ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
122-250 |
122-305 |
0-055 |
0.1% |
122-055 |
High |
123-055 |
123-055 |
0-000 |
0.0% |
122-310 |
Low |
122-180 |
122-125 |
-0-055 |
-0.1% |
121-235 |
Close |
122-300 |
122-170 |
-0-130 |
-0.3% |
122-160 |
Range |
0-195 |
0-250 |
0-055 |
28.2% |
1-075 |
ATR |
0-202 |
0-205 |
0-003 |
1.7% |
0-000 |
Volume |
1,272,538 |
1,295,518 |
22,980 |
1.8% |
5,862,523 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-013 |
124-182 |
122-308 |
|
R3 |
124-083 |
123-252 |
122-239 |
|
R2 |
123-153 |
123-153 |
122-216 |
|
R1 |
123-002 |
123-002 |
122-193 |
122-272 |
PP |
122-223 |
122-223 |
122-223 |
122-199 |
S1 |
122-072 |
122-072 |
122-147 |
122-022 |
S2 |
121-293 |
121-293 |
122-124 |
|
S3 |
121-043 |
121-142 |
122-101 |
|
S4 |
120-113 |
120-212 |
122-032 |
|
|
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 |
123-055 |
122-005 |
1-050 |
0.9% |
0-215 |
0.5% |
45% |
True |
False |
1,210,277 |
10 |
123-055 |
121-170 |
1-205 |
1.3% |
0-216 |
0.5% |
61% |
True |
False |
1,216,758 |
20 |
123-055 |
119-240 |
3-135 |
2.8% |
0-187 |
0.5% |
81% |
True |
False |
1,019,057 |
40 |
123-055 |
117-295 |
5-080 |
4.3% |
0-200 |
0.5% |
88% |
True |
False |
1,040,472 |
60 |
123-055 |
117-180 |
5-195 |
4.6% |
0-223 |
0.6% |
89% |
True |
False |
1,080,505 |
80 |
123-055 |
116-040 |
7-015 |
5.8% |
0-227 |
0.6% |
91% |
True |
False |
813,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-158 |
2.618 |
125-070 |
1.618 |
124-140 |
1.000 |
123-305 |
0.618 |
123-210 |
HIGH |
123-055 |
0.618 |
122-280 |
0.500 |
122-250 |
0.382 |
122-220 |
LOW |
122-125 |
0.618 |
121-290 |
1.000 |
121-195 |
1.618 |
121-040 |
2.618 |
120-110 |
4.250 |
119-022 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
122-250 |
122-250 |
PP |
122-223 |
122-223 |
S1 |
122-197 |
122-197 |
|