ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
119-040 |
118-120 |
-0-240 |
-0.6% |
118-270 |
| High |
119-040 |
118-120 |
-0-240 |
-0.6% |
119-200 |
| Low |
119-040 |
118-120 |
-0-240 |
-0.6% |
118-250 |
| Close |
118-190 |
118-120 |
-0-070 |
-0.2% |
119-200 |
| Range |
|
|
|
|
|
| ATR |
0-000 |
0-074 |
0-074 |
|
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-120 |
118-120 |
118-120 |
|
| R3 |
118-120 |
118-120 |
118-120 |
|
| R2 |
118-120 |
118-120 |
118-120 |
|
| R1 |
118-120 |
118-120 |
118-120 |
118-120 |
| PP |
118-120 |
118-120 |
118-120 |
118-120 |
| S1 |
118-120 |
118-120 |
118-120 |
118-120 |
| S2 |
118-120 |
118-120 |
118-120 |
|
| S3 |
118-120 |
118-120 |
118-120 |
|
| S4 |
118-120 |
118-120 |
118-120 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-280 |
121-190 |
120-028 |
|
| R3 |
121-010 |
120-240 |
119-274 |
|
| R2 |
120-060 |
120-060 |
119-250 |
|
| R1 |
119-290 |
119-290 |
119-225 |
120-015 |
| PP |
119-110 |
119-110 |
119-110 |
119-132 |
| S1 |
119-020 |
119-020 |
119-175 |
119-065 |
| S2 |
118-160 |
118-160 |
119-150 |
|
| S3 |
117-210 |
118-070 |
119-126 |
|
| S4 |
116-260 |
117-120 |
119-052 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-120 |
|
2.618 |
118-120 |
|
1.618 |
118-120 |
|
1.000 |
118-120 |
|
0.618 |
118-120 |
|
HIGH |
118-120 |
|
0.618 |
118-120 |
|
0.500 |
118-120 |
|
0.382 |
118-120 |
|
LOW |
118-120 |
|
0.618 |
118-120 |
|
1.000 |
118-120 |
|
1.618 |
118-120 |
|
2.618 |
118-120 |
|
4.250 |
118-120 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-120 |
118-280 |
| PP |
118-120 |
118-227 |
| S1 |
118-120 |
118-173 |
|