ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-125 |
116-117 |
-0-008 |
0.0% |
116-212 |
| High |
116-182 |
117-015 |
0-153 |
0.4% |
117-017 |
| Low |
116-080 |
116-115 |
0-035 |
0.1% |
116-065 |
| Close |
116-155 |
116-305 |
0-150 |
0.4% |
116-145 |
| Range |
0-102 |
0-220 |
0-118 |
115.7% |
0-272 |
| ATR |
0-150 |
0-155 |
0-005 |
3.3% |
0-000 |
| Volume |
344,704 |
659,337 |
314,633 |
91.3% |
2,606,934 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-272 |
118-188 |
117-106 |
|
| R3 |
118-052 |
117-288 |
117-046 |
|
| R2 |
117-152 |
117-152 |
117-025 |
|
| R1 |
117-068 |
117-068 |
117-005 |
117-110 |
| PP |
116-252 |
116-252 |
116-252 |
116-272 |
| S1 |
116-168 |
116-168 |
116-285 |
116-210 |
| S2 |
116-032 |
116-032 |
116-265 |
|
| S3 |
115-132 |
115-268 |
116-244 |
|
| S4 |
114-232 |
115-048 |
116-184 |
|
|
| 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 |
117-015 |
116-065 |
0-270 |
0.7% |
0-137 |
0.4% |
89% |
True |
False |
502,274 |
| 10 |
117-017 |
116-047 |
0-290 |
0.8% |
0-145 |
0.4% |
89% |
False |
False |
548,554 |
| 20 |
118-250 |
116-047 |
2-203 |
2.3% |
0-159 |
0.4% |
31% |
False |
False |
593,981 |
| 40 |
118-250 |
115-060 |
3-190 |
3.1% |
0-162 |
0.4% |
49% |
False |
False |
548,964 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-136 |
0.4% |
50% |
False |
False |
367,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-310 |
|
2.618 |
118-271 |
|
1.618 |
118-051 |
|
1.000 |
117-235 |
|
0.618 |
117-151 |
|
HIGH |
117-015 |
|
0.618 |
116-251 |
|
0.500 |
116-225 |
|
0.382 |
116-199 |
|
LOW |
116-115 |
|
0.618 |
115-299 |
|
1.000 |
115-215 |
|
1.618 |
115-079 |
|
2.618 |
114-179 |
|
4.250 |
113-140 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-278 |
116-270 |
| PP |
116-252 |
116-235 |
| S1 |
116-225 |
116-200 |
|