ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-070 |
121-160 |
0-090 |
0.2% |
121-100 |
| High |
121-160 |
122-000 |
0-160 |
0.4% |
121-240 |
| Low |
121-040 |
121-160 |
0-120 |
0.3% |
120-180 |
| Close |
121-140 |
121-200 |
0-060 |
0.2% |
121-140 |
| Range |
0-120 |
0-160 |
0-040 |
33.3% |
1-060 |
| ATR |
0-178 |
0-178 |
0-000 |
0.1% |
0-000 |
| Volume |
63,380 |
70,395 |
7,015 |
11.1% |
182,317 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-067 |
122-293 |
121-288 |
|
| R3 |
122-227 |
122-133 |
121-244 |
|
| R2 |
122-067 |
122-067 |
121-229 |
|
| R1 |
121-293 |
121-293 |
121-215 |
122-020 |
| PP |
121-227 |
121-227 |
121-227 |
121-250 |
| S1 |
121-133 |
121-133 |
121-185 |
121-180 |
| S2 |
121-067 |
121-067 |
121-171 |
|
| S3 |
120-227 |
120-293 |
121-156 |
|
| S4 |
120-067 |
120-133 |
121-112 |
|
|
| 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 |
122-000 |
120-180 |
1-140 |
1.2% |
0-186 |
0.5% |
74% |
True |
False |
44,850 |
| 10 |
122-000 |
120-090 |
1-230 |
1.4% |
0-194 |
0.5% |
78% |
True |
False |
29,870 |
| 20 |
122-000 |
118-240 |
3-080 |
2.7% |
0-169 |
0.4% |
88% |
True |
False |
16,522 |
| 40 |
122-000 |
116-020 |
5-300 |
4.9% |
0-147 |
0.4% |
94% |
True |
False |
8,538 |
| 60 |
122-000 |
116-020 |
5-300 |
4.9% |
0-112 |
0.3% |
94% |
True |
False |
5,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-040 |
|
2.618 |
123-099 |
|
1.618 |
122-259 |
|
1.000 |
122-160 |
|
0.618 |
122-099 |
|
HIGH |
122-000 |
|
0.618 |
121-259 |
|
0.500 |
121-240 |
|
0.382 |
121-221 |
|
LOW |
121-160 |
|
0.618 |
121-061 |
|
1.000 |
121-000 |
|
1.618 |
120-221 |
|
2.618 |
120-061 |
|
4.250 |
119-120 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-240 |
121-163 |
| PP |
121-227 |
121-127 |
| S1 |
121-213 |
121-090 |
|