ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-130 |
122-060 |
-0-070 |
-0.2% |
122-055 |
| High |
122-215 |
122-310 |
0-095 |
0.2% |
122-310 |
| Low |
122-005 |
122-020 |
0-015 |
0.0% |
121-235 |
| Close |
122-055 |
122-160 |
0-105 |
0.3% |
122-160 |
| Range |
0-210 |
0-290 |
0-080 |
38.1% |
1-075 |
| ATR |
0-202 |
0-208 |
0-006 |
3.1% |
0-000 |
| Volume |
1,296,047 |
1,406,660 |
110,613 |
8.5% |
5,862,523 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-073 |
124-247 |
123-000 |
|
| R3 |
124-103 |
123-277 |
122-240 |
|
| R2 |
123-133 |
123-133 |
122-213 |
|
| R1 |
122-307 |
122-307 |
122-187 |
123-060 |
| PP |
122-163 |
122-163 |
122-163 |
122-200 |
| S1 |
122-017 |
122-017 |
122-133 |
122-090 |
| S2 |
121-193 |
121-193 |
122-107 |
|
| S3 |
120-223 |
121-047 |
122-080 |
|
| S4 |
119-253 |
120-077 |
122-000 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-033 |
125-172 |
123-057 |
|
| R3 |
124-278 |
124-097 |
122-269 |
|
| R2 |
123-203 |
123-203 |
122-232 |
|
| R1 |
123-022 |
123-022 |
122-196 |
123-112 |
| PP |
122-128 |
122-128 |
122-128 |
122-174 |
| S1 |
121-267 |
121-267 |
122-124 |
122-038 |
| S2 |
121-053 |
121-053 |
122-088 |
|
| S3 |
119-298 |
120-192 |
122-051 |
|
| S4 |
118-223 |
119-117 |
121-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-310 |
121-235 |
1-075 |
1.0% |
0-214 |
0.5% |
62% |
True |
False |
1,172,504 |
| 10 |
122-310 |
120-285 |
2-025 |
1.7% |
0-202 |
0.5% |
77% |
True |
False |
1,143,305 |
| 20 |
122-310 |
119-015 |
3-295 |
3.2% |
0-192 |
0.5% |
88% |
True |
False |
1,019,642 |
| 40 |
122-310 |
117-295 |
5-015 |
4.1% |
0-202 |
0.5% |
91% |
True |
False |
1,034,563 |
| 60 |
122-310 |
117-050 |
5-260 |
4.7% |
0-226 |
0.6% |
92% |
True |
False |
1,026,536 |
| 80 |
122-310 |
116-040 |
6-270 |
5.6% |
0-228 |
0.6% |
93% |
True |
False |
771,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-262 |
|
2.618 |
125-109 |
|
1.618 |
124-139 |
|
1.000 |
123-280 |
|
0.618 |
123-169 |
|
HIGH |
122-310 |
|
0.618 |
122-199 |
|
0.500 |
122-165 |
|
0.382 |
122-131 |
|
LOW |
122-020 |
|
0.618 |
121-161 |
|
1.000 |
121-050 |
|
1.618 |
120-191 |
|
2.618 |
119-221 |
|
4.250 |
118-068 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-165 |
122-144 |
| PP |
122-163 |
122-128 |
| S1 |
122-162 |
122-112 |
|