ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
123-295 |
124-290 |
0-315 |
0.8% |
122-280 |
| High |
124-295 |
124-295 |
0-000 |
0.0% |
123-315 |
| Low |
123-260 |
124-100 |
0-160 |
0.4% |
122-240 |
| Close |
124-240 |
124-125 |
-0-115 |
-0.3% |
123-275 |
| Range |
1-035 |
0-195 |
-0-160 |
-45.1% |
1-075 |
| ATR |
0-204 |
0-203 |
-0-001 |
-0.3% |
0-000 |
| Volume |
234,678 |
128,267 |
-106,411 |
-45.3% |
7,441,511 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-118 |
125-317 |
124-232 |
|
| R3 |
125-243 |
125-122 |
124-179 |
|
| R2 |
125-048 |
125-048 |
124-161 |
|
| R1 |
124-247 |
124-247 |
124-143 |
124-210 |
| PP |
124-173 |
124-173 |
124-173 |
124-155 |
| S1 |
124-052 |
124-052 |
124-107 |
124-015 |
| S2 |
123-298 |
123-298 |
124-089 |
|
| S3 |
123-103 |
123-177 |
124-071 |
|
| S4 |
122-228 |
122-302 |
124-018 |
|
|
| 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 |
124-295 |
122-290 |
2-005 |
1.6% |
0-235 |
0.6% |
74% |
True |
False |
1,024,092 |
| 10 |
124-295 |
121-305 |
2-310 |
2.4% |
0-192 |
0.5% |
82% |
True |
False |
1,178,474 |
| 20 |
124-295 |
121-170 |
3-125 |
2.7% |
0-204 |
0.5% |
84% |
True |
False |
1,197,616 |
| 40 |
124-295 |
117-295 |
7-000 |
5.6% |
0-195 |
0.5% |
92% |
True |
False |
1,077,162 |
| 60 |
124-295 |
117-295 |
7-000 |
5.6% |
0-218 |
0.5% |
92% |
True |
False |
1,109,014 |
| 80 |
124-295 |
116-040 |
8-255 |
7.1% |
0-221 |
0.6% |
94% |
True |
False |
960,480 |
| 100 |
124-295 |
116-040 |
8-255 |
7.1% |
0-219 |
0.5% |
94% |
True |
False |
768,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-164 |
|
2.618 |
126-166 |
|
1.618 |
125-291 |
|
1.000 |
125-170 |
|
0.618 |
125-096 |
|
HIGH |
124-295 |
|
0.618 |
124-221 |
|
0.500 |
124-198 |
|
0.382 |
124-174 |
|
LOW |
124-100 |
|
0.618 |
123-299 |
|
1.000 |
123-225 |
|
1.618 |
123-104 |
|
2.618 |
122-229 |
|
4.250 |
121-231 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-198 |
124-109 |
| PP |
124-173 |
124-093 |
| S1 |
124-149 |
124-078 |
|