ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
122-280 |
123-005 |
0-045 |
0.1% |
122-210 |
High |
123-130 |
123-060 |
-0-070 |
-0.2% |
123-055 |
Low |
122-280 |
122-240 |
-0-040 |
-0.1% |
121-305 |
Close |
123-000 |
123-025 |
0-025 |
0.1% |
122-260 |
Range |
0-170 |
0-140 |
-0-030 |
-17.6% |
1-070 |
ATR |
0-200 |
0-195 |
-0-004 |
-2.1% |
0-000 |
Volume |
1,194,438 |
1,251,316 |
56,878 |
4.8% |
5,975,455 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-102 |
124-043 |
123-102 |
|
R3 |
123-282 |
123-223 |
123-064 |
|
R2 |
123-142 |
123-142 |
123-051 |
|
R1 |
123-083 |
123-083 |
123-038 |
123-112 |
PP |
123-002 |
123-002 |
123-002 |
123-016 |
S1 |
122-263 |
122-263 |
123-012 |
122-292 |
S2 |
122-182 |
122-182 |
122-319 |
|
S3 |
122-042 |
122-123 |
122-306 |
|
S4 |
121-222 |
121-303 |
122-268 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-097 |
125-248 |
123-154 |
|
R3 |
125-027 |
124-178 |
123-047 |
|
R2 |
123-277 |
123-277 |
123-012 |
|
R1 |
123-108 |
123-108 |
122-296 |
123-192 |
PP |
122-207 |
122-207 |
122-207 |
122-249 |
S1 |
122-038 |
122-038 |
122-224 |
122-122 |
S2 |
121-137 |
121-137 |
122-188 |
|
S3 |
120-067 |
120-288 |
122-153 |
|
S4 |
118-317 |
119-218 |
122-046 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-130 |
121-305 |
1-145 |
1.2% |
0-180 |
0.5% |
77% |
False |
False |
1,273,609 |
10 |
123-130 |
121-235 |
1-215 |
1.4% |
0-196 |
0.5% |
80% |
False |
False |
1,236,966 |
20 |
123-130 |
120-045 |
3-085 |
2.7% |
0-190 |
0.5% |
90% |
False |
False |
1,126,858 |
40 |
123-130 |
117-295 |
5-155 |
4.5% |
0-196 |
0.5% |
94% |
False |
False |
1,065,829 |
60 |
123-130 |
117-180 |
5-270 |
4.7% |
0-223 |
0.6% |
94% |
False |
False |
1,119,880 |
80 |
123-130 |
116-040 |
7-090 |
5.9% |
0-223 |
0.6% |
95% |
False |
False |
877,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-015 |
2.618 |
124-107 |
1.618 |
123-287 |
1.000 |
123-200 |
0.618 |
123-147 |
HIGH |
123-060 |
0.618 |
123-007 |
0.500 |
122-310 |
0.382 |
122-293 |
LOW |
122-240 |
0.618 |
122-153 |
1.000 |
122-100 |
1.618 |
122-013 |
2.618 |
121-193 |
4.250 |
120-285 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
123-013 |
123-012 |
PP |
123-002 |
123-000 |
S1 |
122-310 |
122-308 |
|