ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-240 |
120-310 |
0-070 |
0.2% |
119-250 |
| High |
121-040 |
120-310 |
-0-050 |
-0.1% |
121-010 |
| Low |
120-210 |
120-150 |
-0-060 |
-0.2% |
119-190 |
| Close |
121-020 |
120-210 |
-0-130 |
-0.3% |
120-280 |
| Range |
0-150 |
0-160 |
0-010 |
6.7% |
1-140 |
| ATR |
0-159 |
0-161 |
0-002 |
1.4% |
0-000 |
| Volume |
7,695 |
6,424 |
-1,271 |
-16.5% |
16,750 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-063 |
121-297 |
120-298 |
|
| R3 |
121-223 |
121-137 |
120-254 |
|
| R2 |
121-063 |
121-063 |
120-239 |
|
| R1 |
120-297 |
120-297 |
120-225 |
120-260 |
| PP |
120-223 |
120-223 |
120-223 |
120-205 |
| S1 |
120-137 |
120-137 |
120-195 |
120-100 |
| S2 |
120-063 |
120-063 |
120-181 |
|
| S3 |
119-223 |
119-297 |
120-166 |
|
| S4 |
119-063 |
119-137 |
120-122 |
|
|
| 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% |
0-178 |
0.5% |
63% |
False |
False |
5,276 |
| 10 |
121-040 |
118-280 |
2-080 |
1.9% |
0-143 |
0.4% |
79% |
False |
False |
3,758 |
| 20 |
121-040 |
116-270 |
4-090 |
3.5% |
0-148 |
0.4% |
89% |
False |
False |
2,316 |
| 40 |
121-040 |
116-020 |
5-020 |
4.2% |
0-112 |
0.3% |
91% |
False |
False |
1,233 |
| 60 |
121-040 |
115-280 |
5-080 |
4.4% |
0-084 |
0.2% |
91% |
False |
False |
823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-030 |
|
2.618 |
122-089 |
|
1.618 |
121-249 |
|
1.000 |
121-150 |
|
0.618 |
121-089 |
|
HIGH |
120-310 |
|
0.618 |
120-249 |
|
0.500 |
120-230 |
|
0.382 |
120-211 |
|
LOW |
120-150 |
|
0.618 |
120-051 |
|
1.000 |
119-310 |
|
1.618 |
119-211 |
|
2.618 |
119-051 |
|
4.250 |
118-110 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-230 |
120-207 |
| PP |
120-223 |
120-203 |
| S1 |
120-217 |
120-200 |
|