ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
121-000 |
0-200 |
0.5% |
119-250 |
| High |
121-010 |
121-060 |
0-050 |
0.1% |
121-010 |
| Low |
120-090 |
120-180 |
0-090 |
0.2% |
119-190 |
| Close |
120-310 |
120-230 |
-0-080 |
-0.2% |
120-280 |
| Range |
0-240 |
0-200 |
-0-040 |
-16.7% |
1-140 |
| ATR |
0-167 |
0-169 |
0-002 |
1.4% |
0-000 |
| Volume |
13,413 |
10,006 |
-3,407 |
-25.4% |
16,750 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-223 |
122-107 |
121-020 |
|
| R3 |
122-023 |
121-227 |
120-285 |
|
| R2 |
121-143 |
121-143 |
120-267 |
|
| R1 |
121-027 |
121-027 |
120-248 |
120-305 |
| PP |
120-263 |
120-263 |
120-263 |
120-242 |
| S1 |
120-147 |
120-147 |
120-212 |
120-105 |
| S2 |
120-063 |
120-063 |
120-193 |
|
| S3 |
119-183 |
119-267 |
120-175 |
|
| S4 |
118-303 |
119-067 |
120-120 |
|
|
| 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 |
121-060 |
120-040 |
1-020 |
0.9% |
0-208 |
0.5% |
56% |
True |
False |
8,705 |
| 10 |
121-060 |
119-150 |
1-230 |
1.4% |
0-161 |
0.4% |
73% |
True |
False |
5,678 |
| 20 |
121-060 |
117-200 |
3-180 |
3.0% |
0-148 |
0.4% |
87% |
True |
False |
3,408 |
| 40 |
121-060 |
116-020 |
5-040 |
4.2% |
0-123 |
0.3% |
91% |
True |
False |
1,818 |
| 60 |
121-060 |
115-300 |
5-080 |
4.3% |
0-092 |
0.2% |
91% |
True |
False |
1,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-270 |
|
2.618 |
122-264 |
|
1.618 |
122-064 |
|
1.000 |
121-260 |
|
0.618 |
121-184 |
|
HIGH |
121-060 |
|
0.618 |
120-304 |
|
0.500 |
120-280 |
|
0.382 |
120-256 |
|
LOW |
120-180 |
|
0.618 |
120-056 |
|
1.000 |
119-300 |
|
1.618 |
119-176 |
|
2.618 |
118-296 |
|
4.250 |
117-290 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-280 |
120-235 |
| PP |
120-263 |
120-233 |
| S1 |
120-247 |
120-232 |
|