ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
122-315 |
123-120 |
0-125 |
0.3% |
122-165 |
High |
123-260 |
123-155 |
-0-105 |
-0.3% |
123-260 |
Low |
122-305 |
123-005 |
0-020 |
0.1% |
122-045 |
Close |
123-105 |
123-110 |
0-005 |
0.0% |
123-105 |
Range |
0-275 |
0-150 |
-0-125 |
-45.5% |
1-215 |
ATR |
0-197 |
0-194 |
-0-003 |
-1.7% |
0-000 |
Volume |
1,556,828 |
928,469 |
-628,359 |
-40.4% |
5,321,797 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-220 |
124-155 |
123-192 |
|
R3 |
124-070 |
124-005 |
123-151 |
|
R2 |
123-240 |
123-240 |
123-138 |
|
R1 |
123-175 |
123-175 |
123-124 |
123-132 |
PP |
123-090 |
123-090 |
123-090 |
123-069 |
S1 |
123-025 |
123-025 |
123-096 |
122-302 |
S2 |
122-260 |
122-260 |
123-082 |
|
S3 |
122-110 |
122-195 |
123-069 |
|
S4 |
121-280 |
122-045 |
123-028 |
|
|
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% |
0-235 |
0.6% |
72% |
False |
False |
1,250,053 |
10 |
123-260 |
121-120 |
2-140 |
2.0% |
0-202 |
0.5% |
81% |
False |
False |
882,873 |
20 |
123-260 |
120-090 |
3-170 |
2.9% |
0-197 |
0.5% |
87% |
False |
False |
453,236 |
40 |
123-260 |
116-020 |
7-240 |
6.3% |
0-174 |
0.4% |
94% |
False |
False |
227,468 |
60 |
123-260 |
116-020 |
7-240 |
6.3% |
0-137 |
0.3% |
94% |
False |
False |
151,665 |
80 |
123-260 |
115-080 |
8-180 |
6.9% |
0-109 |
0.3% |
95% |
False |
False |
113,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-152 |
2.618 |
124-228 |
1.618 |
124-078 |
1.000 |
123-305 |
0.618 |
123-248 |
HIGH |
123-155 |
0.618 |
123-098 |
0.500 |
123-080 |
0.382 |
123-062 |
LOW |
123-005 |
0.618 |
122-232 |
1.000 |
122-175 |
1.618 |
122-082 |
2.618 |
121-252 |
4.250 |
121-008 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-100 |
123-112 |
PP |
123-090 |
123-112 |
S1 |
123-080 |
123-111 |
|