ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-010 |
118-077 |
0-067 |
0.2% |
117-262 |
| High |
118-095 |
118-217 |
0-122 |
0.3% |
118-217 |
| Low |
117-242 |
117-317 |
0-075 |
0.2% |
117-210 |
| Close |
118-092 |
118-177 |
0-085 |
0.2% |
118-177 |
| Range |
0-173 |
0-220 |
0-047 |
27.2% |
1-007 |
| ATR |
0-169 |
0-173 |
0-004 |
2.2% |
0-000 |
| Volume |
601,245 |
651,394 |
50,149 |
8.3% |
2,772,018 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-150 |
120-064 |
118-298 |
|
| R3 |
119-250 |
119-164 |
118-238 |
|
| R2 |
119-030 |
119-030 |
118-217 |
|
| R1 |
118-264 |
118-264 |
118-197 |
118-307 |
| PP |
118-130 |
118-130 |
118-130 |
118-152 |
| S1 |
118-044 |
118-044 |
118-157 |
118-087 |
| S2 |
117-230 |
117-230 |
118-137 |
|
| S3 |
117-010 |
117-144 |
118-116 |
|
| S4 |
116-110 |
116-244 |
118-056 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-116 |
120-313 |
119-037 |
|
| R3 |
120-109 |
119-306 |
118-267 |
|
| R2 |
119-102 |
119-102 |
118-237 |
|
| R1 |
118-299 |
118-299 |
118-207 |
119-040 |
| PP |
118-095 |
118-095 |
118-095 |
118-125 |
| S1 |
117-292 |
117-292 |
118-147 |
118-034 |
| S2 |
117-088 |
117-088 |
118-117 |
|
| S3 |
116-081 |
116-285 |
118-087 |
|
| S4 |
115-074 |
115-278 |
117-317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-217 |
117-210 |
1-007 |
0.9% |
0-162 |
0.4% |
88% |
True |
False |
554,403 |
| 10 |
118-217 |
117-180 |
1-037 |
0.9% |
0-159 |
0.4% |
89% |
True |
False |
529,376 |
| 20 |
118-217 |
116-312 |
1-225 |
1.4% |
0-165 |
0.4% |
93% |
True |
False |
487,322 |
| 40 |
119-232 |
116-200 |
3-032 |
2.6% |
0-192 |
0.5% |
62% |
False |
False |
458,498 |
| 60 |
121-260 |
116-200 |
5-060 |
4.4% |
0-186 |
0.5% |
37% |
False |
False |
345,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-192 |
|
2.618 |
120-153 |
|
1.618 |
119-253 |
|
1.000 |
119-117 |
|
0.618 |
119-033 |
|
HIGH |
118-217 |
|
0.618 |
118-133 |
|
0.500 |
118-107 |
|
0.382 |
118-081 |
|
LOW |
117-317 |
|
0.618 |
117-181 |
|
1.000 |
117-097 |
|
1.618 |
116-281 |
|
2.618 |
116-061 |
|
4.250 |
115-022 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-154 |
118-141 |
| PP |
118-130 |
118-105 |
| S1 |
118-107 |
118-070 |
|