ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
124-080 |
124-170 |
0-090 |
0.2% |
124-040 |
| High |
124-230 |
125-300 |
1-070 |
1.0% |
125-300 |
| Low |
124-065 |
124-120 |
0-055 |
0.1% |
123-250 |
| Close |
124-160 |
125-220 |
1-060 |
1.0% |
125-220 |
| Range |
0-165 |
1-180 |
1-015 |
203.0% |
2-050 |
| ATR |
0-239 |
0-258 |
0-019 |
7.8% |
0-000 |
| Volume |
1,141,748 |
1,451,370 |
309,622 |
27.1% |
5,963,451 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-007 |
129-133 |
126-175 |
|
| R3 |
128-147 |
127-273 |
126-038 |
|
| R2 |
126-287 |
126-287 |
125-312 |
|
| R1 |
126-093 |
126-093 |
125-266 |
126-190 |
| PP |
125-107 |
125-107 |
125-107 |
125-155 |
| S1 |
124-233 |
124-233 |
125-174 |
125-010 |
| S2 |
123-247 |
123-247 |
125-128 |
|
| S3 |
122-067 |
123-053 |
125-082 |
|
| S4 |
120-207 |
121-193 |
124-265 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-193 |
130-257 |
126-280 |
|
| R3 |
129-143 |
128-207 |
126-090 |
|
| R2 |
127-093 |
127-093 |
126-026 |
|
| R1 |
126-157 |
126-157 |
125-283 |
126-285 |
| PP |
125-043 |
125-043 |
125-043 |
125-108 |
| S1 |
124-107 |
124-107 |
125-157 |
124-235 |
| S2 |
122-313 |
122-313 |
125-094 |
|
| S3 |
120-263 |
122-057 |
125-030 |
|
| S4 |
118-213 |
120-007 |
124-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-300 |
123-250 |
2-050 |
1.7% |
0-278 |
0.7% |
88% |
True |
False |
1,192,690 |
| 10 |
125-300 |
123-220 |
2-080 |
1.8% |
0-238 |
0.6% |
89% |
True |
False |
1,134,884 |
| 20 |
125-300 |
121-225 |
4-075 |
3.4% |
0-258 |
0.6% |
94% |
True |
False |
1,246,295 |
| 40 |
125-300 |
121-225 |
4-075 |
3.4% |
0-258 |
0.6% |
94% |
True |
False |
1,289,815 |
| 60 |
125-300 |
120-040 |
5-260 |
4.6% |
0-238 |
0.6% |
96% |
True |
False |
969,701 |
| 80 |
125-300 |
116-020 |
9-280 |
7.9% |
0-215 |
0.5% |
97% |
True |
False |
727,588 |
| 100 |
125-300 |
116-020 |
9-280 |
7.9% |
0-181 |
0.5% |
97% |
True |
False |
582,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-185 |
|
2.618 |
130-009 |
|
1.618 |
128-149 |
|
1.000 |
127-160 |
|
0.618 |
126-289 |
|
HIGH |
125-300 |
|
0.618 |
125-109 |
|
0.500 |
125-050 |
|
0.382 |
124-311 |
|
LOW |
124-120 |
|
0.618 |
123-131 |
|
1.000 |
122-260 |
|
1.618 |
121-271 |
|
2.618 |
120-091 |
|
4.250 |
117-235 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-163 |
125-145 |
| PP |
125-107 |
125-070 |
| S1 |
125-050 |
124-315 |
|