ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
124-225 |
124-310 |
0-085 |
0.2% |
124-255 |
High |
125-065 |
125-045 |
-0-020 |
0.0% |
125-125 |
Low |
124-215 |
124-195 |
-0-020 |
-0.1% |
124-100 |
Close |
124-295 |
124-245 |
-0-050 |
-0.1% |
124-295 |
Range |
0-170 |
0-170 |
0-000 |
0.0% |
1-025 |
ATR |
0-206 |
0-203 |
-0-003 |
-1.2% |
0-000 |
Volume |
22,692 |
11,807 |
-10,885 |
-48.0% |
154,953 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-138 |
126-042 |
125-018 |
|
R3 |
125-288 |
125-192 |
124-292 |
|
R2 |
125-118 |
125-118 |
124-276 |
|
R1 |
125-022 |
125-022 |
124-261 |
124-305 |
PP |
124-268 |
124-268 |
124-268 |
124-250 |
S1 |
124-172 |
124-172 |
124-229 |
124-135 |
S2 |
124-098 |
124-098 |
124-214 |
|
S3 |
123-248 |
124-002 |
124-198 |
|
S4 |
123-078 |
123-152 |
124-152 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-035 |
127-190 |
125-165 |
|
R3 |
127-010 |
126-165 |
125-070 |
|
R2 |
125-305 |
125-305 |
125-038 |
|
R1 |
125-140 |
125-140 |
125-007 |
125-222 |
PP |
124-280 |
124-280 |
124-280 |
125-001 |
S1 |
124-115 |
124-115 |
124-263 |
124-198 |
S2 |
123-255 |
123-255 |
124-232 |
|
S3 |
122-230 |
123-090 |
124-200 |
|
S4 |
121-205 |
122-065 |
124-105 |
|
|
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% |
0-204 |
0.5% |
42% |
False |
False |
27,316 |
10 |
125-125 |
123-180 |
1-265 |
1.5% |
0-216 |
0.5% |
66% |
False |
False |
196,725 |
20 |
125-125 |
121-305 |
3-140 |
2.8% |
0-196 |
0.5% |
82% |
False |
False |
769,211 |
40 |
125-125 |
119-015 |
6-110 |
5.1% |
0-194 |
0.5% |
90% |
False |
False |
894,427 |
60 |
125-125 |
117-295 |
7-150 |
6.0% |
0-200 |
0.5% |
92% |
False |
False |
946,112 |
80 |
125-125 |
117-050 |
8-075 |
6.6% |
0-218 |
0.5% |
92% |
False |
False |
962,205 |
100 |
125-125 |
116-040 |
9-085 |
7.4% |
0-222 |
0.6% |
93% |
False |
False |
771,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-128 |
2.618 |
126-170 |
1.618 |
126-000 |
1.000 |
125-215 |
0.618 |
125-150 |
HIGH |
125-045 |
0.618 |
124-300 |
0.500 |
124-280 |
0.382 |
124-260 |
LOW |
124-195 |
0.618 |
124-090 |
1.000 |
124-025 |
1.618 |
123-240 |
2.618 |
123-070 |
4.250 |
122-112 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
124-280 |
124-308 |
PP |
124-268 |
124-287 |
S1 |
124-257 |
124-266 |
|