ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-200 |
120-240 |
0-040 |
0.1% |
119-250 |
| High |
121-010 |
121-040 |
0-030 |
0.1% |
121-010 |
| Low |
120-040 |
120-210 |
0-170 |
0.4% |
119-190 |
| Close |
120-280 |
121-020 |
0-060 |
0.2% |
120-280 |
| Range |
0-290 |
0-150 |
-0-140 |
-48.3% |
1-140 |
| ATR |
0-159 |
0-159 |
-0-001 |
-0.4% |
0-000 |
| Volume |
5,989 |
7,695 |
1,706 |
28.5% |
16,750 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-113 |
122-057 |
121-102 |
|
| R3 |
121-283 |
121-227 |
121-061 |
|
| R2 |
121-133 |
121-133 |
121-048 |
|
| R1 |
121-077 |
121-077 |
121-034 |
121-105 |
| PP |
120-303 |
120-303 |
120-303 |
120-318 |
| S1 |
120-247 |
120-247 |
121-006 |
120-275 |
| S2 |
120-153 |
120-153 |
120-312 |
|
| S3 |
120-003 |
120-097 |
120-299 |
|
| S4 |
119-173 |
119-267 |
120-258 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-260 |
124-090 |
121-213 |
|
| R3 |
123-120 |
122-270 |
121-086 |
|
| R2 |
121-300 |
121-300 |
121-044 |
|
| R1 |
121-130 |
121-130 |
121-002 |
121-215 |
| PP |
120-160 |
120-160 |
120-160 |
120-202 |
| S1 |
119-310 |
119-310 |
120-238 |
120-075 |
| S2 |
119-020 |
119-020 |
120-196 |
|
| S3 |
117-200 |
118-170 |
120-154 |
|
| S4 |
116-060 |
117-030 |
120-027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-040 |
119-270 |
1-090 |
1.1% |
0-160 |
0.4% |
95% |
True |
False |
4,475 |
| 10 |
121-040 |
118-240 |
2-120 |
2.0% |
0-144 |
0.4% |
97% |
True |
False |
3,174 |
| 20 |
121-040 |
116-020 |
5-020 |
4.2% |
0-155 |
0.4% |
99% |
True |
False |
2,065 |
| 40 |
121-040 |
116-020 |
5-020 |
4.2% |
0-110 |
0.3% |
99% |
True |
False |
1,072 |
| 60 |
121-040 |
115-220 |
5-140 |
4.5% |
0-082 |
0.2% |
99% |
True |
False |
716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-038 |
|
2.618 |
122-113 |
|
1.618 |
121-283 |
|
1.000 |
121-190 |
|
0.618 |
121-133 |
|
HIGH |
121-040 |
|
0.618 |
120-303 |
|
0.500 |
120-285 |
|
0.382 |
120-267 |
|
LOW |
120-210 |
|
0.618 |
120-117 |
|
1.000 |
120-060 |
|
1.618 |
119-287 |
|
2.618 |
119-137 |
|
4.250 |
118-212 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-002 |
120-293 |
| PP |
120-303 |
120-247 |
| S1 |
120-285 |
120-200 |
|