ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
123-315 |
123-275 |
-0-040 |
-0.1% |
123-175 |
| High |
124-040 |
124-110 |
0-070 |
0.2% |
124-160 |
| Low |
123-180 |
123-210 |
0-030 |
0.1% |
122-145 |
| Close |
123-290 |
123-260 |
-0-030 |
-0.1% |
123-290 |
| Range |
0-180 |
0-220 |
0-040 |
22.2% |
2-015 |
| ATR |
0-227 |
0-227 |
-0-001 |
-0.2% |
0-000 |
| Volume |
1,080,151 |
1,015,488 |
-64,663 |
-6.0% |
7,222,253 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-000 |
125-190 |
124-061 |
|
| R3 |
125-100 |
124-290 |
124-000 |
|
| R2 |
124-200 |
124-200 |
123-300 |
|
| R1 |
124-070 |
124-070 |
123-280 |
124-025 |
| PP |
123-300 |
123-300 |
123-300 |
123-278 |
| S1 |
123-170 |
123-170 |
123-240 |
123-125 |
| S2 |
123-080 |
123-080 |
123-220 |
|
| S3 |
122-180 |
122-270 |
123-200 |
|
| S4 |
121-280 |
122-050 |
123-139 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-243 |
128-282 |
125-010 |
|
| R3 |
127-228 |
126-267 |
124-150 |
|
| R2 |
125-213 |
125-213 |
124-090 |
|
| R1 |
124-252 |
124-252 |
124-030 |
125-072 |
| PP |
123-198 |
123-198 |
123-198 |
123-269 |
| S1 |
122-237 |
122-237 |
123-230 |
123-058 |
| S2 |
121-183 |
121-183 |
123-170 |
|
| S3 |
119-168 |
120-222 |
123-110 |
|
| S4 |
117-153 |
118-207 |
122-250 |
|
|
| 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 |
1.7% |
0-288 |
0.7% |
66% |
False |
False |
1,451,557 |
| 10 |
124-160 |
122-145 |
2-015 |
1.7% |
0-253 |
0.6% |
66% |
False |
False |
1,342,019 |
| 20 |
124-160 |
121-120 |
3-040 |
2.5% |
0-227 |
0.6% |
78% |
False |
False |
1,112,446 |
| 40 |
124-160 |
118-170 |
5-310 |
4.8% |
0-197 |
0.5% |
88% |
False |
False |
562,786 |
| 60 |
124-160 |
116-020 |
8-140 |
6.8% |
0-171 |
0.4% |
92% |
False |
False |
375,334 |
| 80 |
124-160 |
116-020 |
8-140 |
6.8% |
0-139 |
0.4% |
92% |
False |
False |
281,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-085 |
|
2.618 |
126-046 |
|
1.618 |
125-146 |
|
1.000 |
125-010 |
|
0.618 |
124-246 |
|
HIGH |
124-110 |
|
0.618 |
124-026 |
|
0.500 |
124-000 |
|
0.382 |
123-294 |
|
LOW |
123-210 |
|
0.618 |
123-074 |
|
1.000 |
122-310 |
|
1.618 |
122-174 |
|
2.618 |
121-274 |
|
4.250 |
120-235 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-000 |
124-008 |
| PP |
123-300 |
123-305 |
| S1 |
123-280 |
123-282 |
|