ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-157 |
118-190 |
0-033 |
0.1% |
117-170 |
| High |
118-207 |
118-242 |
0-035 |
0.1% |
118-165 |
| Low |
118-142 |
118-127 |
-0-015 |
0.0% |
117-152 |
| Close |
118-190 |
118-205 |
0-015 |
0.0% |
118-150 |
| Range |
0-065 |
0-115 |
0-050 |
76.9% |
1-013 |
| ATR |
0-132 |
0-130 |
-0-001 |
-0.9% |
0-000 |
| Volume |
480,079 |
628,155 |
148,076 |
30.8% |
2,601,974 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-216 |
119-166 |
118-268 |
|
| R3 |
119-101 |
119-051 |
118-237 |
|
| R2 |
118-306 |
118-306 |
118-226 |
|
| R1 |
118-256 |
118-256 |
118-216 |
118-281 |
| PP |
118-191 |
118-191 |
118-191 |
118-204 |
| S1 |
118-141 |
118-141 |
118-194 |
118-166 |
| S2 |
118-076 |
118-076 |
118-184 |
|
| S3 |
117-281 |
118-026 |
118-173 |
|
| S4 |
117-166 |
117-231 |
118-142 |
|
|
| 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 |
118-242 |
118-005 |
0-237 |
0.6% |
0-105 |
0.3% |
84% |
True |
False |
530,122 |
| 10 |
118-242 |
117-120 |
1-122 |
1.2% |
0-107 |
0.3% |
92% |
True |
False |
505,154 |
| 20 |
118-242 |
116-065 |
2-177 |
2.2% |
0-125 |
0.3% |
95% |
True |
False |
531,395 |
| 40 |
118-250 |
116-047 |
2-203 |
2.2% |
0-150 |
0.4% |
95% |
False |
False |
591,092 |
| 60 |
118-250 |
115-040 |
3-210 |
3.1% |
0-149 |
0.4% |
96% |
False |
False |
502,051 |
| 80 |
118-250 |
115-040 |
3-210 |
3.1% |
0-126 |
0.3% |
96% |
False |
False |
377,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-091 |
|
2.618 |
119-223 |
|
1.618 |
119-108 |
|
1.000 |
119-037 |
|
0.618 |
118-313 |
|
HIGH |
118-242 |
|
0.618 |
118-198 |
|
0.500 |
118-184 |
|
0.382 |
118-171 |
|
LOW |
118-127 |
|
0.618 |
118-056 |
|
1.000 |
118-012 |
|
1.618 |
117-261 |
|
2.618 |
117-146 |
|
4.250 |
116-278 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-198 |
118-193 |
| PP |
118-191 |
118-181 |
| S1 |
118-184 |
118-170 |
|