ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
123-040 |
123-250 |
0-210 |
0.5% |
122-280 |
High |
123-270 |
123-315 |
0-045 |
0.1% |
123-315 |
Low |
122-290 |
123-170 |
0-200 |
0.5% |
122-240 |
Close |
123-240 |
123-275 |
0-035 |
0.1% |
123-275 |
Range |
0-300 |
0-145 |
-0-155 |
-51.7% |
1-075 |
ATR |
0-196 |
0-193 |
-0-004 |
-1.9% |
0-000 |
Volume |
2,147,405 |
1,256,601 |
-890,804 |
-41.5% |
7,441,511 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-048 |
124-307 |
124-035 |
|
R3 |
124-223 |
124-162 |
123-315 |
|
R2 |
124-078 |
124-078 |
123-302 |
|
R1 |
124-017 |
124-017 |
123-288 |
124-048 |
PP |
123-253 |
123-253 |
123-253 |
123-269 |
S1 |
123-192 |
123-192 |
123-262 |
123-222 |
S2 |
123-108 |
123-108 |
123-248 |
|
S3 |
122-283 |
123-047 |
123-235 |
|
S4 |
122-138 |
122-222 |
123-195 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-075 |
126-250 |
124-172 |
|
R3 |
126-000 |
125-175 |
124-064 |
|
R2 |
124-245 |
124-245 |
124-027 |
|
R1 |
124-100 |
124-100 |
123-311 |
124-172 |
PP |
123-170 |
123-170 |
123-170 |
123-206 |
S1 |
123-025 |
123-025 |
123-239 |
123-098 |
S2 |
122-095 |
122-095 |
123-203 |
|
S3 |
121-020 |
121-270 |
123-166 |
|
S4 |
119-265 |
120-195 |
123-058 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-315 |
122-240 |
1-075 |
1.0% |
0-171 |
0.4% |
90% |
True |
False |
1,488,302 |
10 |
123-315 |
121-305 |
2-010 |
1.6% |
0-177 |
0.4% |
94% |
True |
False |
1,341,696 |
20 |
123-315 |
120-285 |
3-030 |
2.5% |
0-190 |
0.5% |
96% |
True |
False |
1,242,500 |
40 |
123-315 |
117-295 |
6-020 |
4.9% |
0-194 |
0.5% |
98% |
True |
False |
1,111,731 |
60 |
123-315 |
117-180 |
6-135 |
5.2% |
0-218 |
0.6% |
98% |
True |
False |
1,136,517 |
80 |
123-315 |
116-040 |
7-275 |
6.3% |
0-221 |
0.6% |
98% |
True |
False |
939,317 |
100 |
123-315 |
116-040 |
7-275 |
6.3% |
0-218 |
0.5% |
98% |
True |
False |
751,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-291 |
2.618 |
125-055 |
1.618 |
124-230 |
1.000 |
124-140 |
0.618 |
124-085 |
HIGH |
123-315 |
0.618 |
123-260 |
0.500 |
123-242 |
0.382 |
123-225 |
LOW |
123-170 |
0.618 |
123-080 |
1.000 |
123-025 |
1.618 |
122-255 |
2.618 |
122-110 |
4.250 |
121-194 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
123-264 |
123-231 |
PP |
123-253 |
123-187 |
S1 |
123-242 |
123-142 |
|