ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-007 |
118-100 |
0-093 |
0.2% |
117-170 |
| High |
118-145 |
118-165 |
0-020 |
0.1% |
118-165 |
| Low |
118-005 |
118-077 |
0-072 |
0.2% |
117-152 |
| Close |
118-112 |
118-150 |
0-038 |
0.1% |
118-150 |
| Range |
0-140 |
0-088 |
-0-052 |
-37.1% |
1-013 |
| ATR |
0-142 |
0-138 |
-0-004 |
-2.7% |
0-000 |
| Volume |
688,548 |
400,452 |
-288,096 |
-41.8% |
2,601,974 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-075 |
119-040 |
118-198 |
|
| R3 |
118-307 |
118-272 |
118-174 |
|
| R2 |
118-219 |
118-219 |
118-166 |
|
| R1 |
118-184 |
118-184 |
118-158 |
118-202 |
| PP |
118-131 |
118-131 |
118-131 |
118-139 |
| S1 |
118-096 |
118-096 |
118-142 |
118-114 |
| S2 |
118-043 |
118-043 |
118-134 |
|
| S3 |
117-275 |
118-008 |
118-126 |
|
| S4 |
117-187 |
117-240 |
118-102 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-088 |
120-292 |
119-013 |
|
| R3 |
120-075 |
119-279 |
118-242 |
|
| R2 |
119-062 |
119-062 |
118-211 |
|
| R1 |
118-266 |
118-266 |
118-181 |
119-004 |
| PP |
118-049 |
118-049 |
118-049 |
118-078 |
| S1 |
117-253 |
117-253 |
118-119 |
117-311 |
| S2 |
117-036 |
117-036 |
118-089 |
|
| S3 |
116-023 |
116-240 |
118-058 |
|
| S4 |
115-010 |
115-227 |
117-287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-165 |
117-152 |
1-013 |
0.9% |
0-120 |
0.3% |
95% |
True |
False |
520,394 |
| 10 |
118-165 |
116-272 |
1-213 |
1.4% |
0-122 |
0.3% |
97% |
True |
False |
532,621 |
| 20 |
118-165 |
116-047 |
2-118 |
2.0% |
0-134 |
0.4% |
98% |
True |
False |
548,765 |
| 40 |
118-250 |
115-285 |
2-285 |
2.4% |
0-157 |
0.4% |
89% |
False |
False |
600,052 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-151 |
0.4% |
91% |
False |
False |
476,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-219 |
|
2.618 |
119-075 |
|
1.618 |
118-307 |
|
1.000 |
118-253 |
|
0.618 |
118-219 |
|
HIGH |
118-165 |
|
0.618 |
118-131 |
|
0.500 |
118-121 |
|
0.382 |
118-111 |
|
LOW |
118-077 |
|
0.618 |
118-023 |
|
1.000 |
117-309 |
|
1.618 |
117-255 |
|
2.618 |
117-167 |
|
4.250 |
117-023 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-140 |
118-106 |
| PP |
118-131 |
118-062 |
| S1 |
118-121 |
118-018 |
|