ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
122-075 |
122-000 |
-0-075 |
-0.2% |
124-260 |
| High |
122-155 |
122-250 |
0-095 |
0.2% |
125-010 |
| Low |
121-225 |
121-310 |
0-085 |
0.2% |
121-225 |
| Close |
121-315 |
122-210 |
0-215 |
0.6% |
121-315 |
| Range |
0-250 |
0-260 |
0-010 |
4.0% |
3-105 |
| ATR |
0-256 |
0-256 |
0-000 |
0.1% |
0-000 |
| Volume |
1,155,598 |
1,215,429 |
59,831 |
5.2% |
7,132,788 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-290 |
124-190 |
123-033 |
|
| R3 |
124-030 |
123-250 |
122-282 |
|
| R2 |
123-090 |
123-090 |
122-258 |
|
| R1 |
122-310 |
122-310 |
122-234 |
123-040 |
| PP |
122-150 |
122-150 |
122-150 |
122-175 |
| S1 |
122-050 |
122-050 |
122-186 |
122-100 |
| S2 |
121-210 |
121-210 |
122-162 |
|
| S3 |
120-270 |
121-110 |
122-138 |
|
| S4 |
120-010 |
120-170 |
122-067 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-285 |
130-245 |
123-261 |
|
| R3 |
129-180 |
127-140 |
122-288 |
|
| R2 |
126-075 |
126-075 |
122-190 |
|
| R1 |
124-035 |
124-035 |
122-093 |
123-162 |
| PP |
122-290 |
122-290 |
122-290 |
122-194 |
| S1 |
120-250 |
120-250 |
121-217 |
120-058 |
| S2 |
119-185 |
119-185 |
121-120 |
|
| S3 |
116-080 |
117-145 |
121-022 |
|
| S4 |
112-295 |
114-040 |
120-049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-190 |
121-225 |
2-285 |
2.4% |
1-007 |
0.8% |
33% |
False |
False |
1,429,679 |
| 10 |
125-010 |
121-225 |
3-105 |
2.7% |
0-272 |
0.7% |
29% |
False |
False |
1,313,225 |
| 20 |
125-010 |
121-225 |
3-105 |
2.7% |
0-263 |
0.7% |
29% |
False |
False |
1,327,622 |
| 40 |
125-010 |
120-090 |
4-240 |
3.9% |
0-230 |
0.6% |
50% |
False |
False |
890,429 |
| 60 |
125-010 |
116-020 |
8-310 |
7.3% |
0-204 |
0.5% |
74% |
False |
False |
594,186 |
| 80 |
125-010 |
116-020 |
8-310 |
7.3% |
0-168 |
0.4% |
74% |
False |
False |
445,654 |
| 100 |
125-010 |
115-080 |
9-250 |
8.0% |
0-140 |
0.4% |
76% |
False |
False |
356,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-075 |
|
2.618 |
124-291 |
|
1.618 |
124-031 |
|
1.000 |
123-190 |
|
0.618 |
123-091 |
|
HIGH |
122-250 |
|
0.618 |
122-151 |
|
0.500 |
122-120 |
|
0.382 |
122-089 |
|
LOW |
121-310 |
|
0.618 |
121-149 |
|
1.000 |
121-050 |
|
1.618 |
120-209 |
|
2.618 |
119-269 |
|
4.250 |
118-165 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-180 |
122-182 |
| PP |
122-150 |
122-153 |
| S1 |
122-120 |
122-125 |
|