ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
124-255 |
124-240 |
-0-015 |
0.0% |
123-285 |
High |
124-290 |
124-290 |
0-000 |
0.0% |
125-065 |
Low |
124-140 |
124-100 |
-0-040 |
-0.1% |
123-180 |
Close |
124-240 |
124-210 |
-0-030 |
-0.1% |
124-235 |
Range |
0-150 |
0-190 |
0-040 |
26.7% |
1-205 |
ATR |
0-203 |
0-202 |
-0-001 |
-0.5% |
0-000 |
Volume |
30,180 |
40,629 |
10,449 |
34.6% |
1,800,499 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-130 |
126-040 |
124-314 |
|
R3 |
125-260 |
125-170 |
124-262 |
|
R2 |
125-070 |
125-070 |
124-245 |
|
R1 |
124-300 |
124-300 |
124-227 |
124-250 |
PP |
124-200 |
124-200 |
124-200 |
124-175 |
S1 |
124-110 |
124-110 |
124-193 |
124-060 |
S2 |
124-010 |
124-010 |
124-175 |
|
S3 |
123-140 |
123-240 |
124-158 |
|
S4 |
122-270 |
123-050 |
124-106 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-135 |
128-230 |
125-204 |
|
R3 |
127-250 |
127-025 |
125-059 |
|
R2 |
126-045 |
126-045 |
125-011 |
|
R1 |
125-140 |
125-140 |
124-283 |
125-252 |
PP |
124-160 |
124-160 |
124-160 |
124-216 |
S1 |
123-255 |
123-255 |
124-187 |
124-048 |
S2 |
122-275 |
122-275 |
124-139 |
|
S3 |
121-070 |
122-050 |
124-091 |
|
S4 |
119-185 |
120-165 |
123-266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-065 |
123-260 |
1-125 |
1.1% |
0-230 |
0.6% |
61% |
False |
False |
103,559 |
10 |
125-065 |
122-240 |
2-145 |
2.0% |
0-202 |
0.5% |
78% |
False |
False |
811,838 |
20 |
125-065 |
121-235 |
3-150 |
2.8% |
0-200 |
0.5% |
84% |
False |
False |
1,008,825 |
40 |
125-065 |
118-020 |
7-045 |
5.7% |
0-197 |
0.5% |
92% |
False |
False |
1,001,149 |
60 |
125-065 |
117-295 |
7-090 |
5.8% |
0-214 |
0.5% |
92% |
False |
False |
1,048,689 |
80 |
125-065 |
116-170 |
8-215 |
7.0% |
0-218 |
0.5% |
94% |
False |
False |
962,021 |
100 |
125-065 |
116-040 |
9-025 |
7.3% |
0-220 |
0.6% |
94% |
False |
False |
770,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-138 |
2.618 |
126-147 |
1.618 |
125-277 |
1.000 |
125-160 |
0.618 |
125-087 |
HIGH |
124-290 |
0.618 |
124-217 |
0.500 |
124-195 |
0.382 |
124-173 |
LOW |
124-100 |
0.618 |
123-303 |
1.000 |
123-230 |
1.618 |
123-113 |
2.618 |
122-243 |
4.250 |
121-252 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
124-205 |
124-242 |
PP |
124-200 |
124-232 |
S1 |
124-195 |
124-221 |
|