ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-130 |
120-140 |
0-010 |
0.0% |
120-262 |
| High |
120-222 |
120-245 |
0-023 |
0.1% |
120-315 |
| Low |
120-087 |
120-065 |
-0-022 |
-0.1% |
120-042 |
| Close |
120-140 |
120-222 |
0-082 |
0.2% |
120-165 |
| Range |
0-135 |
0-180 |
0-045 |
33.3% |
0-273 |
| ATR |
0-156 |
0-158 |
0-002 |
1.1% |
0-000 |
| Volume |
569,904 |
521,529 |
-48,375 |
-8.5% |
2,606,297 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-077 |
122-010 |
121-001 |
|
| R3 |
121-217 |
121-150 |
120-272 |
|
| R2 |
121-037 |
121-037 |
120-255 |
|
| R1 |
120-290 |
120-290 |
120-238 |
121-004 |
| PP |
120-177 |
120-177 |
120-177 |
120-194 |
| S1 |
120-110 |
120-110 |
120-206 |
120-144 |
| S2 |
119-317 |
119-317 |
120-189 |
|
| S3 |
119-137 |
119-250 |
120-172 |
|
| S4 |
118-277 |
119-070 |
120-123 |
|
|
| 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 |
120-267 |
120-042 |
0-225 |
0.6% |
0-141 |
0.4% |
80% |
False |
False |
537,994 |
| 10 |
120-315 |
120-042 |
0-273 |
0.7% |
0-131 |
0.3% |
66% |
False |
False |
566,891 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-176 |
0.5% |
83% |
False |
False |
665,296 |
| 40 |
121-032 |
118-242 |
2-110 |
1.9% |
0-164 |
0.4% |
83% |
False |
False |
651,932 |
| 60 |
121-032 |
117-030 |
4-002 |
3.3% |
0-141 |
0.4% |
90% |
False |
False |
469,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-050 |
|
2.618 |
122-076 |
|
1.618 |
121-216 |
|
1.000 |
121-105 |
|
0.618 |
121-036 |
|
HIGH |
120-245 |
|
0.618 |
120-176 |
|
0.500 |
120-155 |
|
0.382 |
120-134 |
|
LOW |
120-065 |
|
0.618 |
119-274 |
|
1.000 |
119-205 |
|
1.618 |
119-094 |
|
2.618 |
118-234 |
|
4.250 |
117-260 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-200 |
120-200 |
| PP |
120-177 |
120-177 |
| S1 |
120-155 |
120-155 |
|