ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
123-005 |
123-040 |
0-035 |
0.1% |
122-210 |
High |
123-060 |
123-105 |
0-045 |
0.1% |
123-055 |
Low |
122-240 |
123-005 |
0-085 |
0.2% |
121-305 |
Close |
123-025 |
123-045 |
0-020 |
0.1% |
122-260 |
Range |
0-140 |
0-100 |
-0-040 |
-28.6% |
1-070 |
ATR |
0-195 |
0-188 |
-0-007 |
-3.5% |
0-000 |
Volume |
1,251,316 |
1,591,751 |
340,435 |
27.2% |
5,975,455 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-032 |
123-298 |
123-100 |
|
R3 |
123-252 |
123-198 |
123-072 |
|
R2 |
123-152 |
123-152 |
123-063 |
|
R1 |
123-098 |
123-098 |
123-054 |
123-125 |
PP |
123-052 |
123-052 |
123-052 |
123-065 |
S1 |
122-318 |
122-318 |
123-036 |
123-025 |
S2 |
122-272 |
122-272 |
123-027 |
|
S3 |
122-172 |
122-218 |
123-018 |
|
S4 |
122-072 |
122-118 |
122-310 |
|
|
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% |
0-150 |
0.4% |
82% |
False |
False |
1,332,856 |
10 |
123-130 |
121-305 |
1-145 |
1.2% |
0-182 |
0.5% |
82% |
False |
False |
1,271,566 |
20 |
123-130 |
120-155 |
2-295 |
2.4% |
0-185 |
0.5% |
91% |
False |
False |
1,161,849 |
40 |
123-130 |
117-295 |
5-155 |
4.5% |
0-193 |
0.5% |
95% |
False |
False |
1,082,325 |
60 |
123-130 |
117-180 |
5-270 |
4.7% |
0-220 |
0.6% |
95% |
False |
False |
1,122,136 |
80 |
123-130 |
116-040 |
7-090 |
5.9% |
0-221 |
0.6% |
96% |
False |
False |
896,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-210 |
2.618 |
124-047 |
1.618 |
123-267 |
1.000 |
123-205 |
0.618 |
123-167 |
HIGH |
123-105 |
0.618 |
123-067 |
0.500 |
123-055 |
0.382 |
123-043 |
LOW |
123-005 |
0.618 |
122-263 |
1.000 |
122-225 |
1.618 |
122-163 |
2.618 |
122-063 |
4.250 |
121-220 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
123-055 |
123-038 |
PP |
123-052 |
123-032 |
S1 |
123-048 |
123-025 |
|