ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-207 |
118-287 |
0-080 |
0.2% |
118-147 |
| High |
118-307 |
119-055 |
0-068 |
0.2% |
119-055 |
| Low |
118-182 |
118-175 |
-0-007 |
0.0% |
118-097 |
| Close |
118-280 |
119-012 |
0-052 |
0.1% |
119-012 |
| Range |
0-125 |
0-200 |
0-075 |
60.0% |
0-278 |
| ATR |
0-130 |
0-135 |
0-005 |
3.8% |
0-000 |
| Volume |
746,253 |
882,369 |
136,116 |
18.2% |
3,190,232 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-254 |
120-173 |
119-122 |
|
| R3 |
120-054 |
119-293 |
119-067 |
|
| R2 |
119-174 |
119-174 |
119-049 |
|
| R1 |
119-093 |
119-093 |
119-030 |
119-134 |
| PP |
118-294 |
118-294 |
118-294 |
118-314 |
| S1 |
118-213 |
118-213 |
118-314 |
118-254 |
| S2 |
118-094 |
118-094 |
118-295 |
|
| S3 |
117-214 |
118-013 |
118-277 |
|
| S4 |
117-014 |
117-133 |
118-222 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-142 |
121-035 |
119-165 |
|
| R3 |
120-184 |
120-077 |
119-088 |
|
| R2 |
119-226 |
119-226 |
119-063 |
|
| R1 |
119-119 |
119-119 |
119-037 |
119-172 |
| PP |
118-268 |
118-268 |
118-268 |
118-295 |
| S1 |
118-161 |
118-161 |
118-307 |
118-214 |
| S2 |
117-310 |
117-310 |
118-281 |
|
| S3 |
117-032 |
117-203 |
118-256 |
|
| S4 |
116-074 |
116-245 |
118-179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-055 |
118-097 |
0-278 |
0.7% |
0-125 |
0.3% |
85% |
True |
False |
638,046 |
| 10 |
119-055 |
117-152 |
1-223 |
1.4% |
0-122 |
0.3% |
92% |
True |
False |
579,220 |
| 20 |
119-055 |
116-065 |
2-310 |
2.5% |
0-129 |
0.3% |
95% |
True |
False |
555,960 |
| 40 |
119-055 |
116-047 |
3-008 |
2.5% |
0-149 |
0.4% |
96% |
True |
False |
598,602 |
| 60 |
119-055 |
115-060 |
3-315 |
3.3% |
0-150 |
0.4% |
97% |
True |
False |
529,015 |
| 80 |
119-055 |
115-040 |
4-015 |
3.4% |
0-129 |
0.3% |
97% |
True |
False |
397,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-265 |
|
2.618 |
120-259 |
|
1.618 |
120-059 |
|
1.000 |
119-255 |
|
0.618 |
119-179 |
|
HIGH |
119-055 |
|
0.618 |
118-299 |
|
0.500 |
118-275 |
|
0.382 |
118-251 |
|
LOW |
118-175 |
|
0.618 |
118-051 |
|
1.000 |
117-295 |
|
1.618 |
117-171 |
|
2.618 |
116-291 |
|
4.250 |
115-285 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-313 |
118-305 |
| PP |
118-294 |
118-278 |
| S1 |
118-275 |
118-251 |
|