ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-017 |
118-052 |
0-035 |
0.1% |
117-195 |
| High |
118-060 |
118-100 |
0-040 |
0.1% |
118-045 |
| Low |
117-302 |
117-285 |
-0-017 |
0.0% |
116-312 |
| Close |
118-037 |
117-305 |
-0-052 |
-0.1% |
117-317 |
| Range |
0-078 |
0-135 |
0-057 |
73.1% |
1-053 |
| ATR |
0-193 |
0-189 |
-0-004 |
-2.1% |
0-000 |
| Volume |
344,577 |
468,961 |
124,384 |
36.1% |
2,526,400 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-102 |
119-018 |
118-059 |
|
| R3 |
118-287 |
118-203 |
118-022 |
|
| R2 |
118-152 |
118-152 |
118-010 |
|
| R1 |
118-068 |
118-068 |
117-317 |
118-042 |
| PP |
118-017 |
118-017 |
118-017 |
118-004 |
| S1 |
117-253 |
117-253 |
117-293 |
117-228 |
| S2 |
117-202 |
117-202 |
117-280 |
|
| S3 |
117-067 |
117-118 |
117-268 |
|
| S4 |
116-252 |
116-303 |
117-231 |
|
|
| 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 |
118-100 |
116-312 |
1-108 |
1.1% |
0-192 |
0.5% |
73% |
True |
False |
512,490 |
| 10 |
118-100 |
116-265 |
1-155 |
1.3% |
0-186 |
0.5% |
76% |
True |
False |
397,928 |
| 20 |
118-100 |
116-200 |
1-220 |
1.4% |
0-185 |
0.5% |
79% |
True |
False |
372,028 |
| 40 |
120-060 |
116-200 |
3-180 |
3.0% |
0-198 |
0.5% |
37% |
False |
False |
360,663 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-163 |
0.4% |
26% |
False |
False |
241,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-034 |
|
2.618 |
119-133 |
|
1.618 |
118-318 |
|
1.000 |
118-235 |
|
0.618 |
118-183 |
|
HIGH |
118-100 |
|
0.618 |
118-048 |
|
0.500 |
118-032 |
|
0.382 |
118-017 |
|
LOW |
117-285 |
|
0.618 |
117-202 |
|
1.000 |
117-150 |
|
1.618 |
117-067 |
|
2.618 |
116-252 |
|
4.250 |
116-031 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-032 |
117-282 |
| PP |
118-017 |
117-258 |
| S1 |
118-001 |
117-235 |
|