ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-160 |
120-262 |
0-102 |
0.3% |
120-082 |
| High |
120-267 |
120-315 |
0-048 |
0.1% |
121-032 |
| Low |
120-137 |
120-235 |
0-098 |
0.3% |
120-027 |
| Close |
120-260 |
120-280 |
0-020 |
0.1% |
120-260 |
| Range |
0-130 |
0-080 |
-0-050 |
-38.5% |
1-005 |
| ATR |
0-175 |
0-168 |
-0-007 |
-3.9% |
0-000 |
| Volume |
589,543 |
435,871 |
-153,672 |
-26.1% |
3,520,922 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-197 |
121-158 |
121-004 |
|
| R3 |
121-117 |
121-078 |
120-302 |
|
| R2 |
121-037 |
121-037 |
120-295 |
|
| R1 |
120-318 |
120-318 |
120-287 |
121-018 |
| PP |
120-277 |
120-277 |
120-277 |
120-286 |
| S1 |
120-238 |
120-238 |
120-273 |
120-258 |
| S2 |
120-197 |
120-197 |
120-265 |
|
| S3 |
120-117 |
120-158 |
120-258 |
|
| S4 |
120-037 |
120-078 |
120-236 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-228 |
123-089 |
121-119 |
|
| R3 |
122-223 |
122-084 |
121-029 |
|
| R2 |
121-218 |
121-218 |
121-000 |
|
| R1 |
121-079 |
121-079 |
120-290 |
121-148 |
| PP |
120-213 |
120-213 |
120-213 |
120-248 |
| S1 |
120-074 |
120-074 |
120-230 |
120-144 |
| S2 |
119-208 |
119-208 |
120-200 |
|
| S3 |
118-203 |
119-069 |
120-171 |
|
| S4 |
117-198 |
118-064 |
120-081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-032 |
120-107 |
0-245 |
0.6% |
0-141 |
0.4% |
71% |
False |
False |
659,026 |
| 10 |
121-032 |
118-302 |
2-050 |
1.8% |
0-180 |
0.5% |
90% |
False |
False |
690,478 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-179 |
0.5% |
90% |
False |
False |
678,785 |
| 40 |
121-032 |
118-040 |
2-312 |
2.5% |
0-159 |
0.4% |
92% |
False |
False |
617,996 |
| 60 |
121-032 |
116-070 |
4-282 |
4.0% |
0-129 |
0.3% |
95% |
False |
False |
415,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-015 |
|
2.618 |
121-204 |
|
1.618 |
121-124 |
|
1.000 |
121-075 |
|
0.618 |
121-044 |
|
HIGH |
120-315 |
|
0.618 |
120-284 |
|
0.500 |
120-275 |
|
0.382 |
120-266 |
|
LOW |
120-235 |
|
0.618 |
120-186 |
|
1.000 |
120-155 |
|
1.618 |
120-106 |
|
2.618 |
120-026 |
|
4.250 |
119-215 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-278 |
120-262 |
| PP |
120-277 |
120-244 |
| S1 |
120-275 |
120-226 |
|