ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
122-290 |
122-257 |
-0-033 |
-0.1% |
122-282 |
| High |
123-030 |
123-030 |
0-000 |
0.0% |
123-100 |
| Low |
122-242 |
122-222 |
-0-020 |
-0.1% |
122-195 |
| Close |
122-272 |
122-245 |
-0-027 |
-0.1% |
123-077 |
| Range |
0-108 |
0-128 |
0-020 |
18.5% |
0-225 |
| ATR |
0-139 |
0-138 |
-0-001 |
-0.6% |
0-000 |
| Volume |
499,310 |
582,402 |
83,092 |
16.6% |
1,988,805 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-016 |
123-259 |
122-315 |
|
| R3 |
123-208 |
123-131 |
122-280 |
|
| R2 |
123-080 |
123-080 |
122-268 |
|
| R1 |
123-003 |
123-003 |
122-257 |
122-298 |
| PP |
122-272 |
122-272 |
122-272 |
122-260 |
| S1 |
122-195 |
122-195 |
122-233 |
122-170 |
| S2 |
122-144 |
122-144 |
122-222 |
|
| S3 |
122-016 |
122-067 |
122-210 |
|
| S4 |
121-208 |
121-259 |
122-175 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-052 |
124-290 |
123-201 |
|
| R3 |
124-147 |
124-065 |
123-139 |
|
| R2 |
123-242 |
123-242 |
123-118 |
|
| R1 |
123-160 |
123-160 |
123-098 |
123-201 |
| PP |
123-017 |
123-017 |
123-017 |
123-038 |
| S1 |
122-255 |
122-255 |
123-056 |
122-296 |
| S2 |
122-112 |
122-112 |
123-036 |
|
| S3 |
121-207 |
122-030 |
123-015 |
|
| S4 |
120-302 |
121-125 |
122-273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-117 |
122-222 |
0-215 |
0.5% |
0-129 |
0.3% |
11% |
False |
True |
510,840 |
| 10 |
123-117 |
122-107 |
1-010 |
0.8% |
0-136 |
0.3% |
42% |
False |
False |
523,003 |
| 20 |
123-117 |
122-000 |
1-117 |
1.1% |
0-140 |
0.4% |
56% |
False |
False |
360,568 |
| 40 |
123-117 |
119-020 |
4-097 |
3.5% |
0-118 |
0.3% |
86% |
False |
False |
180,977 |
| 60 |
123-117 |
117-270 |
5-167 |
4.5% |
0-079 |
0.2% |
89% |
False |
False |
120,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-254 |
|
2.618 |
124-045 |
|
1.618 |
123-237 |
|
1.000 |
123-158 |
|
0.618 |
123-109 |
|
HIGH |
123-030 |
|
0.618 |
122-301 |
|
0.500 |
122-286 |
|
0.382 |
122-271 |
|
LOW |
122-222 |
|
0.618 |
122-143 |
|
1.000 |
122-094 |
|
1.618 |
122-015 |
|
2.618 |
121-207 |
|
4.250 |
120-318 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-286 |
123-010 |
| PP |
122-272 |
122-301 |
| S1 |
122-259 |
122-273 |
|