ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
119-042 |
119-015 |
-0-027 |
-0.1% |
118-312 |
| High |
119-090 |
119-152 |
0-062 |
0.2% |
119-152 |
| Low |
118-287 |
118-302 |
0-015 |
0.0% |
118-220 |
| Close |
119-005 |
119-062 |
0-057 |
0.1% |
119-062 |
| Range |
0-123 |
0-170 |
0-047 |
38.2% |
0-252 |
| ATR |
0-134 |
0-136 |
0-003 |
1.9% |
0-000 |
| Volume |
623,878 |
709,504 |
85,626 |
13.7% |
3,009,897 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-255 |
120-169 |
119-156 |
|
| R3 |
120-085 |
119-319 |
119-109 |
|
| R2 |
119-235 |
119-235 |
119-093 |
|
| R1 |
119-149 |
119-149 |
119-078 |
119-192 |
| PP |
119-065 |
119-065 |
119-065 |
119-087 |
| S1 |
118-299 |
118-299 |
119-046 |
119-022 |
| S2 |
118-215 |
118-215 |
119-031 |
|
| S3 |
118-045 |
118-129 |
119-015 |
|
| S4 |
117-195 |
117-279 |
118-288 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-154 |
121-040 |
119-201 |
|
| R3 |
120-222 |
120-108 |
119-131 |
|
| R2 |
119-290 |
119-290 |
119-108 |
|
| R1 |
119-176 |
119-176 |
119-085 |
119-233 |
| PP |
119-038 |
119-038 |
119-038 |
119-066 |
| S1 |
118-244 |
118-244 |
119-039 |
118-301 |
| S2 |
118-106 |
118-106 |
119-016 |
|
| S3 |
117-174 |
117-312 |
118-313 |
|
| S4 |
116-242 |
117-060 |
118-243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-152 |
118-220 |
0-252 |
0.7% |
0-135 |
0.4% |
64% |
True |
False |
601,979 |
| 10 |
119-152 |
118-097 |
1-055 |
1.0% |
0-130 |
0.3% |
76% |
True |
False |
620,012 |
| 20 |
119-152 |
116-272 |
2-200 |
2.2% |
0-126 |
0.3% |
89% |
True |
False |
576,317 |
| 40 |
119-152 |
116-047 |
3-105 |
2.8% |
0-135 |
0.4% |
92% |
True |
False |
572,485 |
| 60 |
119-152 |
115-180 |
3-292 |
3.3% |
0-150 |
0.4% |
93% |
True |
False |
577,448 |
| 80 |
119-152 |
115-040 |
4-112 |
3.6% |
0-136 |
0.4% |
94% |
True |
False |
435,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-234 |
|
2.618 |
120-277 |
|
1.618 |
120-107 |
|
1.000 |
120-002 |
|
0.618 |
119-257 |
|
HIGH |
119-152 |
|
0.618 |
119-087 |
|
0.500 |
119-067 |
|
0.382 |
119-047 |
|
LOW |
118-302 |
|
0.618 |
118-197 |
|
1.000 |
118-132 |
|
1.618 |
118-027 |
|
2.618 |
117-177 |
|
4.250 |
116-220 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-067 |
119-050 |
| PP |
119-065 |
119-038 |
| S1 |
119-064 |
119-026 |
|