ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-262 |
120-255 |
-0-007 |
0.0% |
120-082 |
| High |
120-315 |
120-300 |
-0-015 |
0.0% |
121-032 |
| Low |
120-235 |
120-172 |
-0-063 |
-0.2% |
120-027 |
| Close |
120-280 |
120-257 |
-0-023 |
-0.1% |
120-260 |
| Range |
0-080 |
0-128 |
0-048 |
60.0% |
1-005 |
| ATR |
0-168 |
0-165 |
-0-003 |
-1.7% |
0-000 |
| Volume |
435,871 |
571,888 |
136,017 |
31.2% |
3,520,922 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-307 |
121-250 |
121-007 |
|
| R3 |
121-179 |
121-122 |
120-292 |
|
| R2 |
121-051 |
121-051 |
120-280 |
|
| R1 |
120-314 |
120-314 |
120-269 |
121-022 |
| PP |
120-243 |
120-243 |
120-243 |
120-257 |
| S1 |
120-186 |
120-186 |
120-245 |
120-214 |
| S2 |
120-115 |
120-115 |
120-234 |
|
| S3 |
119-307 |
120-058 |
120-222 |
|
| S4 |
119-179 |
119-250 |
120-187 |
|
|
| 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 |
120-315 |
120-107 |
0-208 |
0.5% |
0-122 |
0.3% |
72% |
False |
False |
595,788 |
| 10 |
121-032 |
119-035 |
1-317 |
1.6% |
0-172 |
0.4% |
85% |
False |
False |
685,315 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-179 |
0.5% |
87% |
False |
False |
682,382 |
| 40 |
121-032 |
118-070 |
2-282 |
2.4% |
0-161 |
0.4% |
90% |
False |
False |
631,351 |
| 60 |
121-032 |
116-160 |
4-192 |
3.8% |
0-131 |
0.3% |
94% |
False |
False |
424,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-204 |
|
2.618 |
121-315 |
|
1.618 |
121-187 |
|
1.000 |
121-108 |
|
0.618 |
121-059 |
|
HIGH |
120-300 |
|
0.618 |
120-251 |
|
0.500 |
120-236 |
|
0.382 |
120-221 |
|
LOW |
120-172 |
|
0.618 |
120-093 |
|
1.000 |
120-044 |
|
1.618 |
119-285 |
|
2.618 |
119-157 |
|
4.250 |
118-268 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-250 |
120-247 |
| PP |
120-243 |
120-236 |
| S1 |
120-236 |
120-226 |
|