ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
119-162 |
119-062 |
-0-100 |
-0.3% |
118-312 |
| High |
119-192 |
119-120 |
-0-072 |
-0.2% |
119-152 |
| Low |
119-052 |
118-275 |
-0-097 |
-0.3% |
118-220 |
| Close |
119-080 |
119-117 |
0-037 |
0.1% |
119-062 |
| Range |
0-140 |
0-165 |
0-025 |
17.9% |
0-252 |
| ATR |
0-132 |
0-135 |
0-002 |
1.8% |
0-000 |
| Volume |
671,965 |
815,417 |
143,452 |
21.3% |
3,009,897 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-239 |
120-183 |
119-208 |
|
| R3 |
120-074 |
120-018 |
119-162 |
|
| R2 |
119-229 |
119-229 |
119-147 |
|
| R1 |
119-173 |
119-173 |
119-132 |
119-201 |
| PP |
119-064 |
119-064 |
119-064 |
119-078 |
| S1 |
119-008 |
119-008 |
119-102 |
119-036 |
| S2 |
118-219 |
118-219 |
119-087 |
|
| S3 |
118-054 |
118-163 |
119-072 |
|
| S4 |
117-209 |
117-318 |
119-026 |
|
|
| 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 |
119-210 |
118-275 |
0-255 |
0.7% |
0-137 |
0.4% |
64% |
False |
True |
656,275 |
| 10 |
119-210 |
118-175 |
1-035 |
0.9% |
0-139 |
0.4% |
74% |
False |
False |
646,413 |
| 20 |
119-210 |
117-120 |
2-090 |
1.9% |
0-125 |
0.3% |
87% |
False |
False |
588,869 |
| 40 |
119-210 |
116-047 |
3-163 |
2.9% |
0-134 |
0.4% |
92% |
False |
False |
579,043 |
| 60 |
119-210 |
115-285 |
3-245 |
3.2% |
0-148 |
0.4% |
92% |
False |
False |
610,813 |
| 80 |
119-210 |
115-040 |
4-170 |
3.8% |
0-140 |
0.4% |
94% |
False |
False |
467,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-181 |
|
2.618 |
120-232 |
|
1.618 |
120-067 |
|
1.000 |
119-285 |
|
0.618 |
119-222 |
|
HIGH |
119-120 |
|
0.618 |
119-057 |
|
0.500 |
119-038 |
|
0.382 |
119-018 |
|
LOW |
118-275 |
|
0.618 |
118-173 |
|
1.000 |
118-110 |
|
1.618 |
118-008 |
|
2.618 |
117-163 |
|
4.250 |
116-214 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-090 |
119-106 |
| PP |
119-064 |
119-094 |
| S1 |
119-038 |
119-082 |
|