ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-102 |
120-130 |
0-028 |
0.1% |
120-262 |
| High |
120-197 |
120-222 |
0-025 |
0.1% |
120-315 |
| Low |
120-097 |
120-087 |
-0-010 |
0.0% |
120-042 |
| Close |
120-165 |
120-140 |
-0-025 |
-0.1% |
120-165 |
| Range |
0-100 |
0-135 |
0-035 |
35.0% |
0-273 |
| ATR |
0-158 |
0-156 |
-0-002 |
-1.0% |
0-000 |
| Volume |
504,005 |
569,904 |
65,899 |
13.1% |
2,606,297 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-235 |
121-162 |
120-214 |
|
| R3 |
121-100 |
121-027 |
120-177 |
|
| R2 |
120-285 |
120-285 |
120-165 |
|
| R1 |
120-212 |
120-212 |
120-152 |
120-248 |
| PP |
120-150 |
120-150 |
120-150 |
120-168 |
| S1 |
120-077 |
120-077 |
120-128 |
120-114 |
| S2 |
120-015 |
120-015 |
120-115 |
|
| S3 |
119-200 |
119-262 |
120-103 |
|
| S4 |
119-065 |
119-127 |
120-066 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-033 |
122-212 |
120-315 |
|
| R3 |
122-080 |
121-259 |
120-240 |
|
| R2 |
121-127 |
121-127 |
120-215 |
|
| R1 |
120-306 |
120-306 |
120-190 |
120-240 |
| PP |
120-174 |
120-174 |
120-174 |
120-141 |
| S1 |
120-033 |
120-033 |
120-140 |
119-287 |
| S2 |
119-221 |
119-221 |
120-115 |
|
| S3 |
118-268 |
119-080 |
120-090 |
|
| S4 |
117-315 |
118-127 |
120-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-300 |
120-042 |
0-258 |
0.7% |
0-131 |
0.3% |
38% |
False |
False |
548,066 |
| 10 |
121-032 |
120-042 |
0-310 |
0.8% |
0-136 |
0.4% |
32% |
False |
False |
603,546 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-176 |
0.5% |
72% |
False |
False |
670,281 |
| 40 |
121-032 |
118-242 |
2-110 |
1.9% |
0-163 |
0.4% |
72% |
False |
False |
655,436 |
| 60 |
121-032 |
117-030 |
4-002 |
3.3% |
0-138 |
0.4% |
83% |
False |
False |
460,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-156 |
|
2.618 |
121-255 |
|
1.618 |
121-120 |
|
1.000 |
121-037 |
|
0.618 |
120-305 |
|
HIGH |
120-222 |
|
0.618 |
120-170 |
|
0.500 |
120-154 |
|
0.382 |
120-139 |
|
LOW |
120-087 |
|
0.618 |
120-004 |
|
1.000 |
119-272 |
|
1.618 |
119-189 |
|
2.618 |
119-054 |
|
4.250 |
118-153 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-154 |
120-144 |
| PP |
120-150 |
120-142 |
| S1 |
120-145 |
120-141 |
|