ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
123-250 |
123-285 |
0-035 |
0.1% |
122-280 |
High |
123-315 |
124-040 |
0-045 |
0.1% |
123-315 |
Low |
123-170 |
123-180 |
0-010 |
0.0% |
122-240 |
Close |
123-275 |
124-010 |
0-055 |
0.1% |
123-275 |
Range |
0-145 |
0-180 |
0-035 |
24.1% |
1-075 |
ATR |
0-193 |
0-192 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,256,601 |
1,353,509 |
96,908 |
7.7% |
7,441,511 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-190 |
125-120 |
124-109 |
|
R3 |
125-010 |
124-260 |
124-060 |
|
R2 |
124-150 |
124-150 |
124-043 |
|
R1 |
124-080 |
124-080 |
124-026 |
124-115 |
PP |
123-290 |
123-290 |
123-290 |
123-308 |
S1 |
123-220 |
123-220 |
123-314 |
123-255 |
S2 |
123-110 |
123-110 |
123-297 |
|
S3 |
122-250 |
123-040 |
123-280 |
|
S4 |
122-070 |
122-180 |
123-231 |
|
|
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 |
124-040 |
122-240 |
1-120 |
1.1% |
0-173 |
0.4% |
93% |
True |
False |
1,520,116 |
10 |
124-040 |
121-305 |
2-055 |
1.8% |
0-182 |
0.5% |
96% |
True |
False |
1,398,985 |
20 |
124-040 |
121-065 |
2-295 |
2.4% |
0-190 |
0.5% |
97% |
True |
False |
1,272,732 |
40 |
124-040 |
117-295 |
6-065 |
5.0% |
0-192 |
0.5% |
98% |
True |
False |
1,115,825 |
60 |
124-040 |
117-295 |
6-065 |
5.0% |
0-215 |
0.5% |
98% |
True |
False |
1,135,355 |
80 |
124-040 |
116-040 |
8-000 |
6.4% |
0-221 |
0.6% |
99% |
True |
False |
956,156 |
100 |
124-040 |
116-040 |
8-000 |
6.4% |
0-217 |
0.5% |
99% |
True |
False |
765,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-165 |
2.618 |
125-191 |
1.618 |
125-011 |
1.000 |
124-220 |
0.618 |
124-151 |
HIGH |
124-040 |
0.618 |
123-291 |
0.500 |
123-270 |
0.382 |
123-249 |
LOW |
123-180 |
0.618 |
123-069 |
1.000 |
123-000 |
1.618 |
122-209 |
2.618 |
122-029 |
4.250 |
121-055 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
123-310 |
123-275 |
PP |
123-290 |
123-220 |
S1 |
123-270 |
123-165 |
|