ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-312 |
119-042 |
0-050 |
0.1% |
118-147 |
| High |
119-067 |
119-052 |
-0-015 |
0.0% |
119-055 |
| Low |
118-277 |
118-260 |
-0-017 |
0.0% |
118-097 |
| Close |
119-060 |
118-295 |
-0-085 |
-0.2% |
119-012 |
| Range |
0-110 |
0-112 |
0-002 |
1.8% |
0-278 |
| ATR |
0-133 |
0-132 |
-0-001 |
-0.7% |
0-000 |
| Volume |
501,332 |
512,564 |
11,232 |
2.2% |
3,190,232 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-005 |
119-262 |
119-037 |
|
| R3 |
119-213 |
119-150 |
119-006 |
|
| R2 |
119-101 |
119-101 |
118-316 |
|
| R1 |
119-038 |
119-038 |
118-305 |
119-014 |
| PP |
118-309 |
118-309 |
118-309 |
118-297 |
| S1 |
118-246 |
118-246 |
118-285 |
118-222 |
| S2 |
118-197 |
118-197 |
118-274 |
|
| S3 |
118-085 |
118-134 |
118-264 |
|
| S4 |
117-293 |
118-022 |
118-233 |
|
|
| 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% |
0-132 |
0.3% |
65% |
False |
False |
654,134 |
| 10 |
119-067 |
117-190 |
1-197 |
1.4% |
0-123 |
0.3% |
82% |
False |
False |
592,625 |
| 20 |
119-067 |
116-115 |
2-272 |
2.4% |
0-129 |
0.3% |
90% |
False |
False |
570,920 |
| 40 |
119-067 |
116-047 |
3-020 |
2.6% |
0-146 |
0.4% |
91% |
False |
False |
589,252 |
| 60 |
119-067 |
115-060 |
4-007 |
3.4% |
0-149 |
0.4% |
93% |
False |
False |
545,546 |
| 80 |
119-067 |
115-040 |
4-027 |
3.4% |
0-131 |
0.3% |
93% |
False |
False |
410,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-208 |
|
2.618 |
120-025 |
|
1.618 |
119-233 |
|
1.000 |
119-164 |
|
0.618 |
119-121 |
|
HIGH |
119-052 |
|
0.618 |
119-009 |
|
0.500 |
118-316 |
|
0.382 |
118-303 |
|
LOW |
118-260 |
|
0.618 |
118-191 |
|
1.000 |
118-148 |
|
1.618 |
118-079 |
|
2.618 |
117-287 |
|
4.250 |
117-104 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-316 |
118-290 |
| PP |
118-309 |
118-286 |
| S1 |
118-302 |
118-281 |
|