ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
123-140 |
122-275 |
-0-185 |
-0.5% |
123-275 |
| High |
123-175 |
123-025 |
-0-150 |
-0.4% |
124-300 |
| Low |
122-190 |
121-280 |
-0-230 |
-0.6% |
123-165 |
| Close |
122-270 |
122-105 |
-0-165 |
-0.4% |
124-235 |
| Range |
0-305 |
1-065 |
0-080 |
26.2% |
1-135 |
| ATR |
0-246 |
0-256 |
0-010 |
4.0% |
0-000 |
| Volume |
1,654,494 |
1,730,283 |
75,789 |
4.6% |
5,799,527 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-012 |
125-123 |
122-317 |
|
| R3 |
124-267 |
124-058 |
122-211 |
|
| R2 |
123-202 |
123-202 |
122-176 |
|
| R1 |
122-313 |
122-313 |
122-140 |
122-225 |
| PP |
122-137 |
122-137 |
122-137 |
122-092 |
| S1 |
121-248 |
121-248 |
122-070 |
121-160 |
| S2 |
121-072 |
121-072 |
122-034 |
|
| S3 |
120-007 |
120-183 |
121-319 |
|
| S4 |
118-262 |
119-118 |
121-213 |
|
|
| 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 |
121-280 |
3-050 |
2.6% |
1-004 |
0.8% |
14% |
False |
True |
1,400,907 |
| 10 |
125-010 |
121-280 |
3-050 |
2.6% |
0-262 |
0.7% |
14% |
False |
True |
1,285,686 |
| 20 |
125-010 |
121-280 |
3-050 |
2.6% |
0-258 |
0.7% |
14% |
False |
True |
1,333,335 |
| 40 |
125-010 |
120-040 |
4-290 |
4.0% |
0-228 |
0.6% |
45% |
False |
False |
831,403 |
| 60 |
125-010 |
116-020 |
8-310 |
7.3% |
0-200 |
0.5% |
70% |
False |
False |
554,685 |
| 80 |
125-010 |
116-020 |
8-310 |
7.3% |
0-162 |
0.4% |
70% |
False |
False |
416,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-061 |
|
2.618 |
126-073 |
|
1.618 |
125-008 |
|
1.000 |
124-090 |
|
0.618 |
123-263 |
|
HIGH |
123-025 |
|
0.618 |
122-198 |
|
0.500 |
122-152 |
|
0.382 |
122-107 |
|
LOW |
121-280 |
|
0.618 |
121-042 |
|
1.000 |
120-215 |
|
1.618 |
119-297 |
|
2.618 |
118-232 |
|
4.250 |
116-244 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-152 |
123-075 |
| PP |
122-137 |
122-298 |
| S1 |
122-121 |
122-202 |
|