618 |
120-230 |
|
1.618 |
119-235 |
|
1.000 |
119-040 |
|
0.618 |
118-240 |
|
HIGH |
118-045 |
|
0.618 |
117-245 |
|
0.500 |
117-208 |
|
0.382 |
117-170 |
|
LOW |
117-050 |
|
0.618 |
116-175 |
|
1.000 |
116-055 |
|
1.618 |
115-180 |
|
2.618 |
114-185 |
|
4.250 |
112-311 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-280 |
117-271 |
| PP |
117-244 |
117-225 |
| S1 |
117-208 |
117-178 |
|