ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-180 |
116-125 |
-0-055 |
-0.1% |
116-212 |
| High |
116-182 |
116-182 |
0-000 |
0.0% |
117-017 |
| Low |
116-065 |
116-080 |
0-015 |
0.0% |
116-065 |
| Close |
116-145 |
116-155 |
0-010 |
0.0% |
116-145 |
| Range |
0-117 |
0-102 |
-0-015 |
-12.8% |
0-272 |
| ATR |
0-154 |
0-150 |
-0-004 |
-2.4% |
0-000 |
| Volume |
369,991 |
344,704 |
-25,287 |
-6.8% |
2,606,934 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-125 |
117-082 |
116-211 |
|
| R3 |
117-023 |
116-300 |
116-183 |
|
| R2 |
116-241 |
116-241 |
116-174 |
|
| R1 |
116-198 |
116-198 |
116-164 |
116-220 |
| PP |
116-139 |
116-139 |
116-139 |
116-150 |
| S1 |
116-096 |
116-096 |
116-146 |
116-118 |
| S2 |
116-037 |
116-037 |
116-136 |
|
| S3 |
115-255 |
115-314 |
116-127 |
|
| S4 |
115-153 |
115-212 |
116-099 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-038 |
118-204 |
116-295 |
|
| R3 |
118-086 |
117-252 |
116-220 |
|
| R2 |
117-134 |
117-134 |
116-195 |
|
| R1 |
116-300 |
116-300 |
116-170 |
116-241 |
| PP |
116-182 |
116-182 |
116-182 |
116-153 |
| S1 |
116-028 |
116-028 |
116-120 |
115-289 |
| S2 |
115-230 |
115-230 |
116-095 |
|
| S3 |
114-278 |
115-076 |
116-070 |
|
| S4 |
114-006 |
114-124 |
115-315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-010 |
116-065 |
0-265 |
0.7% |
0-126 |
0.3% |
34% |
False |
False |
490,657 |
| 10 |
117-017 |
116-047 |
0-290 |
0.8% |
0-136 |
0.4% |
37% |
False |
False |
536,288 |
| 20 |
118-250 |
116-047 |
2-203 |
2.3% |
0-163 |
0.4% |
13% |
False |
False |
607,584 |
| 40 |
118-250 |
115-060 |
3-190 |
3.1% |
0-159 |
0.4% |
36% |
False |
False |
532,859 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-132 |
0.4% |
37% |
False |
False |
356,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-296 |
|
2.618 |
117-129 |
|
1.618 |
117-027 |
|
1.000 |
116-284 |
|
0.618 |
116-245 |
|
HIGH |
116-182 |
|
0.618 |
116-143 |
|
0.500 |
116-131 |
|
0.382 |
116-119 |
|
LOW |
116-080 |
|
0.618 |
116-017 |
|
1.000 |
115-298 |
|
1.618 |
115-235 |
|
2.618 |
115-133 |
|
4.250 |
114-286 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-147 |
116-150 |
| PP |
116-139 |
116-145 |
| S1 |
116-131 |
116-140 |
|