ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
118-127 |
118-185 |
0-058 |
0.2% |
117-227 |
| High |
118-277 |
119-112 |
0-155 |
0.4% |
118-190 |
| Low |
118-127 |
118-185 |
0-058 |
0.2% |
117-132 |
| Close |
118-215 |
118-210 |
-0-005 |
0.0% |
118-112 |
| Range |
0-150 |
0-247 |
0-097 |
64.7% |
1-058 |
| ATR |
0-155 |
0-162 |
0-007 |
4.2% |
0-000 |
| Volume |
5,077 |
5,329 |
252 |
5.0% |
57,098 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-057 |
120-220 |
119-026 |
|
| R3 |
120-130 |
119-293 |
118-278 |
|
| R2 |
119-203 |
119-203 |
118-255 |
|
| R1 |
119-046 |
119-046 |
118-233 |
119-124 |
| PP |
118-276 |
118-276 |
118-276 |
118-315 |
| S1 |
118-119 |
118-119 |
118-187 |
118-198 |
| S2 |
118-029 |
118-029 |
118-165 |
|
| S3 |
117-102 |
117-192 |
118-142 |
|
| S4 |
116-175 |
116-265 |
118-074 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-212 |
121-060 |
119-000 |
|
| R3 |
120-154 |
120-002 |
118-216 |
|
| R2 |
119-096 |
119-096 |
118-181 |
|
| R1 |
118-264 |
118-264 |
118-147 |
119-020 |
| PP |
118-038 |
118-038 |
118-038 |
118-076 |
| S1 |
117-206 |
117-206 |
118-077 |
117-282 |
| S2 |
116-300 |
116-300 |
118-043 |
|
| S3 |
115-242 |
116-148 |
118-008 |
|
| S4 |
114-184 |
115-090 |
117-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-112 |
117-155 |
1-277 |
1.6% |
0-167 |
0.4% |
63% |
True |
False |
7,082 |
| 10 |
119-112 |
116-287 |
2-145 |
2.1% |
0-170 |
0.4% |
72% |
True |
False |
19,474 |
| 20 |
119-112 |
116-067 |
3-045 |
2.6% |
0-154 |
0.4% |
78% |
True |
False |
281,665 |
| 40 |
119-112 |
116-060 |
3-052 |
2.7% |
0-159 |
0.4% |
78% |
True |
False |
431,418 |
| 60 |
119-112 |
116-060 |
3-052 |
2.7% |
0-163 |
0.4% |
78% |
True |
False |
410,439 |
| 80 |
120-060 |
116-060 |
4-000 |
3.4% |
0-177 |
0.5% |
62% |
False |
False |
414,560 |
| 100 |
121-260 |
116-060 |
5-200 |
4.7% |
0-165 |
0.4% |
44% |
False |
False |
332,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-202 |
|
2.618 |
121-119 |
|
1.618 |
120-192 |
|
1.000 |
120-039 |
|
0.618 |
119-265 |
|
HIGH |
119-112 |
|
0.618 |
119-018 |
|
0.500 |
118-308 |
|
0.382 |
118-279 |
|
LOW |
118-185 |
|
0.618 |
118-032 |
|
1.000 |
117-258 |
|
1.618 |
117-105 |
|
2.618 |
116-178 |
|
4.250 |
115-095 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-308 |
118-254 |
| PP |
118-276 |
118-239 |
| S1 |
118-243 |
118-224 |
|