ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
120-240 |
120-272 |
0-032 |
0.1% |
120-062 |
| High |
120-295 |
121-080 |
0-105 |
0.3% |
120-310 |
| Low |
120-167 |
120-262 |
0-095 |
0.2% |
119-300 |
| Close |
120-250 |
121-037 |
0-107 |
0.3% |
120-212 |
| Range |
0-128 |
0-138 |
0-010 |
7.8% |
1-010 |
| ATR |
0-126 |
0-128 |
0-002 |
1.4% |
0-000 |
| Volume |
33,308 |
18,939 |
-14,369 |
-43.1% |
1,041,834 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-114 |
122-053 |
121-113 |
|
| R3 |
121-296 |
121-235 |
121-075 |
|
| R2 |
121-158 |
121-158 |
121-062 |
|
| R1 |
121-097 |
121-097 |
121-050 |
121-128 |
| PP |
121-020 |
121-020 |
121-020 |
121-035 |
| S1 |
120-279 |
120-279 |
121-024 |
120-310 |
| S2 |
120-202 |
120-202 |
121-012 |
|
| S3 |
120-064 |
120-141 |
120-319 |
|
| S4 |
119-246 |
120-003 |
120-281 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-197 |
123-055 |
121-074 |
|
| R3 |
122-187 |
122-045 |
120-303 |
|
| R2 |
121-177 |
121-177 |
120-272 |
|
| R1 |
121-035 |
121-035 |
120-242 |
121-106 |
| PP |
120-167 |
120-167 |
120-167 |
120-203 |
| S1 |
120-025 |
120-025 |
120-182 |
120-096 |
| S2 |
119-157 |
119-157 |
120-152 |
|
| S3 |
118-147 |
119-015 |
120-121 |
|
| S4 |
117-137 |
118-005 |
120-030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-080 |
120-130 |
0-270 |
0.7% |
0-123 |
0.3% |
84% |
True |
False |
48,409 |
| 10 |
121-080 |
119-177 |
1-223 |
1.4% |
0-127 |
0.3% |
92% |
True |
False |
407,361 |
| 20 |
121-080 |
118-220 |
2-180 |
2.1% |
0-125 |
0.3% |
95% |
True |
False |
533,438 |
| 40 |
121-080 |
116-115 |
4-285 |
4.0% |
0-127 |
0.3% |
97% |
True |
False |
552,179 |
| 60 |
121-080 |
116-047 |
5-033 |
4.2% |
0-139 |
0.4% |
97% |
True |
False |
570,647 |
| 80 |
121-080 |
115-060 |
6-020 |
5.0% |
0-143 |
0.4% |
98% |
True |
False |
542,519 |
| 100 |
121-080 |
115-040 |
6-040 |
5.1% |
0-130 |
0.3% |
98% |
True |
False |
434,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-026 |
|
2.618 |
122-121 |
|
1.618 |
121-303 |
|
1.000 |
121-218 |
|
0.618 |
121-165 |
|
HIGH |
121-080 |
|
0.618 |
121-027 |
|
0.500 |
121-011 |
|
0.382 |
120-315 |
|
LOW |
120-262 |
|
0.618 |
120-177 |
|
1.000 |
120-124 |
|
1.618 |
120-039 |
|
2.618 |
119-221 |
|
4.250 |
118-316 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-028 |
121-012 |
| PP |
121-020 |
120-308 |
| S1 |
121-011 |
120-284 |
|