ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-307 |
116-185 |
-0-122 |
-0.3% |
116-265 |
| High |
117-010 |
116-202 |
-0-128 |
-0.3% |
117-010 |
| Low |
116-162 |
116-100 |
-0-062 |
-0.2% |
116-047 |
| Close |
116-177 |
116-112 |
-0-065 |
-0.2% |
116-207 |
| Range |
0-168 |
0-102 |
-0-066 |
-39.3% |
0-283 |
| ATR |
0-162 |
0-157 |
-0-004 |
-2.6% |
0-000 |
| Volume |
601,254 |
534,605 |
-66,649 |
-11.1% |
2,951,485 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-124 |
117-060 |
116-168 |
|
| R3 |
117-022 |
116-278 |
116-140 |
|
| R2 |
116-240 |
116-240 |
116-131 |
|
| R1 |
116-176 |
116-176 |
116-121 |
116-157 |
| PP |
116-138 |
116-138 |
116-138 |
116-128 |
| S1 |
116-074 |
116-074 |
116-103 |
116-055 |
| S2 |
116-036 |
116-036 |
116-093 |
|
| S3 |
115-254 |
115-292 |
116-084 |
|
| S4 |
115-152 |
115-190 |
116-056 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-084 |
118-268 |
117-043 |
|
| R3 |
118-121 |
117-305 |
116-285 |
|
| R2 |
117-158 |
117-158 |
116-259 |
|
| R1 |
117-022 |
117-022 |
116-233 |
116-268 |
| PP |
116-195 |
116-195 |
116-195 |
116-158 |
| S1 |
116-059 |
116-059 |
116-181 |
115-306 |
| S2 |
115-232 |
115-232 |
116-155 |
|
| S3 |
114-269 |
115-096 |
116-129 |
|
| S4 |
113-306 |
114-133 |
116-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-017 |
116-047 |
0-290 |
0.8% |
0-147 |
0.4% |
22% |
False |
False |
613,488 |
| 10 |
117-212 |
116-047 |
1-165 |
1.3% |
0-144 |
0.4% |
13% |
False |
False |
585,802 |
| 20 |
118-250 |
116-047 |
2-203 |
2.3% |
0-172 |
0.5% |
8% |
False |
False |
649,907 |
| 40 |
118-250 |
115-040 |
3-210 |
3.1% |
0-160 |
0.4% |
34% |
False |
False |
500,617 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-128 |
0.3% |
34% |
False |
False |
334,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-316 |
|
2.618 |
117-149 |
|
1.618 |
117-047 |
|
1.000 |
116-304 |
|
0.618 |
116-265 |
|
HIGH |
116-202 |
|
0.618 |
116-163 |
|
0.500 |
116-151 |
|
0.382 |
116-139 |
|
LOW |
116-100 |
|
0.618 |
116-037 |
|
1.000 |
115-318 |
|
1.618 |
115-255 |
|
2.618 |
115-153 |
|
4.250 |
114-306 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-151 |
116-218 |
| PP |
116-138 |
116-183 |
| S1 |
116-125 |
116-148 |
|