ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
122-155 |
123-160 |
1-005 |
0.8% |
121-160 |
| High |
123-165 |
123-170 |
0-005 |
0.0% |
122-190 |
| Low |
122-120 |
122-285 |
0-165 |
0.4% |
121-120 |
| Close |
123-100 |
122-310 |
-0-110 |
-0.3% |
122-150 |
| Range |
1-045 |
0-205 |
-0-160 |
-43.8% |
1-070 |
| ATR |
0-190 |
0-191 |
0-001 |
0.6% |
0-000 |
| Volume |
1,582,712 |
1,462,883 |
-119,829 |
-7.6% |
2,578,465 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-017 |
124-208 |
123-103 |
|
| R3 |
124-132 |
124-003 |
123-046 |
|
| R2 |
123-247 |
123-247 |
123-028 |
|
| R1 |
123-118 |
123-118 |
123-009 |
123-080 |
| PP |
123-042 |
123-042 |
123-042 |
123-022 |
| S1 |
122-233 |
122-233 |
122-291 |
122-195 |
| S2 |
122-157 |
122-157 |
122-272 |
|
| S3 |
121-272 |
122-028 |
122-254 |
|
| S4 |
121-067 |
121-143 |
122-197 |
|
|
| 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 |
123-170 |
121-170 |
2-000 |
1.6% |
0-238 |
0.6% |
72% |
True |
False |
1,126,302 |
| 10 |
123-170 |
120-180 |
2-310 |
2.4% |
0-192 |
0.5% |
81% |
True |
False |
644,942 |
| 20 |
123-170 |
120-040 |
3-130 |
2.8% |
0-197 |
0.5% |
83% |
True |
False |
329,471 |
| 40 |
123-170 |
116-020 |
7-150 |
6.1% |
0-171 |
0.4% |
92% |
True |
False |
165,360 |
| 60 |
123-170 |
116-020 |
7-150 |
6.1% |
0-130 |
0.3% |
92% |
True |
False |
110,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-081 |
|
2.618 |
125-067 |
|
1.618 |
124-182 |
|
1.000 |
124-055 |
|
0.618 |
123-297 |
|
HIGH |
123-170 |
|
0.618 |
123-092 |
|
0.500 |
123-068 |
|
0.382 |
123-043 |
|
LOW |
122-285 |
|
0.618 |
122-158 |
|
1.000 |
122-080 |
|
1.618 |
121-273 |
|
2.618 |
121-068 |
|
4.250 |
120-054 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-068 |
122-296 |
| PP |
123-042 |
122-282 |
| S1 |
123-016 |
122-268 |
|