ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-230 |
122-130 |
0-220 |
0.6% |
121-160 |
| High |
122-150 |
122-190 |
0-040 |
0.1% |
122-190 |
| Low |
121-170 |
122-050 |
0-200 |
0.5% |
121-120 |
| Close |
122-130 |
122-150 |
0-020 |
0.1% |
122-150 |
| Range |
0-300 |
0-140 |
-0-160 |
-53.3% |
1-070 |
| ATR |
0-179 |
0-176 |
-0-003 |
-1.6% |
0-000 |
| Volume |
769,898 |
1,096,645 |
326,747 |
42.4% |
2,578,465 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-230 |
123-170 |
122-227 |
|
| R3 |
123-090 |
123-030 |
122-188 |
|
| R2 |
122-270 |
122-270 |
122-176 |
|
| R1 |
122-210 |
122-210 |
122-163 |
122-240 |
| PP |
122-130 |
122-130 |
122-130 |
122-145 |
| S1 |
122-070 |
122-070 |
122-137 |
122-100 |
| S2 |
121-310 |
121-310 |
122-124 |
|
| S3 |
121-170 |
121-250 |
122-112 |
|
| S4 |
121-030 |
121-110 |
122-073 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-257 |
125-113 |
123-044 |
|
| R3 |
124-187 |
124-043 |
122-257 |
|
| R2 |
123-117 |
123-117 |
122-222 |
|
| R1 |
122-293 |
122-293 |
122-186 |
123-045 |
| PP |
122-047 |
122-047 |
122-047 |
122-082 |
| S1 |
121-223 |
121-223 |
122-114 |
121-295 |
| S2 |
120-297 |
120-297 |
122-078 |
|
| S3 |
119-227 |
120-153 |
122-043 |
|
| S4 |
118-157 |
119-083 |
121-256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-190 |
121-120 |
1-070 |
1.0% |
0-168 |
0.4% |
90% |
True |
False |
515,693 |
| 10 |
122-190 |
120-180 |
2-010 |
1.7% |
0-173 |
0.4% |
94% |
True |
False |
276,078 |
| 20 |
122-190 |
119-190 |
3-000 |
2.4% |
0-178 |
0.5% |
96% |
True |
False |
141,560 |
| 40 |
122-190 |
116-020 |
6-170 |
5.3% |
0-160 |
0.4% |
98% |
True |
False |
71,238 |
| 60 |
122-190 |
116-020 |
6-170 |
5.3% |
0-118 |
0.3% |
98% |
True |
False |
47,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-145 |
|
2.618 |
123-237 |
|
1.618 |
123-097 |
|
1.000 |
123-010 |
|
0.618 |
122-277 |
|
HIGH |
122-190 |
|
0.618 |
122-137 |
|
0.500 |
122-120 |
|
0.382 |
122-103 |
|
LOW |
122-050 |
|
0.618 |
121-283 |
|
1.000 |
121-230 |
|
1.618 |
121-143 |
|
2.618 |
121-003 |
|
4.250 |
120-095 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-140 |
122-107 |
| PP |
122-130 |
122-063 |
| S1 |
122-120 |
122-020 |
|