ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-060 |
122-210 |
0-150 |
0.4% |
122-055 |
| High |
122-310 |
122-260 |
-0-050 |
-0.1% |
122-310 |
| Low |
122-020 |
122-130 |
0-110 |
0.3% |
121-235 |
| Close |
122-160 |
122-240 |
0-080 |
0.2% |
122-160 |
| Range |
0-290 |
0-130 |
-0-160 |
-55.2% |
1-075 |
| ATR |
0-208 |
0-203 |
-0-006 |
-2.7% |
0-000 |
| Volume |
1,406,660 |
780,622 |
-626,038 |
-44.5% |
5,862,523 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-280 |
123-230 |
122-312 |
|
| R3 |
123-150 |
123-100 |
122-276 |
|
| R2 |
123-020 |
123-020 |
122-264 |
|
| R1 |
122-290 |
122-290 |
122-252 |
122-315 |
| PP |
122-210 |
122-210 |
122-210 |
122-222 |
| S1 |
122-160 |
122-160 |
122-228 |
122-185 |
| S2 |
122-080 |
122-080 |
122-216 |
|
| S3 |
121-270 |
122-030 |
122-204 |
|
| S4 |
121-140 |
121-220 |
122-168 |
|
|
| 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% |
0-207 |
0.5% |
82% |
False |
False |
1,133,770 |
| 10 |
122-310 |
121-065 |
1-245 |
1.4% |
0-198 |
0.5% |
88% |
False |
False |
1,146,479 |
| 20 |
122-310 |
119-165 |
3-145 |
2.8% |
0-184 |
0.5% |
94% |
False |
False |
1,005,519 |
| 40 |
122-310 |
117-295 |
5-015 |
4.1% |
0-200 |
0.5% |
96% |
False |
False |
1,027,658 |
| 60 |
122-310 |
117-060 |
5-250 |
4.7% |
0-224 |
0.6% |
96% |
False |
False |
1,039,025 |
| 80 |
122-310 |
116-040 |
6-270 |
5.6% |
0-225 |
0.6% |
97% |
False |
False |
781,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-172 |
|
2.618 |
123-280 |
|
1.618 |
123-150 |
|
1.000 |
123-070 |
|
0.618 |
123-020 |
|
HIGH |
122-260 |
|
0.618 |
122-210 |
|
0.500 |
122-195 |
|
0.382 |
122-180 |
|
LOW |
122-130 |
|
0.618 |
122-050 |
|
1.000 |
122-000 |
|
1.618 |
121-240 |
|
2.618 |
121-110 |
|
4.250 |
120-218 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-225 |
122-212 |
| PP |
122-210 |
122-185 |
| S1 |
122-195 |
122-158 |
|