ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124-130 |
123-140 |
-0-310 |
-0.8% |
123-275 |
| High |
124-190 |
123-175 |
-1-015 |
-0.8% |
124-300 |
| Low |
123-075 |
122-190 |
-0-205 |
-0.5% |
123-165 |
| Close |
123-105 |
122-270 |
-0-155 |
-0.4% |
124-235 |
| Range |
1-115 |
0-305 |
-0-130 |
-29.9% |
1-135 |
| ATR |
0-241 |
0-246 |
0-005 |
1.9% |
0-000 |
| Volume |
1,392,593 |
1,654,494 |
261,901 |
18.8% |
5,799,527 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-273 |
125-097 |
123-118 |
|
| R3 |
124-288 |
124-112 |
123-034 |
|
| R2 |
123-303 |
123-303 |
123-006 |
|
| R1 |
123-127 |
123-127 |
122-298 |
123-062 |
| PP |
122-318 |
122-318 |
122-318 |
122-286 |
| S1 |
122-142 |
122-142 |
122-242 |
122-078 |
| S2 |
122-013 |
122-013 |
122-214 |
|
| S3 |
121-028 |
121-157 |
122-186 |
|
| S4 |
120-043 |
120-172 |
122-102 |
|
|
| 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 |
122-190 |
2-140 |
2.0% |
0-301 |
0.8% |
10% |
False |
True |
1,371,962 |
| 10 |
125-010 |
122-190 |
2-140 |
2.0% |
0-254 |
0.6% |
10% |
False |
True |
1,291,828 |
| 20 |
125-010 |
122-145 |
2-185 |
2.1% |
0-250 |
0.6% |
15% |
False |
False |
1,319,965 |
| 40 |
125-010 |
119-270 |
5-060 |
4.2% |
0-222 |
0.6% |
58% |
False |
False |
788,203 |
| 60 |
125-010 |
116-020 |
8-310 |
7.3% |
0-196 |
0.5% |
76% |
False |
False |
525,847 |
| 80 |
125-010 |
116-020 |
8-310 |
7.3% |
0-157 |
0.4% |
76% |
False |
False |
394,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-191 |
|
2.618 |
126-013 |
|
1.618 |
125-028 |
|
1.000 |
124-160 |
|
0.618 |
124-043 |
|
HIGH |
123-175 |
|
0.618 |
123-058 |
|
0.500 |
123-022 |
|
0.382 |
122-307 |
|
LOW |
122-190 |
|
0.618 |
122-002 |
|
1.000 |
121-205 |
|
1.618 |
121-017 |
|
2.618 |
120-032 |
|
4.250 |
118-174 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-022 |
123-260 |
| PP |
122-318 |
123-157 |
| S1 |
122-294 |
123-053 |
|