ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
123-085 |
123-175 |
0-090 |
0.2% |
123-120 |
High |
123-260 |
123-230 |
-0-030 |
-0.1% |
124-005 |
Low |
123-065 |
123-040 |
-0-025 |
-0.1% |
122-290 |
Close |
123-165 |
123-110 |
-0-055 |
-0.1% |
123-165 |
Range |
0-195 |
0-190 |
-0-005 |
-2.6% |
1-035 |
ATR |
0-202 |
0-201 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,052,409 |
979,956 |
-72,453 |
-6.9% |
6,110,921 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-057 |
124-273 |
123-214 |
|
R3 |
124-187 |
124-083 |
123-162 |
|
R2 |
123-317 |
123-317 |
123-145 |
|
R1 |
123-213 |
123-213 |
123-127 |
123-170 |
PP |
123-127 |
123-127 |
123-127 |
123-105 |
S1 |
123-023 |
123-023 |
123-093 |
122-300 |
S2 |
122-257 |
122-257 |
123-075 |
|
S3 |
122-067 |
122-153 |
123-058 |
|
S4 |
121-197 |
121-283 |
123-006 |
|
|
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% |
0-218 |
0.6% |
39% |
False |
False |
1,232,481 |
10 |
124-005 |
122-045 |
1-280 |
1.5% |
0-226 |
0.6% |
64% |
False |
False |
1,241,267 |
20 |
124-005 |
120-180 |
3-145 |
2.8% |
0-200 |
0.5% |
81% |
False |
False |
758,672 |
40 |
124-005 |
118-000 |
6-005 |
4.9% |
0-177 |
0.4% |
89% |
False |
False |
381,416 |
60 |
124-005 |
116-020 |
7-305 |
6.4% |
0-153 |
0.4% |
92% |
False |
False |
254,372 |
80 |
124-005 |
116-020 |
7-305 |
6.4% |
0-122 |
0.3% |
92% |
False |
False |
190,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-078 |
2.618 |
125-087 |
1.618 |
124-217 |
1.000 |
124-100 |
0.618 |
124-027 |
HIGH |
123-230 |
0.618 |
123-157 |
0.500 |
123-135 |
0.382 |
123-113 |
LOW |
123-040 |
0.618 |
122-243 |
1.000 |
122-170 |
1.618 |
122-053 |
2.618 |
121-183 |
4.250 |
120-192 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-135 |
123-182 |
PP |
123-127 |
123-158 |
S1 |
123-118 |
123-134 |
|