ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-030 |
118-067 |
0-037 |
0.1% |
118-017 |
| High |
118-085 |
118-097 |
0-012 |
0.0% |
118-160 |
| Low |
117-297 |
117-192 |
-0-105 |
-0.3% |
117-187 |
| Close |
118-075 |
117-210 |
-0-185 |
-0.5% |
118-055 |
| Range |
0-108 |
0-225 |
0-117 |
108.3% |
0-293 |
| ATR |
0-177 |
0-180 |
0-003 |
1.9% |
0-000 |
| Volume |
377,411 |
603,964 |
226,553 |
60.0% |
2,336,893 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-308 |
119-164 |
118-014 |
|
| R3 |
119-083 |
118-259 |
117-272 |
|
| R2 |
118-178 |
118-178 |
117-251 |
|
| R1 |
118-034 |
118-034 |
117-231 |
117-314 |
| PP |
117-273 |
117-273 |
117-273 |
117-253 |
| S1 |
117-129 |
117-129 |
117-189 |
117-088 |
| S2 |
117-048 |
117-048 |
117-169 |
|
| S3 |
116-143 |
116-224 |
117-148 |
|
| S4 |
115-238 |
115-319 |
117-086 |
|
|
| 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 |
117-192 |
0-288 |
0.8% |
0-167 |
0.4% |
6% |
False |
True |
518,087 |
| 10 |
118-160 |
117-030 |
1-130 |
1.2% |
0-163 |
0.4% |
40% |
False |
False |
507,236 |
| 20 |
118-160 |
116-250 |
1-230 |
1.5% |
0-175 |
0.5% |
51% |
False |
False |
391,719 |
| 40 |
120-060 |
116-200 |
3-180 |
3.0% |
0-197 |
0.5% |
29% |
False |
False |
433,249 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-176 |
0.5% |
20% |
False |
False |
292,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-093 |
|
2.618 |
120-046 |
|
1.618 |
119-141 |
|
1.000 |
119-002 |
|
0.618 |
118-236 |
|
HIGH |
118-097 |
|
0.618 |
118-011 |
|
0.500 |
117-304 |
|
0.382 |
117-278 |
|
LOW |
117-192 |
|
0.618 |
117-053 |
|
1.000 |
116-287 |
|
1.618 |
116-148 |
|
2.618 |
115-243 |
|
4.250 |
114-196 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-304 |
118-008 |
| PP |
117-273 |
117-289 |
| S1 |
117-242 |
117-250 |
|