ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
123-120 |
123-125 |
0-005 |
0.0% |
122-165 |
High |
123-155 |
123-165 |
0-010 |
0.0% |
123-260 |
Low |
123-005 |
122-290 |
-0-035 |
-0.1% |
122-045 |
Close |
123-110 |
123-085 |
-0-025 |
-0.1% |
123-105 |
Range |
0-150 |
0-195 |
0-045 |
30.0% |
1-215 |
ATR |
0-194 |
0-194 |
0-000 |
0.0% |
0-000 |
Volume |
928,469 |
1,127,108 |
198,639 |
21.4% |
5,321,797 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-018 |
124-247 |
123-192 |
|
R3 |
124-143 |
124-052 |
123-139 |
|
R2 |
123-268 |
123-268 |
123-121 |
|
R1 |
123-177 |
123-177 |
123-103 |
123-125 |
PP |
123-073 |
123-073 |
123-073 |
123-048 |
S1 |
122-302 |
122-302 |
123-067 |
122-250 |
S2 |
122-198 |
122-198 |
123-049 |
|
S3 |
122-003 |
122-107 |
123-031 |
|
S4 |
121-128 |
121-232 |
122-298 |
|
|
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 |
122-120 |
1-140 |
1.2% |
0-238 |
0.6% |
62% |
False |
False |
1,331,600 |
10 |
123-260 |
121-120 |
2-140 |
2.0% |
0-205 |
0.5% |
78% |
False |
False |
988,544 |
20 |
123-260 |
120-090 |
3-170 |
2.9% |
0-200 |
0.5% |
85% |
False |
False |
509,207 |
40 |
123-260 |
116-020 |
7-240 |
6.3% |
0-177 |
0.4% |
93% |
False |
False |
255,636 |
60 |
123-260 |
116-020 |
7-240 |
6.3% |
0-140 |
0.4% |
93% |
False |
False |
170,450 |
80 |
123-260 |
115-220 |
8-040 |
6.6% |
0-111 |
0.3% |
93% |
False |
False |
127,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-034 |
2.618 |
125-036 |
1.618 |
124-161 |
1.000 |
124-040 |
0.618 |
123-286 |
HIGH |
123-165 |
0.618 |
123-091 |
0.500 |
123-068 |
0.382 |
123-044 |
LOW |
122-290 |
0.618 |
122-169 |
1.000 |
122-095 |
1.618 |
121-294 |
2.618 |
121-099 |
4.250 |
120-101 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-079 |
123-115 |
PP |
123-073 |
123-105 |
S1 |
123-068 |
123-095 |
|