ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-275 |
117-135 |
0-180 |
0.5% |
116-125 |
| High |
117-145 |
117-252 |
0-107 |
0.3% |
117-145 |
| Low |
116-272 |
117-100 |
0-148 |
0.4% |
116-080 |
| Close |
117-127 |
117-240 |
0-113 |
0.3% |
117-127 |
| Range |
0-193 |
0-152 |
-0-041 |
-21.2% |
1-065 |
| ATR |
0-157 |
0-156 |
0-000 |
-0.2% |
0-000 |
| Volume |
591,673 |
748,289 |
156,616 |
26.5% |
2,824,435 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-013 |
118-279 |
118-004 |
|
| R3 |
118-181 |
118-127 |
117-282 |
|
| R2 |
118-029 |
118-029 |
117-268 |
|
| R1 |
117-295 |
117-295 |
117-254 |
118-002 |
| PP |
117-197 |
117-197 |
117-197 |
117-211 |
| S1 |
117-143 |
117-143 |
117-226 |
117-170 |
| S2 |
117-045 |
117-045 |
117-212 |
|
| S3 |
116-213 |
116-311 |
117-198 |
|
| S4 |
116-061 |
116-159 |
117-156 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-206 |
120-071 |
118-019 |
|
| R3 |
119-141 |
119-006 |
117-233 |
|
| R2 |
118-076 |
118-076 |
117-198 |
|
| R1 |
117-261 |
117-261 |
117-162 |
118-008 |
| PP |
117-011 |
117-011 |
117-011 |
117-044 |
| S1 |
116-196 |
116-196 |
117-092 |
116-264 |
| S2 |
115-266 |
115-266 |
117-056 |
|
| S3 |
114-201 |
115-131 |
117-021 |
|
| S4 |
113-136 |
114-066 |
116-235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-252 |
116-115 |
1-137 |
1.2% |
0-172 |
0.5% |
97% |
True |
False |
645,604 |
| 10 |
117-252 |
116-065 |
1-187 |
1.3% |
0-149 |
0.4% |
98% |
True |
False |
568,130 |
| 20 |
117-257 |
116-047 |
1-210 |
1.4% |
0-144 |
0.4% |
97% |
False |
False |
575,048 |
| 40 |
118-250 |
115-285 |
2-285 |
2.5% |
0-164 |
0.4% |
64% |
False |
False |
607,726 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-145 |
0.4% |
72% |
False |
False |
410,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-258 |
|
2.618 |
119-010 |
|
1.618 |
118-178 |
|
1.000 |
118-084 |
|
0.618 |
118-026 |
|
HIGH |
117-252 |
|
0.618 |
117-194 |
|
0.500 |
117-176 |
|
0.382 |
117-158 |
|
LOW |
117-100 |
|
0.618 |
117-006 |
|
1.000 |
116-268 |
|
1.618 |
116-174 |
|
2.618 |
116-022 |
|
4.250 |
115-094 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-219 |
117-194 |
| PP |
117-197 |
117-148 |
| S1 |
117-176 |
117-102 |
|