ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-305 |
117-037 |
0-052 |
0.1% |
116-212 |
| High |
117-050 |
117-117 |
0-067 |
0.2% |
117-017 |
| Low |
116-237 |
116-275 |
0-038 |
0.1% |
116-065 |
| Close |
117-042 |
116-297 |
-0-065 |
-0.2% |
116-145 |
| Range |
0-133 |
0-162 |
0-029 |
21.8% |
0-272 |
| ATR |
0-153 |
0-154 |
0-001 |
0.4% |
0-000 |
| Volume |
549,727 |
678,994 |
129,267 |
23.5% |
2,606,934 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-182 |
118-082 |
117-066 |
|
| R3 |
118-020 |
117-240 |
117-022 |
|
| R2 |
117-178 |
117-178 |
117-007 |
|
| R1 |
117-078 |
117-078 |
116-312 |
117-047 |
| PP |
117-016 |
117-016 |
117-016 |
117-001 |
| S1 |
116-236 |
116-236 |
116-282 |
116-205 |
| S2 |
116-174 |
116-174 |
116-267 |
|
| S3 |
116-012 |
116-074 |
116-252 |
|
| S4 |
115-170 |
115-232 |
116-208 |
|
|
| 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 |
117-117 |
116-065 |
1-052 |
1.0% |
0-147 |
0.4% |
62% |
True |
False |
520,550 |
| 10 |
117-117 |
116-047 |
1-070 |
1.0% |
0-146 |
0.4% |
64% |
True |
False |
564,908 |
| 20 |
118-112 |
116-047 |
2-065 |
1.9% |
0-144 |
0.4% |
35% |
False |
False |
568,653 |
| 40 |
118-250 |
115-180 |
3-070 |
2.8% |
0-163 |
0.4% |
42% |
False |
False |
578,013 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-139 |
0.4% |
49% |
False |
False |
387,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-166 |
|
2.618 |
118-221 |
|
1.618 |
118-059 |
|
1.000 |
117-279 |
|
0.618 |
117-217 |
|
HIGH |
117-117 |
|
0.618 |
117-055 |
|
0.500 |
117-036 |
|
0.382 |
117-017 |
|
LOW |
116-275 |
|
0.618 |
116-175 |
|
1.000 |
116-113 |
|
1.618 |
116-013 |
|
2.618 |
115-171 |
|
4.250 |
114-226 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-036 |
116-290 |
| PP |
117-016 |
116-283 |
| S1 |
116-317 |
116-276 |
|