ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-245 |
120-230 |
-0-015 |
0.0% |
118-315 |
| High |
120-257 |
120-270 |
0-013 |
0.0% |
120-090 |
| Low |
120-107 |
120-150 |
0-043 |
0.1% |
118-302 |
| Close |
120-237 |
120-177 |
-0-060 |
-0.2% |
120-045 |
| Range |
0-150 |
0-120 |
-0-030 |
-20.0% |
1-108 |
| ATR |
0-182 |
0-178 |
-0-004 |
-2.4% |
0-000 |
| Volume |
738,466 |
643,176 |
-95,290 |
-12.9% |
2,947,989 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-239 |
121-168 |
120-243 |
|
| R3 |
121-119 |
121-048 |
120-210 |
|
| R2 |
120-319 |
120-319 |
120-199 |
|
| R1 |
120-248 |
120-248 |
120-188 |
120-224 |
| PP |
120-199 |
120-199 |
120-199 |
120-187 |
| S1 |
120-128 |
120-128 |
120-166 |
120-104 |
| S2 |
120-079 |
120-079 |
120-155 |
|
| S3 |
119-279 |
120-008 |
120-144 |
|
| S4 |
119-159 |
119-208 |
120-111 |
|
|
| 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% |
0-211 |
0.5% |
73% |
False |
False |
767,706 |
| 10 |
121-032 |
118-242 |
2-110 |
1.9% |
0-202 |
0.5% |
77% |
False |
False |
741,454 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-183 |
0.5% |
77% |
False |
False |
696,904 |
| 40 |
121-032 |
117-220 |
3-132 |
2.8% |
0-162 |
0.4% |
84% |
False |
False |
594,379 |
| 60 |
121-032 |
116-070 |
4-282 |
4.0% |
0-126 |
0.3% |
89% |
False |
False |
397,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-140 |
|
2.618 |
121-264 |
|
1.618 |
121-144 |
|
1.000 |
121-070 |
|
0.618 |
121-024 |
|
HIGH |
120-270 |
|
0.618 |
120-224 |
|
0.500 |
120-210 |
|
0.382 |
120-196 |
|
LOW |
120-150 |
|
0.618 |
120-076 |
|
1.000 |
120-030 |
|
1.618 |
119-276 |
|
2.618 |
119-156 |
|
4.250 |
118-280 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-210 |
120-230 |
| PP |
120-199 |
120-212 |
| S1 |
120-188 |
120-194 |
|