ECBOT 5 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
120-217 |
121-095 |
0-198 |
0.5% |
120-130 |
| High |
121-187 |
121-285 |
0-098 |
0.3% |
121-187 |
| Low |
120-182 |
121-067 |
0-205 |
0.5% |
120-065 |
| Close |
121-142 |
121-217 |
0-075 |
0.2% |
121-142 |
| Range |
1-005 |
0-218 |
-0-107 |
-32.9% |
1-122 |
| ATR |
0-165 |
0-169 |
0-004 |
2.3% |
0-000 |
| Volume |
772,465 |
728,761 |
-43,704 |
-5.7% |
3,079,713 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-204 |
123-108 |
122-017 |
|
| R3 |
122-306 |
122-210 |
121-277 |
|
| R2 |
122-088 |
122-088 |
121-257 |
|
| R1 |
121-312 |
121-312 |
121-237 |
122-040 |
| PP |
121-190 |
121-190 |
121-190 |
121-214 |
| S1 |
121-094 |
121-094 |
121-197 |
121-142 |
| S2 |
120-292 |
120-292 |
121-177 |
|
| S3 |
120-074 |
120-196 |
121-157 |
|
| S4 |
119-176 |
119-298 |
121-097 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-071 |
124-228 |
122-065 |
|
| R3 |
123-269 |
123-106 |
121-264 |
|
| R2 |
122-147 |
122-147 |
121-223 |
|
| R1 |
121-304 |
121-304 |
121-183 |
122-066 |
| PP |
121-025 |
121-025 |
121-025 |
121-065 |
| S1 |
120-182 |
120-182 |
121-101 |
120-264 |
| S2 |
119-223 |
119-223 |
121-061 |
|
| S3 |
118-101 |
119-060 |
121-020 |
|
| S4 |
116-299 |
117-258 |
120-219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-285 |
120-065 |
1-220 |
1.4% |
0-192 |
0.5% |
87% |
True |
False |
647,714 |
| 10 |
121-285 |
120-042 |
1-243 |
1.4% |
0-161 |
0.4% |
88% |
True |
False |
597,890 |
| 20 |
121-285 |
118-302 |
2-303 |
2.4% |
0-171 |
0.4% |
93% |
True |
False |
644,184 |
| 40 |
121-285 |
118-242 |
3-043 |
2.6% |
0-168 |
0.4% |
93% |
True |
False |
655,581 |
| 60 |
121-285 |
117-150 |
4-135 |
3.6% |
0-153 |
0.4% |
95% |
True |
False |
514,450 |
| 80 |
121-285 |
115-000 |
6-285 |
5.7% |
0-119 |
0.3% |
97% |
True |
False |
386,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-252 |
|
2.618 |
123-216 |
|
1.618 |
122-318 |
|
1.000 |
122-183 |
|
0.618 |
122-100 |
|
HIGH |
121-285 |
|
0.618 |
121-202 |
|
0.500 |
121-176 |
|
0.382 |
121-150 |
|
LOW |
121-067 |
|
0.618 |
120-252 |
|
1.000 |
120-169 |
|
1.618 |
120-034 |
|
2.618 |
119-136 |
|
4.250 |
118-100 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-203 |
121-165 |
| PP |
121-190 |
121-113 |
| S1 |
121-176 |
121-061 |
|