ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
118-315 |
119-167 |
0-172 |
0.5% |
120-262 |
| High |
119-185 |
119-282 |
0-097 |
0.3% |
120-307 |
| Low |
118-302 |
119-120 |
0-138 |
0.4% |
118-242 |
| Close |
119-157 |
119-232 |
0-075 |
0.2% |
118-312 |
| Range |
0-203 |
0-162 |
-0-041 |
-20.2% |
2-065 |
| ATR |
0-166 |
0-166 |
0-000 |
-0.2% |
0-000 |
| Volume |
623,520 |
704,615 |
81,095 |
13.0% |
3,760,521 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-057 |
120-307 |
120-001 |
|
| R3 |
120-215 |
120-145 |
119-277 |
|
| R2 |
120-053 |
120-053 |
119-262 |
|
| R1 |
119-303 |
119-303 |
119-247 |
120-018 |
| PP |
119-211 |
119-211 |
119-211 |
119-229 |
| S1 |
119-141 |
119-141 |
119-217 |
119-176 |
| S2 |
119-049 |
119-049 |
119-202 |
|
| S3 |
118-207 |
118-299 |
119-187 |
|
| S4 |
118-045 |
118-137 |
119-143 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-055 |
124-249 |
120-060 |
|
| R3 |
123-310 |
122-184 |
119-186 |
|
| R2 |
121-245 |
121-245 |
119-121 |
|
| R1 |
120-119 |
120-119 |
119-057 |
119-310 |
| PP |
119-180 |
119-180 |
119-180 |
119-116 |
| S1 |
118-054 |
118-054 |
118-247 |
117-244 |
| S2 |
117-115 |
117-115 |
118-183 |
|
| S3 |
115-050 |
115-309 |
118-118 |
|
| S4 |
112-305 |
113-244 |
117-244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-282 |
118-242 |
1-040 |
0.9% |
0-194 |
0.5% |
86% |
True |
False |
733,037 |
| 10 |
120-307 |
118-242 |
2-065 |
1.8% |
0-194 |
0.5% |
44% |
False |
False |
692,878 |
| 20 |
120-307 |
118-242 |
2-065 |
1.8% |
0-173 |
0.5% |
44% |
False |
False |
682,823 |
| 40 |
120-307 |
117-150 |
3-157 |
2.9% |
0-150 |
0.4% |
65% |
False |
False |
482,622 |
| 60 |
120-307 |
115-060 |
5-247 |
4.8% |
0-106 |
0.3% |
79% |
False |
False |
322,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-010 |
|
2.618 |
121-066 |
|
1.618 |
120-224 |
|
1.000 |
120-124 |
|
0.618 |
120-062 |
|
HIGH |
119-282 |
|
0.618 |
119-220 |
|
0.500 |
119-201 |
|
0.382 |
119-182 |
|
LOW |
119-120 |
|
0.618 |
119-020 |
|
1.000 |
118-278 |
|
1.618 |
118-178 |
|
2.618 |
118-016 |
|
4.250 |
117-072 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-222 |
119-189 |
| PP |
119-211 |
119-145 |
| S1 |
119-201 |
119-102 |
|