ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
122-185 |
123-220 |
1-035 |
0.9% |
123-120 |
| High |
123-265 |
124-160 |
0-215 |
0.5% |
124-005 |
| Low |
122-175 |
123-175 |
1-000 |
0.8% |
122-290 |
| Close |
123-220 |
124-045 |
0-145 |
0.4% |
123-165 |
| Range |
1-090 |
0-305 |
-0-105 |
-25.6% |
1-035 |
| ATR |
0-225 |
0-230 |
0-006 |
2.6% |
0-000 |
| Volume |
1,895,730 |
1,791,702 |
-104,028 |
-5.5% |
6,110,921 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-295 |
126-155 |
124-213 |
|
| R3 |
125-310 |
125-170 |
124-129 |
|
| R2 |
125-005 |
125-005 |
124-101 |
|
| R1 |
124-185 |
124-185 |
124-073 |
124-255 |
| PP |
124-020 |
124-020 |
124-020 |
124-055 |
| S1 |
123-200 |
123-200 |
124-017 |
123-270 |
| S2 |
123-035 |
123-035 |
123-309 |
|
| S3 |
122-050 |
122-215 |
123-281 |
|
| S4 |
121-065 |
121-230 |
123-197 |
|
|
| 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 |
124-160 |
122-145 |
2-015 |
1.6% |
0-285 |
0.7% |
82% |
True |
False |
1,438,902 |
| 10 |
124-160 |
122-145 |
2-015 |
1.6% |
0-256 |
0.6% |
82% |
True |
False |
1,380,985 |
| 20 |
124-160 |
120-180 |
3-300 |
3.2% |
0-224 |
0.6% |
91% |
True |
False |
1,012,963 |
| 40 |
124-160 |
118-090 |
6-070 |
5.0% |
0-192 |
0.5% |
94% |
True |
False |
510,422 |
| 60 |
124-160 |
116-020 |
8-140 |
6.8% |
0-169 |
0.4% |
96% |
True |
False |
340,407 |
| 80 |
124-160 |
116-020 |
8-140 |
6.8% |
0-135 |
0.3% |
96% |
True |
False |
255,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-176 |
|
2.618 |
126-318 |
|
1.618 |
126-013 |
|
1.000 |
125-145 |
|
0.618 |
125-028 |
|
HIGH |
124-160 |
|
0.618 |
124-043 |
|
0.500 |
124-008 |
|
0.382 |
123-292 |
|
LOW |
123-175 |
|
0.618 |
122-307 |
|
1.000 |
122-190 |
|
1.618 |
122-002 |
|
2.618 |
121-017 |
|
4.250 |
119-159 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-032 |
123-294 |
| PP |
124-020 |
123-223 |
| S1 |
124-008 |
123-152 |
|