ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
123-255 |
124-075 |
0-140 |
0.4% |
123-275 |
| High |
124-185 |
124-300 |
0-115 |
0.3% |
124-300 |
| Low |
123-235 |
124-020 |
0-105 |
0.3% |
123-165 |
| Close |
124-110 |
124-235 |
0-125 |
0.3% |
124-235 |
| Range |
0-270 |
0-280 |
0-010 |
3.7% |
1-135 |
| ATR |
0-223 |
0-227 |
0-004 |
1.8% |
0-000 |
| Volume |
1,585,555 |
1,027,348 |
-558,207 |
-35.2% |
5,799,527 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-065 |
126-270 |
125-069 |
|
| R3 |
126-105 |
125-310 |
124-312 |
|
| R2 |
125-145 |
125-145 |
124-286 |
|
| R1 |
125-030 |
125-030 |
124-261 |
125-088 |
| PP |
124-185 |
124-185 |
124-185 |
124-214 |
| S1 |
124-070 |
124-070 |
124-209 |
124-128 |
| S2 |
123-225 |
123-225 |
124-184 |
|
| S3 |
122-265 |
123-110 |
124-158 |
|
| S4 |
121-305 |
122-150 |
124-081 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-212 |
128-038 |
125-165 |
|
| R3 |
127-077 |
126-223 |
125-040 |
|
| R2 |
125-262 |
125-262 |
124-318 |
|
| R1 |
125-088 |
125-088 |
124-277 |
125-175 |
| PP |
124-127 |
124-127 |
124-127 |
124-170 |
| S1 |
123-273 |
123-273 |
124-193 |
124-040 |
| S2 |
122-312 |
122-312 |
124-152 |
|
| S3 |
121-177 |
122-138 |
124-110 |
|
| S4 |
120-042 |
121-003 |
123-305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-300 |
123-165 |
1-135 |
1.1% |
0-219 |
0.5% |
86% |
True |
False |
1,159,905 |
| 10 |
124-300 |
122-145 |
2-155 |
2.0% |
0-250 |
0.6% |
92% |
True |
False |
1,302,178 |
| 20 |
124-300 |
122-045 |
2-255 |
2.2% |
0-236 |
0.6% |
93% |
True |
False |
1,277,557 |
| 40 |
124-300 |
119-150 |
5-150 |
4.4% |
0-205 |
0.5% |
96% |
True |
False |
682,205 |
| 60 |
124-300 |
116-020 |
8-280 |
7.1% |
0-184 |
0.5% |
98% |
True |
False |
455,067 |
| 80 |
124-300 |
116-020 |
8-280 |
7.1% |
0-150 |
0.4% |
98% |
True |
False |
341,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-210 |
|
2.618 |
127-073 |
|
1.618 |
126-113 |
|
1.000 |
125-260 |
|
0.618 |
125-153 |
|
HIGH |
124-300 |
|
0.618 |
124-193 |
|
0.500 |
124-160 |
|
0.382 |
124-127 |
|
LOW |
124-020 |
|
0.618 |
123-167 |
|
1.000 |
123-060 |
|
1.618 |
122-207 |
|
2.618 |
121-247 |
|
4.250 |
120-110 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-210 |
124-181 |
| PP |
124-185 |
124-127 |
| S1 |
124-160 |
124-072 |
|