ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
119-217 |
119-097 |
-0-120 |
-0.3% |
118-315 |
| High |
119-220 |
120-090 |
0-190 |
0.5% |
120-090 |
| Low |
119-052 |
119-035 |
-0-017 |
0.0% |
118-302 |
| Close |
119-082 |
120-045 |
0-283 |
0.7% |
120-045 |
| Range |
0-168 |
1-055 |
0-207 |
123.2% |
1-108 |
| ATR |
0-167 |
0-182 |
0-015 |
8.9% |
0-000 |
| Volume |
712,699 |
907,155 |
194,456 |
27.3% |
2,947,989 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-115 |
122-295 |
120-251 |
|
| R3 |
122-060 |
121-240 |
120-148 |
|
| R2 |
121-005 |
121-005 |
120-114 |
|
| R1 |
120-185 |
120-185 |
120-079 |
120-255 |
| PP |
119-270 |
119-270 |
119-270 |
119-305 |
| S1 |
119-130 |
119-130 |
120-011 |
119-200 |
| S2 |
118-215 |
118-215 |
119-296 |
|
| S3 |
117-160 |
118-075 |
119-262 |
|
| S4 |
116-105 |
117-020 |
119-159 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-256 |
123-099 |
120-280 |
|
| R3 |
122-148 |
121-311 |
120-163 |
|
| R2 |
121-040 |
121-040 |
120-123 |
|
| R1 |
120-203 |
120-203 |
120-084 |
120-282 |
| PP |
119-252 |
119-252 |
119-252 |
119-292 |
| S1 |
119-095 |
119-095 |
120-006 |
119-174 |
| S2 |
118-144 |
118-144 |
119-287 |
|
| S3 |
117-036 |
117-307 |
119-247 |
|
| S4 |
115-248 |
116-199 |
119-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-090 |
118-242 |
1-168 |
1.3% |
0-217 |
0.6% |
91% |
True |
False |
710,808 |
| 10 |
120-307 |
118-242 |
2-065 |
1.8% |
0-217 |
0.6% |
63% |
False |
False |
720,044 |
| 20 |
120-307 |
118-242 |
2-065 |
1.8% |
0-184 |
0.5% |
63% |
False |
False |
689,399 |
| 40 |
120-307 |
117-220 |
3-087 |
2.7% |
0-156 |
0.4% |
75% |
False |
False |
522,702 |
| 60 |
120-307 |
115-200 |
5-107 |
4.4% |
0-115 |
0.3% |
85% |
False |
False |
349,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-084 |
|
2.618 |
123-112 |
|
1.618 |
122-057 |
|
1.000 |
121-145 |
|
0.618 |
121-002 |
|
HIGH |
120-090 |
|
0.618 |
119-267 |
|
0.500 |
119-222 |
|
0.382 |
119-178 |
|
LOW |
119-035 |
|
0.618 |
118-123 |
|
1.000 |
117-300 |
|
1.618 |
117-068 |
|
2.618 |
116-013 |
|
4.250 |
114-041 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-318 |
119-318 |
| PP |
119-270 |
119-270 |
| S1 |
119-222 |
119-222 |
|