ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
125-145 |
126-025 |
0-200 |
0.5% |
124-040 |
| High |
126-135 |
127-040 |
0-225 |
0.6% |
125-300 |
| Low |
125-095 |
126-005 |
0-230 |
0.6% |
123-250 |
| Close |
126-045 |
126-305 |
0-260 |
0.6% |
125-220 |
| Range |
1-040 |
1-035 |
-0-005 |
-1.4% |
2-050 |
| ATR |
0-265 |
0-272 |
0-006 |
2.4% |
0-000 |
| Volume |
1,332,271 |
1,499,369 |
167,098 |
12.5% |
5,963,451 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-008 |
129-192 |
127-180 |
|
| R3 |
128-293 |
128-157 |
127-083 |
|
| R2 |
127-258 |
127-258 |
127-050 |
|
| R1 |
127-122 |
127-122 |
127-018 |
127-190 |
| PP |
126-223 |
126-223 |
126-223 |
126-258 |
| S1 |
126-087 |
126-087 |
126-272 |
126-155 |
| S2 |
125-188 |
125-188 |
126-240 |
|
| S3 |
124-153 |
125-052 |
126-207 |
|
| S4 |
123-118 |
124-017 |
126-110 |
|
|
| 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 |
127-040 |
124-010 |
3-030 |
2.4% |
0-317 |
0.8% |
94% |
True |
False |
1,316,976 |
| 10 |
127-040 |
123-220 |
3-140 |
2.7% |
0-274 |
0.7% |
95% |
True |
False |
1,217,903 |
| 20 |
127-040 |
122-065 |
4-295 |
3.9% |
0-269 |
0.7% |
97% |
True |
False |
1,269,326 |
| 40 |
127-040 |
121-225 |
5-135 |
4.3% |
0-266 |
0.7% |
97% |
True |
False |
1,298,474 |
| 60 |
127-040 |
120-090 |
6-270 |
5.4% |
0-243 |
0.6% |
97% |
True |
False |
1,016,728 |
| 80 |
127-040 |
116-020 |
11-020 |
8.7% |
0-220 |
0.5% |
98% |
True |
False |
762,971 |
| 100 |
127-040 |
116-020 |
11-020 |
8.7% |
0-188 |
0.5% |
98% |
True |
False |
610,389 |
| 120 |
127-040 |
115-080 |
11-280 |
9.4% |
0-161 |
0.4% |
99% |
True |
False |
508,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-269 |
|
2.618 |
130-009 |
|
1.618 |
128-294 |
|
1.000 |
128-075 |
|
0.618 |
127-259 |
|
HIGH |
127-040 |
|
0.618 |
126-224 |
|
0.500 |
126-182 |
|
0.382 |
126-141 |
|
LOW |
126-005 |
|
0.618 |
125-106 |
|
1.000 |
124-290 |
|
1.618 |
124-071 |
|
2.618 |
123-036 |
|
4.250 |
121-096 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-264 |
126-177 |
| PP |
126-223 |
126-048 |
| S1 |
126-182 |
125-240 |
|