ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-225 |
120-157 |
-0-068 |
-0.2% |
120-262 |
| High |
120-257 |
120-262 |
0-005 |
0.0% |
120-315 |
| Low |
120-125 |
120-157 |
0-032 |
0.1% |
120-042 |
| Close |
120-157 |
120-220 |
0-063 |
0.2% |
120-165 |
| Range |
0-132 |
0-105 |
-0-027 |
-20.5% |
0-273 |
| ATR |
0-156 |
0-153 |
-0-004 |
-2.3% |
0-000 |
| Volume |
661,148 |
554,667 |
-106,481 |
-16.1% |
2,606,297 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-208 |
121-159 |
120-278 |
|
| R3 |
121-103 |
121-054 |
120-249 |
|
| R2 |
120-318 |
120-318 |
120-239 |
|
| R1 |
120-269 |
120-269 |
120-230 |
120-294 |
| PP |
120-213 |
120-213 |
120-213 |
120-225 |
| S1 |
120-164 |
120-164 |
120-210 |
120-188 |
| S2 |
120-108 |
120-108 |
120-201 |
|
| S3 |
120-003 |
120-059 |
120-191 |
|
| S4 |
119-218 |
119-274 |
120-162 |
|
|
| 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 |
120-262 |
120-065 |
0-197 |
0.5% |
0-130 |
0.3% |
79% |
True |
False |
562,250 |
| 10 |
120-315 |
120-042 |
0-273 |
0.7% |
0-128 |
0.3% |
65% |
False |
False |
550,308 |
| 20 |
121-032 |
118-242 |
2-110 |
1.9% |
0-165 |
0.4% |
82% |
False |
False |
645,881 |
| 40 |
121-032 |
118-242 |
2-110 |
1.9% |
0-162 |
0.4% |
82% |
False |
False |
652,439 |
| 60 |
121-032 |
117-150 |
3-202 |
3.0% |
0-145 |
0.4% |
89% |
False |
False |
489,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-068 |
|
2.618 |
121-217 |
|
1.618 |
121-112 |
|
1.000 |
121-047 |
|
0.618 |
121-007 |
|
HIGH |
120-262 |
|
0.618 |
120-222 |
|
0.500 |
120-210 |
|
0.382 |
120-197 |
|
LOW |
120-157 |
|
0.618 |
120-092 |
|
1.000 |
120-052 |
|
1.618 |
119-307 |
|
2.618 |
119-202 |
|
4.250 |
119-031 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-216 |
120-201 |
| PP |
120-213 |
120-182 |
| S1 |
120-210 |
120-164 |
|