ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-060 |
118-030 |
-0-030 |
-0.1% |
118-017 |
| High |
118-145 |
118-085 |
-0-060 |
-0.2% |
118-160 |
| Low |
117-265 |
117-297 |
0-032 |
0.1% |
117-187 |
| Close |
118-032 |
118-075 |
0-043 |
0.1% |
118-055 |
| Range |
0-200 |
0-108 |
-0-092 |
-46.0% |
0-293 |
| ATR |
0-182 |
0-177 |
-0-005 |
-2.9% |
0-000 |
| Volume |
555,254 |
377,411 |
-177,843 |
-32.0% |
2,336,893 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-050 |
119-010 |
118-134 |
|
| R3 |
118-262 |
118-222 |
118-105 |
|
| R2 |
118-154 |
118-154 |
118-095 |
|
| R1 |
118-114 |
118-114 |
118-085 |
118-134 |
| PP |
118-046 |
118-046 |
118-046 |
118-056 |
| S1 |
118-006 |
118-006 |
118-065 |
118-026 |
| S2 |
117-258 |
117-258 |
118-055 |
|
| S3 |
117-150 |
117-218 |
118-045 |
|
| S4 |
117-042 |
117-110 |
118-016 |
|
|
| 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% |
0-151 |
0.4% |
71% |
False |
False |
491,204 |
| 10 |
118-160 |
116-312 |
1-168 |
1.3% |
0-171 |
0.5% |
83% |
False |
False |
501,847 |
| 20 |
118-160 |
116-250 |
1-230 |
1.5% |
0-170 |
0.4% |
85% |
False |
False |
377,760 |
| 40 |
120-060 |
116-200 |
3-180 |
3.0% |
0-197 |
0.5% |
45% |
False |
False |
419,355 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-175 |
0.5% |
31% |
False |
False |
281,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-224 |
|
2.618 |
119-048 |
|
1.618 |
118-260 |
|
1.000 |
118-193 |
|
0.618 |
118-152 |
|
HIGH |
118-085 |
|
0.618 |
118-044 |
|
0.500 |
118-031 |
|
0.382 |
118-018 |
|
LOW |
117-297 |
|
0.618 |
117-230 |
|
1.000 |
117-189 |
|
1.618 |
117-122 |
|
2.618 |
117-014 |
|
4.250 |
116-158 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-060 |
118-068 |
| PP |
118-046 |
118-060 |
| S1 |
118-031 |
118-052 |
|