ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
123-275 |
123-275 |
0-000 |
0.0% |
123-175 |
High |
124-110 |
123-300 |
-0-130 |
-0.3% |
124-160 |
Low |
123-210 |
123-175 |
-0-035 |
-0.1% |
122-145 |
Close |
123-260 |
123-205 |
-0-055 |
-0.1% |
123-290 |
Range |
0-220 |
0-125 |
-0-095 |
-43.2% |
2-015 |
ATR |
0-227 |
0-219 |
-0-007 |
-3.2% |
0-000 |
Volume |
1,015,488 |
1,025,680 |
10,192 |
1.0% |
7,222,253 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-282 |
124-208 |
123-274 |
|
R3 |
124-157 |
124-083 |
123-239 |
|
R2 |
124-032 |
124-032 |
123-228 |
|
R1 |
123-278 |
123-278 |
123-216 |
123-252 |
PP |
123-227 |
123-227 |
123-227 |
123-214 |
S1 |
123-153 |
123-153 |
123-194 |
123-128 |
S2 |
123-102 |
123-102 |
123-182 |
|
S3 |
122-297 |
123-028 |
123-171 |
|
S4 |
122-172 |
122-223 |
123-136 |
|
|
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 |
122-175 |
1-305 |
1.6% |
0-248 |
0.6% |
56% |
False |
False |
1,361,750 |
10 |
124-160 |
122-145 |
2-015 |
1.7% |
0-246 |
0.6% |
58% |
False |
False |
1,331,876 |
20 |
124-160 |
121-120 |
3-040 |
2.5% |
0-226 |
0.6% |
73% |
False |
False |
1,160,210 |
40 |
124-160 |
118-240 |
5-240 |
4.7% |
0-197 |
0.5% |
85% |
False |
False |
588,366 |
60 |
124-160 |
116-020 |
8-140 |
6.8% |
0-173 |
0.4% |
90% |
False |
False |
392,429 |
80 |
124-160 |
116-020 |
8-140 |
6.8% |
0-140 |
0.4% |
90% |
False |
False |
294,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-191 |
2.618 |
124-307 |
1.618 |
124-182 |
1.000 |
124-105 |
0.618 |
124-057 |
HIGH |
123-300 |
0.618 |
123-252 |
0.500 |
123-238 |
0.382 |
123-223 |
LOW |
123-175 |
0.618 |
123-098 |
1.000 |
123-050 |
1.618 |
122-293 |
2.618 |
122-168 |
4.250 |
121-284 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-238 |
123-302 |
PP |
123-227 |
123-270 |
S1 |
123-216 |
123-238 |
|