ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124-075 |
124-260 |
0-185 |
0.5% |
123-275 |
| High |
124-300 |
125-010 |
0-030 |
0.1% |
124-300 |
| Low |
124-020 |
124-115 |
0-095 |
0.2% |
123-165 |
| Close |
124-235 |
124-130 |
-0-105 |
-0.3% |
124-235 |
| Range |
0-280 |
0-215 |
-0-065 |
-23.2% |
1-135 |
| ATR |
0-227 |
0-227 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,027,348 |
1,199,820 |
172,472 |
16.8% |
5,799,527 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-197 |
126-058 |
124-248 |
|
| R3 |
125-302 |
125-163 |
124-189 |
|
| R2 |
125-087 |
125-087 |
124-169 |
|
| R1 |
124-268 |
124-268 |
124-150 |
124-230 |
| PP |
124-192 |
124-192 |
124-192 |
124-172 |
| S1 |
124-053 |
124-053 |
124-110 |
124-015 |
| S2 |
123-297 |
123-297 |
124-091 |
|
| S3 |
123-082 |
123-158 |
124-071 |
|
| S4 |
122-187 |
122-263 |
124-012 |
|
|
| 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 |
125-010 |
123-165 |
1-165 |
1.2% |
0-218 |
0.5% |
59% |
True |
False |
1,196,771 |
| 10 |
125-010 |
122-145 |
2-185 |
2.1% |
0-253 |
0.6% |
76% |
True |
False |
1,324,164 |
| 20 |
125-010 |
122-045 |
2-285 |
2.3% |
0-240 |
0.6% |
78% |
True |
False |
1,282,715 |
| 40 |
125-010 |
119-190 |
5-140 |
4.4% |
0-209 |
0.5% |
89% |
True |
False |
712,138 |
| 60 |
125-010 |
116-020 |
8-310 |
7.2% |
0-187 |
0.5% |
93% |
True |
False |
475,064 |
| 80 |
125-010 |
116-020 |
8-310 |
7.2% |
0-148 |
0.4% |
93% |
True |
False |
356,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-284 |
|
2.618 |
126-253 |
|
1.618 |
126-038 |
|
1.000 |
125-225 |
|
0.618 |
125-143 |
|
HIGH |
125-010 |
|
0.618 |
124-248 |
|
0.500 |
124-222 |
|
0.382 |
124-197 |
|
LOW |
124-115 |
|
0.618 |
123-302 |
|
1.000 |
123-220 |
|
1.618 |
123-087 |
|
2.618 |
122-192 |
|
4.250 |
121-161 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-222 |
124-128 |
| PP |
124-192 |
124-125 |
| S1 |
124-161 |
124-122 |
|