ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-140 |
121-170 |
0-030 |
0.1% |
120-240 |
| High |
121-240 |
121-240 |
0-000 |
0.0% |
121-170 |
| Low |
121-050 |
120-310 |
-0-060 |
-0.2% |
120-090 |
| Close |
121-170 |
121-030 |
-0-140 |
-0.4% |
121-020 |
| Range |
0-190 |
0-250 |
0-060 |
31.6% |
1-080 |
| ATR |
0-175 |
0-180 |
0-005 |
3.1% |
0-000 |
| Volume |
17,160 |
30,707 |
13,547 |
78.9% |
53,684 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-197 |
123-043 |
121-168 |
|
| R3 |
122-267 |
122-113 |
121-099 |
|
| R2 |
122-017 |
122-017 |
121-076 |
|
| R1 |
121-183 |
121-183 |
121-053 |
121-135 |
| PP |
121-087 |
121-087 |
121-087 |
121-062 |
| S1 |
120-253 |
120-253 |
121-007 |
120-205 |
| S2 |
120-157 |
120-157 |
120-304 |
|
| S3 |
119-227 |
120-003 |
120-281 |
|
| S4 |
118-297 |
119-073 |
120-212 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-227 |
124-043 |
121-240 |
|
| R3 |
123-147 |
122-283 |
121-130 |
|
| R2 |
122-067 |
122-067 |
121-093 |
|
| R1 |
121-203 |
121-203 |
121-057 |
121-295 |
| PP |
120-307 |
120-307 |
120-307 |
121-032 |
| S1 |
120-123 |
120-123 |
120-303 |
120-215 |
| S2 |
119-227 |
119-227 |
120-267 |
|
| S3 |
118-147 |
119-043 |
120-230 |
|
| S4 |
117-067 |
117-283 |
120-120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-240 |
120-180 |
1-060 |
1.0% |
0-210 |
0.5% |
45% |
True |
False |
20,495 |
| 10 |
121-240 |
120-040 |
1-200 |
1.3% |
0-202 |
0.5% |
60% |
True |
False |
14,000 |
| 20 |
121-240 |
118-090 |
3-150 |
2.9% |
0-161 |
0.4% |
81% |
True |
False |
7,882 |
| 40 |
121-240 |
116-020 |
5-220 |
4.7% |
0-142 |
0.4% |
88% |
True |
False |
4,129 |
| 60 |
121-240 |
116-020 |
5-220 |
4.7% |
0-106 |
0.3% |
88% |
True |
False |
2,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-022 |
|
2.618 |
123-254 |
|
1.618 |
123-004 |
|
1.000 |
122-170 |
|
0.618 |
122-074 |
|
HIGH |
121-240 |
|
0.618 |
121-144 |
|
0.500 |
121-115 |
|
0.382 |
121-086 |
|
LOW |
120-310 |
|
0.618 |
120-156 |
|
1.000 |
120-060 |
|
1.618 |
119-226 |
|
2.618 |
118-296 |
|
4.250 |
117-208 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-115 |
121-115 |
| PP |
121-087 |
121-087 |
| S1 |
121-058 |
121-058 |
|