ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
126-025 |
127-025 |
1-000 |
0.8% |
124-040 |
| High |
127-040 |
127-115 |
0-075 |
0.2% |
125-300 |
| Low |
126-005 |
126-240 |
0-235 |
0.6% |
123-250 |
| Close |
126-305 |
127-015 |
0-030 |
0.1% |
125-220 |
| Range |
1-035 |
0-195 |
-0-160 |
-45.1% |
2-050 |
| ATR |
0-272 |
0-266 |
-0-005 |
-2.0% |
0-000 |
| Volume |
1,499,369 |
1,737,563 |
238,194 |
15.9% |
5,963,451 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-282 |
128-183 |
127-122 |
|
| R3 |
128-087 |
127-308 |
127-069 |
|
| R2 |
127-212 |
127-212 |
127-051 |
|
| R1 |
127-113 |
127-113 |
127-033 |
127-065 |
| PP |
127-017 |
127-017 |
127-017 |
126-312 |
| S1 |
126-238 |
126-238 |
126-317 |
126-190 |
| S2 |
126-142 |
126-142 |
126-299 |
|
| S3 |
125-267 |
126-043 |
126-281 |
|
| S4 |
125-072 |
125-168 |
126-228 |
|
|
| 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 |
127-115 |
124-065 |
3-050 |
2.5% |
0-315 |
0.8% |
90% |
True |
False |
1,432,464 |
| 10 |
127-115 |
123-220 |
3-215 |
2.9% |
0-278 |
0.7% |
91% |
True |
False |
1,298,476 |
| 20 |
127-115 |
122-065 |
5-050 |
4.1% |
0-266 |
0.7% |
94% |
True |
False |
1,292,294 |
| 40 |
127-115 |
121-225 |
5-210 |
4.5% |
0-266 |
0.7% |
94% |
True |
False |
1,313,735 |
| 60 |
127-115 |
120-090 |
7-025 |
5.6% |
0-244 |
0.6% |
96% |
True |
False |
1,045,559 |
| 80 |
127-115 |
116-020 |
11-095 |
8.9% |
0-222 |
0.5% |
97% |
True |
False |
784,686 |
| 100 |
127-115 |
116-020 |
11-095 |
8.9% |
0-190 |
0.5% |
97% |
True |
False |
627,764 |
| 120 |
127-115 |
115-220 |
11-215 |
9.2% |
0-163 |
0.4% |
97% |
True |
False |
523,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-304 |
|
2.618 |
128-306 |
|
1.618 |
128-111 |
|
1.000 |
127-310 |
|
0.618 |
127-236 |
|
HIGH |
127-115 |
|
0.618 |
127-041 |
|
0.500 |
127-018 |
|
0.382 |
126-314 |
|
LOW |
126-240 |
|
0.618 |
126-119 |
|
1.000 |
126-045 |
|
1.618 |
125-244 |
|
2.618 |
125-049 |
|
4.250 |
124-051 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-018 |
126-258 |
| PP |
127-017 |
126-182 |
| S1 |
127-016 |
126-105 |
|