ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-050 |
122-055 |
0-005 |
0.0% |
121-040 |
| High |
122-150 |
122-170 |
0-020 |
0.1% |
122-150 |
| Low |
121-170 |
122-005 |
0-155 |
0.4% |
120-285 |
| Close |
122-090 |
122-150 |
0-060 |
0.2% |
122-090 |
| Range |
0-300 |
0-165 |
-0-135 |
-45.0% |
1-185 |
| ATR |
0-202 |
0-200 |
-0-003 |
-1.3% |
0-000 |
| Volume |
1,707,901 |
974,291 |
-733,610 |
-43.0% |
5,570,529 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-283 |
123-222 |
122-241 |
|
| R3 |
123-118 |
123-057 |
122-195 |
|
| R2 |
122-273 |
122-273 |
122-180 |
|
| R1 |
122-212 |
122-212 |
122-165 |
122-242 |
| PP |
122-108 |
122-108 |
122-108 |
122-124 |
| S1 |
122-047 |
122-047 |
122-135 |
122-078 |
| S2 |
121-263 |
121-263 |
122-120 |
|
| S3 |
121-098 |
121-202 |
122-105 |
|
| S4 |
120-253 |
121-037 |
122-059 |
|
|
| 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 |
122-170 |
121-065 |
1-105 |
1.1% |
0-188 |
0.5% |
95% |
True |
False |
1,159,188 |
| 10 |
122-170 |
120-045 |
2-125 |
2.0% |
0-184 |
0.5% |
97% |
True |
False |
999,661 |
| 20 |
122-170 |
118-020 |
4-150 |
3.6% |
0-193 |
0.5% |
99% |
True |
False |
993,473 |
| 40 |
122-170 |
117-295 |
4-195 |
3.8% |
0-222 |
0.6% |
99% |
True |
False |
1,068,620 |
| 60 |
122-170 |
116-170 |
6-000 |
4.9% |
0-224 |
0.6% |
99% |
True |
False |
946,419 |
| 80 |
122-170 |
116-040 |
6-130 |
5.2% |
0-225 |
0.6% |
99% |
True |
False |
710,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-231 |
|
2.618 |
123-282 |
|
1.618 |
123-117 |
|
1.000 |
123-015 |
|
0.618 |
122-272 |
|
HIGH |
122-170 |
|
0.618 |
122-107 |
|
0.500 |
122-088 |
|
0.382 |
122-068 |
|
LOW |
122-005 |
|
0.618 |
121-223 |
|
1.000 |
121-160 |
|
1.618 |
121-058 |
|
2.618 |
120-213 |
|
4.250 |
119-264 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-129 |
122-103 |
| PP |
122-108 |
122-057 |
| S1 |
122-088 |
122-010 |
|