ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
124-170 |
125-145 |
0-295 |
0.7% |
124-040 |
| High |
125-300 |
126-135 |
0-155 |
0.4% |
125-300 |
| Low |
124-120 |
125-095 |
0-295 |
0.7% |
123-250 |
| Close |
125-220 |
126-045 |
0-145 |
0.4% |
125-220 |
| Range |
1-180 |
1-040 |
-0-140 |
-28.0% |
2-050 |
| ATR |
0-258 |
0-265 |
0-007 |
2.8% |
0-000 |
| Volume |
1,451,370 |
1,332,271 |
-119,099 |
-8.2% |
5,963,451 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-105 |
128-275 |
126-243 |
|
| R3 |
128-065 |
127-235 |
126-144 |
|
| R2 |
127-025 |
127-025 |
126-111 |
|
| R1 |
126-195 |
126-195 |
126-078 |
126-270 |
| PP |
125-305 |
125-305 |
125-305 |
126-022 |
| S1 |
125-155 |
125-155 |
126-012 |
125-230 |
| S2 |
124-265 |
124-265 |
125-299 |
|
| S3 |
123-225 |
124-115 |
125-266 |
|
| S4 |
122-185 |
123-075 |
125-167 |
|
|
| 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 |
126-135 |
123-250 |
2-205 |
2.1% |
0-301 |
0.7% |
89% |
True |
False |
1,228,607 |
| 10 |
126-135 |
123-220 |
2-235 |
2.2% |
0-259 |
0.6% |
90% |
True |
False |
1,175,150 |
| 20 |
126-135 |
121-310 |
4-145 |
3.5% |
0-264 |
0.7% |
94% |
True |
False |
1,255,129 |
| 40 |
126-135 |
121-225 |
4-230 |
3.7% |
0-261 |
0.6% |
94% |
True |
False |
1,284,201 |
| 60 |
126-135 |
120-040 |
6-095 |
5.0% |
0-242 |
0.6% |
96% |
True |
False |
991,838 |
| 80 |
126-135 |
116-020 |
10-115 |
8.2% |
0-217 |
0.5% |
97% |
True |
False |
744,232 |
| 100 |
126-135 |
116-020 |
10-115 |
8.2% |
0-185 |
0.5% |
97% |
True |
False |
595,395 |
| 120 |
126-135 |
115-080 |
11-055 |
8.9% |
0-158 |
0.4% |
97% |
True |
False |
496,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-065 |
|
2.618 |
129-117 |
|
1.618 |
128-077 |
|
1.000 |
127-175 |
|
0.618 |
127-037 |
|
HIGH |
126-135 |
|
0.618 |
125-317 |
|
0.500 |
125-275 |
|
0.382 |
125-233 |
|
LOW |
125-095 |
|
0.618 |
124-193 |
|
1.000 |
124-055 |
|
1.618 |
123-153 |
|
2.618 |
122-113 |
|
4.250 |
120-165 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-015 |
125-277 |
| PP |
125-305 |
125-188 |
| S1 |
125-275 |
125-100 |
|