ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-062 |
118-010 |
-0-052 |
-0.1% |
118-060 |
| High |
118-062 |
118-095 |
0-033 |
0.1% |
118-145 |
| Low |
117-267 |
117-242 |
-0-025 |
-0.1% |
117-180 |
| Close |
117-310 |
118-092 |
0-102 |
0.3% |
117-270 |
| Range |
0-115 |
0-173 |
0-058 |
50.4% |
0-285 |
| ATR |
0-169 |
0-169 |
0-000 |
0.2% |
0-000 |
| Volume |
504,263 |
601,245 |
96,982 |
19.2% |
1,986,600 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-235 |
119-177 |
118-187 |
|
| R3 |
119-062 |
119-004 |
118-140 |
|
| R2 |
118-209 |
118-209 |
118-124 |
|
| R1 |
118-151 |
118-151 |
118-108 |
118-180 |
| PP |
118-036 |
118-036 |
118-036 |
118-051 |
| S1 |
117-298 |
117-298 |
118-076 |
118-007 |
| S2 |
117-183 |
117-183 |
118-060 |
|
| S3 |
117-010 |
117-125 |
118-044 |
|
| S4 |
116-157 |
116-272 |
117-317 |
|
|
| 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% |
0-138 |
0.4% |
90% |
False |
False |
514,119 |
| 10 |
118-160 |
117-180 |
0-300 |
0.8% |
0-152 |
0.4% |
77% |
False |
False |
516,103 |
| 20 |
118-160 |
116-312 |
1-168 |
1.3% |
0-163 |
0.4% |
86% |
False |
False |
467,884 |
| 40 |
119-270 |
116-200 |
3-070 |
2.7% |
0-194 |
0.5% |
52% |
False |
False |
457,435 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-183 |
0.5% |
32% |
False |
False |
334,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-190 |
|
2.618 |
119-228 |
|
1.618 |
119-055 |
|
1.000 |
118-268 |
|
0.618 |
118-202 |
|
HIGH |
118-095 |
|
0.618 |
118-029 |
|
0.500 |
118-008 |
|
0.382 |
117-308 |
|
LOW |
117-242 |
|
0.618 |
117-135 |
|
1.000 |
117-069 |
|
1.618 |
116-282 |
|
2.618 |
116-109 |
|
4.250 |
115-147 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-064 |
118-068 |
| PP |
118-036 |
118-044 |
| S1 |
118-008 |
118-020 |
|