ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-230 |
121-230 |
0-000 |
0.0% |
121-100 |
| High |
121-310 |
122-150 |
0-160 |
0.4% |
121-240 |
| Low |
121-210 |
121-170 |
-0-040 |
-0.1% |
120-180 |
| Close |
121-250 |
122-130 |
0-200 |
0.5% |
121-140 |
| Range |
0-100 |
0-300 |
0-200 |
200.0% |
1-060 |
| ATR |
0-170 |
0-179 |
0-009 |
5.5% |
0-000 |
| Volume |
371,545 |
769,898 |
398,353 |
107.2% |
182,317 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-303 |
124-197 |
122-295 |
|
| R3 |
124-003 |
123-217 |
122-212 |
|
| R2 |
123-023 |
123-023 |
122-185 |
|
| R1 |
122-237 |
122-237 |
122-158 |
122-290 |
| PP |
122-043 |
122-043 |
122-043 |
122-070 |
| S1 |
121-257 |
121-257 |
122-102 |
121-310 |
| S2 |
121-063 |
121-063 |
122-075 |
|
| S3 |
120-083 |
120-277 |
122-048 |
|
| S4 |
119-103 |
119-297 |
121-285 |
|
|
| 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 |
122-150 |
121-040 |
1-110 |
1.1% |
0-164 |
0.4% |
95% |
True |
False |
309,040 |
| 10 |
122-150 |
120-180 |
1-290 |
1.6% |
0-188 |
0.5% |
97% |
True |
False |
168,028 |
| 20 |
122-150 |
119-150 |
3-000 |
2.5% |
0-174 |
0.4% |
98% |
True |
False |
86,853 |
| 40 |
122-150 |
116-020 |
6-130 |
5.2% |
0-159 |
0.4% |
99% |
True |
False |
43,822 |
| 60 |
122-150 |
116-020 |
6-130 |
5.2% |
0-121 |
0.3% |
99% |
True |
False |
29,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-145 |
|
2.618 |
124-295 |
|
1.618 |
123-315 |
|
1.000 |
123-130 |
|
0.618 |
123-015 |
|
HIGH |
122-150 |
|
0.618 |
122-035 |
|
0.500 |
122-000 |
|
0.382 |
121-285 |
|
LOW |
121-170 |
|
0.618 |
120-305 |
|
1.000 |
120-190 |
|
1.618 |
120-005 |
|
2.618 |
119-025 |
|
4.250 |
117-175 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-087 |
122-078 |
| PP |
122-043 |
122-027 |
| S1 |
122-000 |
121-295 |
|