ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124-235 |
125-035 |
0-120 |
0.3% |
123-285 |
| High |
125-110 |
125-125 |
0-015 |
0.0% |
125-065 |
| Low |
124-215 |
124-170 |
-0-045 |
-0.1% |
123-180 |
| Close |
125-030 |
124-210 |
-0-140 |
-0.3% |
124-235 |
| Range |
0-215 |
0-275 |
0-060 |
27.9% |
1-205 |
| ATR |
0-203 |
0-208 |
0-005 |
2.5% |
0-000 |
| Volume |
32,943 |
28,509 |
-4,434 |
-13.5% |
1,800,499 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-140 |
126-290 |
125-041 |
|
| R3 |
126-185 |
126-015 |
124-286 |
|
| R2 |
125-230 |
125-230 |
124-260 |
|
| R1 |
125-060 |
125-060 |
124-235 |
125-008 |
| PP |
124-275 |
124-275 |
124-275 |
124-249 |
| S1 |
124-105 |
124-105 |
124-185 |
124-052 |
| S2 |
124-000 |
124-000 |
124-160 |
|
| S3 |
123-045 |
123-150 |
124-134 |
|
| S4 |
122-090 |
122-195 |
124-059 |
|
|
| 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 |
125-125 |
124-100 |
1-025 |
0.9% |
0-218 |
0.5% |
32% |
True |
False |
43,261 |
| 10 |
125-125 |
122-290 |
2-155 |
2.0% |
0-226 |
0.6% |
70% |
True |
False |
533,676 |
| 20 |
125-125 |
121-305 |
3-140 |
2.8% |
0-204 |
0.5% |
79% |
True |
False |
902,621 |
| 40 |
125-125 |
118-240 |
6-205 |
5.3% |
0-197 |
0.5% |
89% |
True |
False |
954,024 |
| 60 |
125-125 |
117-295 |
7-150 |
6.0% |
0-211 |
0.5% |
90% |
True |
False |
1,002,922 |
| 80 |
125-125 |
116-230 |
8-215 |
7.0% |
0-219 |
0.5% |
92% |
True |
False |
962,478 |
| 100 |
125-125 |
116-040 |
9-085 |
7.4% |
0-222 |
0.6% |
92% |
True |
False |
771,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-014 |
|
2.618 |
127-205 |
|
1.618 |
126-250 |
|
1.000 |
126-080 |
|
0.618 |
125-295 |
|
HIGH |
125-125 |
|
0.618 |
125-020 |
|
0.500 |
124-308 |
|
0.382 |
124-275 |
|
LOW |
124-170 |
|
0.618 |
124-000 |
|
1.000 |
123-215 |
|
1.618 |
123-045 |
|
2.618 |
122-090 |
|
4.250 |
120-281 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-308 |
124-272 |
| PP |
124-275 |
124-252 |
| S1 |
124-242 |
124-231 |
|