ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-082 |
120-182 |
0-100 |
0.3% |
118-315 |
| High |
120-210 |
121-032 |
0-142 |
0.4% |
120-090 |
| Low |
120-027 |
120-125 |
0-098 |
0.3% |
118-302 |
| Close |
120-192 |
120-200 |
0-008 |
0.0% |
120-045 |
| Range |
0-183 |
0-227 |
0-044 |
24.0% |
1-108 |
| ATR |
0-182 |
0-185 |
0-003 |
1.8% |
0-000 |
| Volume |
661,659 |
888,078 |
226,419 |
34.2% |
2,947,989 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-267 |
122-140 |
121-005 |
|
| R3 |
122-040 |
121-233 |
120-262 |
|
| R2 |
121-133 |
121-133 |
120-242 |
|
| R1 |
121-006 |
121-006 |
120-221 |
121-070 |
| PP |
120-226 |
120-226 |
120-226 |
120-257 |
| S1 |
120-099 |
120-099 |
120-179 |
120-162 |
| S2 |
119-319 |
119-319 |
120-158 |
|
| S3 |
119-092 |
119-192 |
120-138 |
|
| S4 |
118-185 |
118-285 |
120-075 |
|
|
| 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 |
121-032 |
119-035 |
1-317 |
1.7% |
0-223 |
0.6% |
76% |
True |
False |
774,841 |
| 10 |
121-032 |
118-242 |
2-110 |
1.9% |
0-222 |
0.6% |
80% |
True |
False |
763,701 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-192 |
0.5% |
80% |
True |
False |
711,712 |
| 40 |
121-032 |
117-220 |
3-132 |
2.8% |
0-160 |
0.4% |
86% |
True |
False |
560,819 |
| 60 |
121-032 |
116-030 |
5-002 |
4.2% |
0-122 |
0.3% |
91% |
True |
False |
374,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-037 |
|
2.618 |
122-306 |
|
1.618 |
122-079 |
|
1.000 |
121-259 |
|
0.618 |
121-172 |
|
HIGH |
121-032 |
|
0.618 |
120-265 |
|
0.500 |
120-238 |
|
0.382 |
120-212 |
|
LOW |
120-125 |
|
0.618 |
119-305 |
|
1.000 |
119-218 |
|
1.618 |
119-078 |
|
2.618 |
118-171 |
|
4.250 |
117-120 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-238 |
120-144 |
| PP |
120-226 |
120-089 |
| S1 |
120-213 |
120-034 |
|