ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
117-282 |
118-062 |
0-100 |
0.3% |
118-060 |
| High |
118-117 |
118-062 |
-0-055 |
-0.1% |
118-145 |
| Low |
117-252 |
117-267 |
0-015 |
0.0% |
117-180 |
| Close |
118-077 |
117-310 |
-0-087 |
-0.2% |
117-270 |
| Range |
0-185 |
0-115 |
-0-070 |
-37.8% |
0-285 |
| ATR |
0-171 |
0-169 |
-0-003 |
-1.7% |
0-000 |
| Volume |
652,107 |
504,263 |
-147,844 |
-22.7% |
1,986,600 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-025 |
118-282 |
118-053 |
|
| R3 |
118-230 |
118-167 |
118-022 |
|
| R2 |
118-115 |
118-115 |
118-011 |
|
| R1 |
118-052 |
118-052 |
118-001 |
118-026 |
| PP |
118-000 |
118-000 |
118-000 |
117-306 |
| S1 |
117-257 |
117-257 |
117-299 |
117-231 |
| S2 |
117-205 |
117-205 |
117-289 |
|
| S3 |
117-090 |
117-142 |
117-278 |
|
| S4 |
116-295 |
117-027 |
117-247 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-200 |
120-040 |
118-107 |
|
| R3 |
119-235 |
119-075 |
118-028 |
|
| R2 |
118-270 |
118-270 |
118-002 |
|
| R1 |
118-110 |
118-110 |
117-296 |
118-048 |
| PP |
117-305 |
117-305 |
117-305 |
117-274 |
| S1 |
117-145 |
117-145 |
117-244 |
117-082 |
| S2 |
117-020 |
117-020 |
117-218 |
|
| S3 |
116-055 |
116-180 |
117-192 |
|
| S4 |
115-090 |
115-215 |
117-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-117 |
117-180 |
0-257 |
0.7% |
0-148 |
0.4% |
51% |
False |
False |
514,662 |
| 10 |
118-160 |
117-180 |
0-300 |
0.8% |
0-150 |
0.4% |
43% |
False |
False |
502,933 |
| 20 |
118-160 |
116-265 |
1-215 |
1.4% |
0-168 |
0.4% |
68% |
False |
False |
450,430 |
| 40 |
120-020 |
116-200 |
3-140 |
2.9% |
0-193 |
0.5% |
39% |
False |
False |
455,403 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-182 |
0.5% |
26% |
False |
False |
324,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-231 |
|
2.618 |
119-043 |
|
1.618 |
118-248 |
|
1.000 |
118-177 |
|
0.618 |
118-133 |
|
HIGH |
118-062 |
|
0.618 |
118-018 |
|
0.500 |
118-004 |
|
0.382 |
117-311 |
|
LOW |
117-267 |
|
0.618 |
117-196 |
|
1.000 |
117-152 |
|
1.618 |
117-081 |
|
2.618 |
116-286 |
|
4.250 |
116-098 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-004 |
118-004 |
| PP |
118-000 |
117-319 |
| S1 |
117-315 |
117-314 |
|