ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-287 |
118-312 |
0-025 |
0.1% |
118-147 |
| High |
119-055 |
119-067 |
0-012 |
0.0% |
119-055 |
| Low |
118-175 |
118-277 |
0-102 |
0.3% |
118-097 |
| Close |
119-012 |
119-060 |
0-048 |
0.1% |
119-012 |
| Range |
0-200 |
0-110 |
-0-090 |
-45.0% |
0-278 |
| ATR |
0-135 |
0-133 |
-0-002 |
-1.3% |
0-000 |
| Volume |
882,369 |
501,332 |
-381,037 |
-43.2% |
3,190,232 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-038 |
119-319 |
119-120 |
|
| R3 |
119-248 |
119-209 |
119-090 |
|
| R2 |
119-138 |
119-138 |
119-080 |
|
| R1 |
119-099 |
119-099 |
119-070 |
119-118 |
| PP |
119-028 |
119-028 |
119-028 |
119-038 |
| S1 |
118-309 |
118-309 |
119-050 |
119-008 |
| S2 |
118-238 |
118-238 |
119-040 |
|
| S3 |
118-128 |
118-199 |
119-030 |
|
| S4 |
118-018 |
118-089 |
119-000 |
|
|
| 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 |
119-067 |
118-127 |
0-260 |
0.7% |
0-123 |
0.3% |
97% |
True |
False |
647,637 |
| 10 |
119-067 |
117-190 |
1-197 |
1.4% |
0-124 |
0.3% |
99% |
True |
False |
585,636 |
| 20 |
119-067 |
116-080 |
2-307 |
2.5% |
0-129 |
0.3% |
99% |
True |
False |
562,527 |
| 40 |
119-067 |
116-047 |
3-020 |
2.6% |
0-148 |
0.4% |
99% |
True |
False |
595,399 |
| 60 |
119-067 |
115-060 |
4-007 |
3.4% |
0-149 |
0.4% |
99% |
True |
False |
537,192 |
| 80 |
119-067 |
115-040 |
4-027 |
3.4% |
0-130 |
0.3% |
99% |
True |
False |
403,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-214 |
|
2.618 |
120-035 |
|
1.618 |
119-245 |
|
1.000 |
119-177 |
|
0.618 |
119-135 |
|
HIGH |
119-067 |
|
0.618 |
119-025 |
|
0.500 |
119-012 |
|
0.382 |
118-319 |
|
LOW |
118-277 |
|
0.618 |
118-209 |
|
1.000 |
118-167 |
|
1.618 |
118-099 |
|
2.618 |
117-309 |
|
4.250 |
117-130 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-044 |
119-027 |
| PP |
119-028 |
118-314 |
| S1 |
119-012 |
118-281 |
|