ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
123-120 |
123-270 |
0-150 |
0.4% |
122-165 |
High |
123-310 |
124-005 |
0-015 |
0.0% |
123-260 |
Low |
123-085 |
123-040 |
-0-045 |
-0.1% |
122-045 |
Close |
123-230 |
123-085 |
-0-145 |
-0.4% |
123-105 |
Range |
0-225 |
0-285 |
0-060 |
26.7% |
1-215 |
ATR |
0-196 |
0-202 |
0-006 |
3.2% |
0-000 |
Volume |
1,404,941 |
1,597,994 |
193,053 |
13.7% |
5,321,797 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-045 |
125-190 |
123-242 |
|
R3 |
125-080 |
124-225 |
123-163 |
|
R2 |
124-115 |
124-115 |
123-137 |
|
R1 |
123-260 |
123-260 |
123-111 |
123-205 |
PP |
123-150 |
123-150 |
123-150 |
123-122 |
S1 |
122-295 |
122-295 |
123-059 |
122-240 |
S2 |
122-185 |
122-185 |
123-033 |
|
S3 |
121-220 |
122-010 |
123-007 |
|
S4 |
120-255 |
121-045 |
122-248 |
|
|
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 |
124-005 |
122-290 |
1-035 |
0.9% |
0-226 |
0.6% |
32% |
True |
False |
1,323,068 |
10 |
124-005 |
121-170 |
2-155 |
2.0% |
0-232 |
0.6% |
70% |
True |
False |
1,224,685 |
20 |
124-005 |
120-180 |
3-145 |
2.8% |
0-205 |
0.5% |
78% |
True |
False |
658,362 |
40 |
124-005 |
117-060 |
6-265 |
5.5% |
0-176 |
0.4% |
89% |
True |
False |
330,670 |
60 |
124-005 |
116-020 |
7-305 |
6.5% |
0-147 |
0.4% |
91% |
True |
False |
220,499 |
80 |
124-005 |
115-300 |
8-025 |
6.6% |
0-118 |
0.3% |
91% |
True |
False |
165,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-256 |
2.618 |
126-111 |
1.618 |
125-146 |
1.000 |
124-290 |
0.618 |
124-181 |
HIGH |
124-005 |
0.618 |
123-216 |
0.500 |
123-182 |
0.382 |
123-149 |
LOW |
123-040 |
0.618 |
122-184 |
1.000 |
122-075 |
1.618 |
121-219 |
2.618 |
120-254 |
4.250 |
119-109 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-182 |
123-148 |
PP |
123-150 |
123-127 |
S1 |
123-118 |
123-106 |
|