ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-085 |
118-060 |
-0-025 |
-0.1% |
118-017 |
| High |
118-160 |
118-145 |
-0-015 |
0.0% |
118-160 |
| Low |
118-010 |
117-265 |
-0-065 |
-0.2% |
117-187 |
| Close |
118-055 |
118-032 |
-0-023 |
-0.1% |
118-055 |
| Range |
0-150 |
0-200 |
0-050 |
33.3% |
0-293 |
| ATR |
0-181 |
0-182 |
0-001 |
0.8% |
0-000 |
| Volume |
535,148 |
555,254 |
20,106 |
3.8% |
2,336,893 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-001 |
119-216 |
118-142 |
|
| R3 |
119-121 |
119-016 |
118-087 |
|
| R2 |
118-241 |
118-241 |
118-069 |
|
| R1 |
118-136 |
118-136 |
118-050 |
118-088 |
| PP |
118-041 |
118-041 |
118-041 |
118-017 |
| S1 |
117-256 |
117-256 |
118-014 |
117-208 |
| S2 |
117-161 |
117-161 |
117-315 |
|
| S3 |
116-281 |
117-056 |
117-297 |
|
| S4 |
116-081 |
116-176 |
117-242 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-266 |
120-134 |
118-216 |
|
| R3 |
119-293 |
119-161 |
118-136 |
|
| R2 |
119-000 |
119-000 |
118-109 |
|
| R1 |
118-188 |
118-188 |
118-082 |
118-254 |
| PP |
118-027 |
118-027 |
118-027 |
118-060 |
| S1 |
117-215 |
117-215 |
118-028 |
117-281 |
| S2 |
117-054 |
117-054 |
118-001 |
|
| S3 |
116-081 |
116-242 |
117-294 |
|
| S4 |
115-108 |
115-269 |
117-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-160 |
117-187 |
0-293 |
0.8% |
0-156 |
0.4% |
56% |
False |
False |
509,514 |
| 10 |
118-160 |
116-312 |
1-168 |
1.3% |
0-176 |
0.5% |
74% |
False |
False |
510,604 |
| 20 |
118-160 |
116-250 |
1-230 |
1.5% |
0-172 |
0.5% |
77% |
False |
False |
377,368 |
| 40 |
120-060 |
116-200 |
3-180 |
3.0% |
0-197 |
0.5% |
41% |
False |
False |
410,912 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-173 |
0.5% |
28% |
False |
False |
275,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-035 |
|
2.618 |
120-029 |
|
1.618 |
119-149 |
|
1.000 |
119-025 |
|
0.618 |
118-269 |
|
HIGH |
118-145 |
|
0.618 |
118-069 |
|
0.500 |
118-045 |
|
0.382 |
118-021 |
|
LOW |
117-265 |
|
0.618 |
117-141 |
|
1.000 |
117-065 |
|
1.618 |
116-261 |
|
2.618 |
116-061 |
|
4.250 |
115-055 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-045 |
118-052 |
| PP |
118-041 |
118-046 |
| S1 |
118-036 |
118-039 |
|