ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
123-270 |
123-085 |
-0-185 |
-0.5% |
123-120 |
High |
124-005 |
123-260 |
-0-065 |
-0.2% |
124-005 |
Low |
123-040 |
123-065 |
0-025 |
0.1% |
122-290 |
Close |
123-085 |
123-165 |
0-080 |
0.2% |
123-165 |
Range |
0-285 |
0-195 |
-0-090 |
-31.6% |
1-035 |
ATR |
0-202 |
0-202 |
-0-001 |
-0.3% |
0-000 |
Volume |
1,597,994 |
1,052,409 |
-545,585 |
-34.1% |
6,110,921 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-108 |
125-012 |
123-272 |
|
R3 |
124-233 |
124-137 |
123-219 |
|
R2 |
124-038 |
124-038 |
123-201 |
|
R1 |
123-262 |
123-262 |
123-183 |
123-310 |
PP |
123-163 |
123-163 |
123-163 |
123-188 |
S1 |
123-067 |
123-067 |
123-147 |
123-115 |
S2 |
122-288 |
122-288 |
123-129 |
|
S3 |
122-093 |
122-192 |
123-111 |
|
S4 |
121-218 |
121-317 |
123-058 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-258 |
126-087 |
124-040 |
|
R3 |
125-223 |
125-052 |
123-263 |
|
R2 |
124-188 |
124-188 |
123-230 |
|
R1 |
124-017 |
124-017 |
123-198 |
124-102 |
PP |
123-153 |
123-153 |
123-153 |
123-196 |
S1 |
122-302 |
122-302 |
123-132 |
123-068 |
S2 |
122-118 |
122-118 |
123-100 |
|
S3 |
121-083 |
121-267 |
123-067 |
|
S4 |
120-048 |
120-232 |
122-290 |
|
|
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% |
0-210 |
0.5% |
55% |
False |
False |
1,222,184 |
10 |
124-005 |
122-045 |
1-280 |
1.5% |
0-222 |
0.6% |
73% |
False |
False |
1,252,936 |
20 |
124-005 |
120-180 |
3-145 |
2.8% |
0-205 |
0.5% |
86% |
False |
False |
710,482 |
40 |
124-005 |
117-200 |
6-125 |
5.2% |
0-177 |
0.4% |
92% |
False |
False |
356,945 |
60 |
124-005 |
116-020 |
7-305 |
6.4% |
0-150 |
0.4% |
94% |
False |
False |
238,039 |
80 |
124-005 |
115-300 |
8-025 |
6.5% |
0-120 |
0.3% |
94% |
False |
False |
178,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-129 |
2.618 |
125-131 |
1.618 |
124-256 |
1.000 |
124-135 |
0.618 |
124-061 |
HIGH |
123-260 |
0.618 |
123-186 |
0.500 |
123-162 |
0.382 |
123-139 |
LOW |
123-065 |
0.618 |
122-264 |
1.000 |
122-190 |
1.618 |
122-069 |
2.618 |
121-194 |
4.250 |
120-196 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-164 |
123-182 |
PP |
123-163 |
123-177 |
S1 |
123-162 |
123-171 |
|