ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-052 |
117-307 |
-0-065 |
-0.2% |
117-195 |
| High |
118-100 |
118-010 |
-0-090 |
-0.2% |
118-045 |
| Low |
117-285 |
117-187 |
-0-098 |
-0.3% |
116-312 |
| Close |
117-305 |
117-305 |
0-000 |
0.0% |
117-317 |
| Range |
0-135 |
0-143 |
0-008 |
5.9% |
1-053 |
| ATR |
0-189 |
0-186 |
-0-003 |
-1.7% |
0-000 |
| Volume |
468,961 |
469,545 |
584 |
0.1% |
2,526,400 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-063 |
119-007 |
118-064 |
|
| R3 |
118-240 |
118-184 |
118-024 |
|
| R2 |
118-097 |
118-097 |
118-011 |
|
| R1 |
118-041 |
118-041 |
117-318 |
117-318 |
| PP |
117-274 |
117-274 |
117-274 |
117-252 |
| S1 |
117-218 |
117-218 |
117-292 |
117-174 |
| S2 |
117-131 |
117-131 |
117-279 |
|
| S3 |
116-308 |
117-075 |
117-266 |
|
| S4 |
116-165 |
116-252 |
117-226 |
|
|
| 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 |
117-030 |
1-070 |
1.0% |
0-160 |
0.4% |
71% |
False |
False |
496,385 |
| 10 |
118-100 |
116-312 |
1-108 |
1.1% |
0-173 |
0.5% |
73% |
False |
False |
419,666 |
| 20 |
118-100 |
116-200 |
1-220 |
1.4% |
0-177 |
0.5% |
79% |
False |
False |
366,428 |
| 40 |
120-060 |
116-200 |
3-180 |
3.0% |
0-194 |
0.5% |
37% |
False |
False |
371,975 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-165 |
0.4% |
26% |
False |
False |
248,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-298 |
|
2.618 |
119-064 |
|
1.618 |
118-241 |
|
1.000 |
118-153 |
|
0.618 |
118-098 |
|
HIGH |
118-010 |
|
0.618 |
117-275 |
|
0.500 |
117-258 |
|
0.382 |
117-242 |
|
LOW |
117-187 |
|
0.618 |
117-099 |
|
1.000 |
117-044 |
|
1.618 |
116-276 |
|
2.618 |
116-133 |
|
4.250 |
115-219 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-290 |
117-304 |
| PP |
117-274 |
117-304 |
| S1 |
117-258 |
117-304 |
|