ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-290 |
122-130 |
0-160 |
0.4% |
121-040 |
| High |
122-155 |
122-215 |
0-060 |
0.2% |
122-150 |
| Low |
121-235 |
122-005 |
0-090 |
0.2% |
120-285 |
| Close |
122-135 |
122-055 |
-0-080 |
-0.2% |
122-090 |
| Range |
0-240 |
0-210 |
-0-030 |
-12.5% |
1-185 |
| ATR |
0-201 |
0-202 |
0-001 |
0.3% |
0-000 |
| Volume |
1,245,750 |
1,296,047 |
50,297 |
4.0% |
5,570,529 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-082 |
123-278 |
122-170 |
|
| R3 |
123-192 |
123-068 |
122-113 |
|
| R2 |
122-302 |
122-302 |
122-094 |
|
| R1 |
122-178 |
122-178 |
122-074 |
122-135 |
| PP |
122-092 |
122-092 |
122-092 |
122-070 |
| S1 |
121-288 |
121-288 |
122-036 |
121-245 |
| S2 |
121-202 |
121-202 |
122-016 |
|
| S3 |
120-312 |
121-078 |
121-317 |
|
| S4 |
120-102 |
120-188 |
121-260 |
|
|
| 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 |
122-215 |
121-170 |
1-045 |
0.9% |
0-216 |
0.6% |
56% |
True |
False |
1,232,752 |
| 10 |
122-215 |
120-250 |
1-285 |
1.5% |
0-188 |
0.5% |
74% |
True |
False |
1,067,683 |
| 20 |
122-215 |
119-015 |
3-200 |
3.0% |
0-188 |
0.5% |
86% |
True |
False |
1,015,763 |
| 40 |
122-215 |
117-295 |
4-240 |
3.9% |
0-205 |
0.5% |
89% |
True |
False |
1,034,606 |
| 60 |
122-215 |
116-280 |
5-255 |
4.7% |
0-224 |
0.6% |
91% |
True |
False |
1,003,699 |
| 80 |
122-215 |
116-040 |
6-175 |
5.4% |
0-226 |
0.6% |
92% |
True |
False |
754,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-148 |
|
2.618 |
124-125 |
|
1.618 |
123-235 |
|
1.000 |
123-105 |
|
0.618 |
123-025 |
|
HIGH |
122-215 |
|
0.618 |
122-135 |
|
0.500 |
122-110 |
|
0.382 |
122-085 |
|
LOW |
122-005 |
|
0.618 |
121-195 |
|
1.000 |
121-115 |
|
1.618 |
120-305 |
|
2.618 |
120-095 |
|
4.250 |
119-072 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-110 |
122-065 |
| PP |
122-092 |
122-062 |
| S1 |
122-073 |
122-058 |
|