ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
123-160 |
122-315 |
-0-165 |
-0.4% |
122-165 |
High |
123-170 |
123-260 |
0-090 |
0.2% |
123-260 |
Low |
122-285 |
122-305 |
0-020 |
0.1% |
122-045 |
Close |
122-310 |
123-105 |
0-115 |
0.3% |
123-105 |
Range |
0-205 |
0-275 |
0-070 |
34.1% |
1-215 |
ATR |
0-191 |
0-197 |
0-006 |
3.1% |
0-000 |
Volume |
1,462,883 |
1,556,828 |
93,945 |
6.4% |
5,321,797 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-302 |
125-158 |
123-256 |
|
R3 |
125-027 |
124-203 |
123-181 |
|
R2 |
124-072 |
124-072 |
123-155 |
|
R1 |
123-248 |
123-248 |
123-130 |
124-000 |
PP |
123-117 |
123-117 |
123-117 |
123-152 |
S1 |
122-293 |
122-293 |
123-080 |
123-045 |
S2 |
122-162 |
122-162 |
123-055 |
|
S3 |
121-207 |
122-018 |
123-029 |
|
S4 |
120-252 |
121-063 |
122-274 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-035 |
127-125 |
124-079 |
|
R3 |
126-140 |
125-230 |
123-252 |
|
R2 |
124-245 |
124-245 |
123-203 |
|
R1 |
124-015 |
124-015 |
123-154 |
124-130 |
PP |
123-030 |
123-030 |
123-030 |
123-088 |
S1 |
122-120 |
122-120 |
123-056 |
122-235 |
S2 |
121-135 |
121-135 |
123-007 |
|
S3 |
119-240 |
120-225 |
122-278 |
|
S4 |
118-025 |
119-010 |
122-131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-260 |
122-045 |
1-215 |
1.4% |
0-233 |
0.6% |
71% |
True |
False |
1,283,688 |
10 |
123-260 |
121-040 |
2-220 |
2.2% |
0-198 |
0.5% |
82% |
True |
False |
796,364 |
20 |
123-260 |
120-040 |
3-220 |
3.0% |
0-204 |
0.5% |
87% |
True |
False |
407,112 |
40 |
123-260 |
116-020 |
7-240 |
6.3% |
0-173 |
0.4% |
94% |
True |
False |
204,263 |
60 |
123-260 |
116-020 |
7-240 |
6.3% |
0-134 |
0.3% |
94% |
True |
False |
136,191 |
80 |
123-260 |
115-080 |
8-180 |
6.9% |
0-107 |
0.3% |
94% |
True |
False |
102,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-149 |
2.618 |
126-020 |
1.618 |
125-065 |
1.000 |
124-215 |
0.618 |
124-110 |
HIGH |
123-260 |
0.618 |
123-155 |
0.500 |
123-122 |
0.382 |
123-090 |
LOW |
122-305 |
0.618 |
122-135 |
1.000 |
122-030 |
1.618 |
121-180 |
2.618 |
120-225 |
4.250 |
119-096 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-122 |
123-080 |
PP |
123-117 |
123-055 |
S1 |
123-111 |
123-030 |
|