ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-310 |
121-070 |
0-080 |
0.2% |
121-100 |
| High |
121-070 |
121-160 |
0-090 |
0.2% |
121-240 |
| Low |
120-180 |
121-040 |
0-180 |
0.5% |
120-180 |
| Close |
121-060 |
121-140 |
0-080 |
0.2% |
121-140 |
| Range |
0-210 |
0-120 |
-0-090 |
-42.9% |
1-060 |
| ATR |
0-182 |
0-178 |
-0-004 |
-2.4% |
0-000 |
| Volume |
42,610 |
63,380 |
20,770 |
48.7% |
182,317 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-153 |
122-107 |
121-206 |
|
| R3 |
122-033 |
121-307 |
121-173 |
|
| R2 |
121-233 |
121-233 |
121-162 |
|
| R1 |
121-187 |
121-187 |
121-151 |
121-210 |
| PP |
121-113 |
121-113 |
121-113 |
121-125 |
| S1 |
121-067 |
121-067 |
121-129 |
121-090 |
| S2 |
120-313 |
120-313 |
121-118 |
|
| S3 |
120-193 |
120-267 |
121-107 |
|
| S4 |
120-073 |
120-147 |
121-074 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-260 |
124-100 |
122-029 |
|
| R3 |
123-200 |
123-040 |
121-244 |
|
| R2 |
122-140 |
122-140 |
121-210 |
|
| R1 |
121-300 |
121-300 |
121-175 |
122-060 |
| PP |
121-080 |
121-080 |
121-080 |
121-120 |
| S1 |
120-240 |
120-240 |
121-105 |
121-000 |
| S2 |
120-020 |
120-020 |
121-070 |
|
| S3 |
118-280 |
119-180 |
121-036 |
|
| S4 |
117-220 |
118-120 |
120-251 |
|
|
| 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% |
0-178 |
0.5% |
74% |
False |
False |
36,463 |
| 10 |
121-240 |
120-090 |
1-150 |
1.2% |
0-193 |
0.5% |
79% |
False |
False |
23,600 |
| 20 |
121-240 |
118-170 |
3-070 |
2.7% |
0-166 |
0.4% |
90% |
False |
False |
13,127 |
| 40 |
121-240 |
116-020 |
5-220 |
4.7% |
0-143 |
0.4% |
95% |
False |
False |
6,778 |
| 60 |
121-240 |
116-020 |
5-220 |
4.7% |
0-110 |
0.3% |
95% |
False |
False |
4,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-030 |
|
2.618 |
122-154 |
|
1.618 |
122-034 |
|
1.000 |
121-280 |
|
0.618 |
121-234 |
|
HIGH |
121-160 |
|
0.618 |
121-114 |
|
0.500 |
121-100 |
|
0.382 |
121-086 |
|
LOW |
121-040 |
|
0.618 |
120-286 |
|
1.000 |
120-240 |
|
1.618 |
120-166 |
|
2.618 |
120-046 |
|
4.250 |
119-170 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-127 |
121-110 |
| PP |
121-113 |
121-080 |
| S1 |
121-100 |
121-050 |
|