ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-115 |
121-290 |
-0-145 |
-0.4% |
121-040 |
| High |
122-135 |
122-155 |
0-020 |
0.1% |
122-150 |
| Low |
121-290 |
121-235 |
-0-055 |
-0.1% |
120-285 |
| Close |
122-030 |
122-135 |
0-105 |
0.3% |
122-090 |
| Range |
0-165 |
0-240 |
0-075 |
45.5% |
1-185 |
| ATR |
0-198 |
0-201 |
0-003 |
1.5% |
0-000 |
| Volume |
939,775 |
1,245,750 |
305,975 |
32.6% |
5,570,529 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-148 |
124-062 |
122-267 |
|
| R3 |
123-228 |
123-142 |
122-201 |
|
| R2 |
122-308 |
122-308 |
122-179 |
|
| R1 |
122-222 |
122-222 |
122-157 |
122-265 |
| PP |
122-068 |
122-068 |
122-068 |
122-090 |
| S1 |
121-302 |
121-302 |
122-113 |
122-025 |
| S2 |
121-148 |
121-148 |
122-091 |
|
| S3 |
120-228 |
121-062 |
122-069 |
|
| S4 |
119-308 |
120-142 |
122-003 |
|
|
| 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 |
121-170 |
1-000 |
0.8% |
0-216 |
0.6% |
89% |
False |
False |
1,223,239 |
| 10 |
122-170 |
120-155 |
2-015 |
1.7% |
0-188 |
0.5% |
95% |
False |
False |
1,052,131 |
| 20 |
122-170 |
118-240 |
3-250 |
3.1% |
0-189 |
0.5% |
97% |
False |
False |
1,005,426 |
| 40 |
122-170 |
117-295 |
4-195 |
3.8% |
0-214 |
0.5% |
98% |
False |
False |
1,053,072 |
| 60 |
122-170 |
116-230 |
5-260 |
4.7% |
0-224 |
0.6% |
98% |
False |
False |
982,430 |
| 80 |
122-170 |
116-040 |
6-130 |
5.2% |
0-226 |
0.6% |
98% |
False |
False |
738,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-215 |
|
2.618 |
124-143 |
|
1.618 |
123-223 |
|
1.000 |
123-075 |
|
0.618 |
122-303 |
|
HIGH |
122-155 |
|
0.618 |
122-063 |
|
0.500 |
122-035 |
|
0.382 |
122-007 |
|
LOW |
121-235 |
|
0.618 |
121-087 |
|
1.000 |
120-315 |
|
1.618 |
120-167 |
|
2.618 |
119-247 |
|
4.250 |
118-175 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-102 |
122-104 |
| PP |
122-068 |
122-073 |
| S1 |
122-035 |
122-042 |
|