ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
119-097 |
120-082 |
0-305 |
0.8% |
118-315 |
| High |
120-090 |
120-210 |
0-120 |
0.3% |
120-090 |
| Low |
119-035 |
120-027 |
0-312 |
0.8% |
118-302 |
| Close |
120-045 |
120-192 |
0-147 |
0.4% |
120-045 |
| Range |
1-055 |
0-183 |
-0-192 |
-51.2% |
1-108 |
| ATR |
0-182 |
0-182 |
0-000 |
0.1% |
0-000 |
| Volume |
907,155 |
661,659 |
-245,496 |
-27.1% |
2,947,989 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-052 |
121-305 |
120-293 |
|
| R3 |
121-189 |
121-122 |
120-242 |
|
| R2 |
121-006 |
121-006 |
120-226 |
|
| R1 |
120-259 |
120-259 |
120-209 |
120-292 |
| PP |
120-143 |
120-143 |
120-143 |
120-160 |
| S1 |
120-076 |
120-076 |
120-175 |
120-110 |
| S2 |
119-280 |
119-280 |
120-158 |
|
| S3 |
119-097 |
119-213 |
120-142 |
|
| S4 |
118-234 |
119-030 |
120-091 |
|
|
| 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 |
120-210 |
118-302 |
1-228 |
1.4% |
0-218 |
0.6% |
97% |
True |
False |
721,929 |
| 10 |
120-307 |
118-242 |
2-065 |
1.8% |
0-217 |
0.6% |
84% |
False |
False |
737,016 |
| 20 |
120-307 |
118-242 |
2-065 |
1.8% |
0-188 |
0.5% |
84% |
False |
False |
696,201 |
| 40 |
120-307 |
117-220 |
3-087 |
2.7% |
0-158 |
0.4% |
89% |
False |
False |
538,964 |
| 60 |
120-307 |
115-200 |
5-107 |
4.4% |
0-118 |
0.3% |
93% |
False |
False |
360,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-028 |
|
2.618 |
122-049 |
|
1.618 |
121-186 |
|
1.000 |
121-073 |
|
0.618 |
121-003 |
|
HIGH |
120-210 |
|
0.618 |
120-140 |
|
0.500 |
120-118 |
|
0.382 |
120-097 |
|
LOW |
120-027 |
|
0.618 |
119-234 |
|
1.000 |
119-164 |
|
1.618 |
119-051 |
|
2.618 |
118-188 |
|
4.250 |
117-209 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-168 |
120-116 |
| PP |
120-143 |
120-039 |
| S1 |
120-118 |
119-282 |
|