ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
119-167 |
119-217 |
0-050 |
0.1% |
120-262 |
| High |
119-282 |
119-220 |
-0-062 |
-0.2% |
120-307 |
| Low |
119-120 |
119-052 |
-0-068 |
-0.2% |
118-242 |
| Close |
119-232 |
119-082 |
-0-150 |
-0.4% |
118-312 |
| Range |
0-162 |
0-168 |
0-006 |
3.7% |
2-065 |
| ATR |
0-166 |
0-167 |
0-001 |
0.6% |
0-000 |
| Volume |
704,615 |
712,699 |
8,084 |
1.1% |
3,760,521 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-302 |
120-200 |
119-174 |
|
| R3 |
120-134 |
120-032 |
119-128 |
|
| R2 |
119-286 |
119-286 |
119-113 |
|
| R1 |
119-184 |
119-184 |
119-097 |
119-151 |
| PP |
119-118 |
119-118 |
119-118 |
119-102 |
| S1 |
119-016 |
119-016 |
119-067 |
118-303 |
| S2 |
118-270 |
118-270 |
119-051 |
|
| S3 |
118-102 |
118-168 |
119-036 |
|
| S4 |
117-254 |
118-000 |
118-310 |
|
|
| 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% |
44% |
False |
False |
715,201 |
| 10 |
120-307 |
118-242 |
2-065 |
1.8% |
0-198 |
0.5% |
23% |
False |
False |
709,958 |
| 20 |
120-307 |
118-242 |
2-065 |
1.8% |
0-174 |
0.5% |
23% |
False |
False |
682,823 |
| 40 |
120-307 |
117-150 |
3-157 |
2.9% |
0-151 |
0.4% |
51% |
False |
False |
500,227 |
| 60 |
120-307 |
115-150 |
5-157 |
4.6% |
0-109 |
0.3% |
69% |
False |
False |
334,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-294 |
|
2.618 |
121-020 |
|
1.618 |
120-172 |
|
1.000 |
120-068 |
|
0.618 |
120-004 |
|
HIGH |
119-220 |
|
0.618 |
119-156 |
|
0.500 |
119-136 |
|
0.382 |
119-116 |
|
LOW |
119-052 |
|
0.618 |
118-268 |
|
1.000 |
118-204 |
|
1.618 |
118-100 |
|
2.618 |
117-252 |
|
4.250 |
116-298 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-136 |
119-132 |
| PP |
119-118 |
119-115 |
| S1 |
119-100 |
119-099 |
|