ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-205 |
122-050 |
0-165 |
0.4% |
121-040 |
| High |
122-070 |
122-150 |
0-080 |
0.2% |
122-150 |
| Low |
121-180 |
121-170 |
-0-010 |
0.0% |
120-285 |
| Close |
122-020 |
122-090 |
0-070 |
0.2% |
122-090 |
| Range |
0-210 |
0-300 |
0-090 |
42.9% |
1-185 |
| ATR |
0-195 |
0-202 |
0-008 |
3.9% |
0-000 |
| Volume |
1,248,480 |
1,707,901 |
459,421 |
36.8% |
5,570,529 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-290 |
124-170 |
122-255 |
|
| R3 |
123-310 |
123-190 |
122-172 |
|
| R2 |
123-010 |
123-010 |
122-145 |
|
| R1 |
122-210 |
122-210 |
122-118 |
122-270 |
| PP |
122-030 |
122-030 |
122-030 |
122-060 |
| S1 |
121-230 |
121-230 |
122-062 |
121-290 |
| S2 |
121-050 |
121-050 |
122-035 |
|
| S3 |
120-070 |
120-250 |
122-008 |
|
| S4 |
119-090 |
119-270 |
121-245 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-197 |
126-008 |
123-048 |
|
| R3 |
125-012 |
124-143 |
122-229 |
|
| R2 |
123-147 |
123-147 |
122-183 |
|
| R1 |
122-278 |
122-278 |
122-136 |
123-052 |
| PP |
121-282 |
121-282 |
121-282 |
122-009 |
| S1 |
121-093 |
121-093 |
122-044 |
121-188 |
| S2 |
120-097 |
120-097 |
121-317 |
|
| S3 |
118-232 |
119-228 |
121-271 |
|
| S4 |
117-047 |
118-043 |
121-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-150 |
120-285 |
1-185 |
1.3% |
0-191 |
0.5% |
88% |
True |
False |
1,114,105 |
| 10 |
122-150 |
119-300 |
2-170 |
2.1% |
0-181 |
0.5% |
93% |
True |
False |
970,306 |
| 20 |
122-150 |
117-295 |
4-175 |
3.7% |
0-194 |
0.5% |
96% |
True |
False |
989,748 |
| 40 |
122-150 |
117-295 |
4-175 |
3.7% |
0-223 |
0.6% |
96% |
True |
False |
1,074,678 |
| 60 |
122-150 |
116-140 |
6-010 |
4.9% |
0-224 |
0.6% |
97% |
True |
False |
930,388 |
| 80 |
122-150 |
116-040 |
6-110 |
5.2% |
0-225 |
0.6% |
97% |
True |
False |
698,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-145 |
|
2.618 |
124-295 |
|
1.618 |
123-315 |
|
1.000 |
123-130 |
|
0.618 |
123-015 |
|
HIGH |
122-150 |
|
0.618 |
122-035 |
|
0.500 |
122-000 |
|
0.382 |
121-285 |
|
LOW |
121-170 |
|
0.618 |
120-305 |
|
1.000 |
120-190 |
|
1.618 |
120-005 |
|
2.618 |
119-025 |
|
4.250 |
117-175 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-060 |
122-046 |
| PP |
122-030 |
122-002 |
| S1 |
122-000 |
121-278 |
|