ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
123-125 |
123-120 |
-0-005 |
0.0% |
122-165 |
High |
123-165 |
123-310 |
0-145 |
0.4% |
123-260 |
Low |
122-290 |
123-085 |
0-115 |
0.3% |
122-045 |
Close |
123-085 |
123-230 |
0-145 |
0.4% |
123-105 |
Range |
0-195 |
0-225 |
0-030 |
15.4% |
1-215 |
ATR |
0-194 |
0-196 |
0-002 |
1.1% |
0-000 |
Volume |
1,127,108 |
1,404,941 |
277,833 |
24.7% |
5,321,797 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-243 |
125-142 |
124-034 |
|
R3 |
125-018 |
124-237 |
123-292 |
|
R2 |
124-113 |
124-113 |
123-271 |
|
R1 |
124-012 |
124-012 |
123-251 |
124-062 |
PP |
123-208 |
123-208 |
123-208 |
123-234 |
S1 |
123-107 |
123-107 |
123-209 |
123-158 |
S2 |
122-303 |
122-303 |
123-189 |
|
S3 |
122-078 |
122-202 |
123-168 |
|
S4 |
121-173 |
121-297 |
123-106 |
|
|
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 |
123-310 |
122-285 |
1-025 |
0.9% |
0-210 |
0.5% |
77% |
True |
False |
1,296,045 |
10 |
123-310 |
121-170 |
2-140 |
2.0% |
0-214 |
0.5% |
90% |
True |
False |
1,102,040 |
20 |
123-310 |
120-090 |
3-220 |
3.0% |
0-203 |
0.5% |
93% |
True |
False |
579,133 |
40 |
123-310 |
116-270 |
7-040 |
5.8% |
0-176 |
0.4% |
96% |
True |
False |
290,724 |
60 |
123-310 |
116-020 |
7-290 |
6.4% |
0-142 |
0.4% |
97% |
True |
False |
193,866 |
80 |
123-310 |
115-280 |
8-030 |
6.5% |
0-114 |
0.3% |
97% |
True |
False |
145,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-306 |
2.618 |
125-259 |
1.618 |
125-034 |
1.000 |
124-215 |
0.618 |
124-129 |
HIGH |
123-310 |
0.618 |
123-224 |
0.500 |
123-198 |
0.382 |
123-171 |
LOW |
123-085 |
0.618 |
122-266 |
1.000 |
122-180 |
1.618 |
122-041 |
2.618 |
121-136 |
4.250 |
120-089 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-219 |
123-200 |
PP |
123-208 |
123-170 |
S1 |
123-198 |
123-140 |
|