ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
129-035 |
129-230 |
0-195 |
0.5% |
127-065 |
| High |
129-305 |
129-315 |
0-010 |
0.0% |
131-010 |
| Low |
129-020 |
129-110 |
0-090 |
0.2% |
126-310 |
| Close |
129-280 |
129-180 |
-0-100 |
-0.2% |
129-280 |
| Range |
0-285 |
0-205 |
-0-080 |
-28.1% |
4-020 |
| ATR |
1-065 |
1-052 |
-0-013 |
-3.3% |
0-000 |
| Volume |
1,140,845 |
742,060 |
-398,785 |
-35.0% |
8,859,523 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-177 |
131-063 |
129-293 |
|
| R3 |
130-292 |
130-178 |
129-236 |
|
| R2 |
130-087 |
130-087 |
129-218 |
|
| R1 |
129-293 |
129-293 |
129-199 |
129-248 |
| PP |
129-202 |
129-202 |
129-202 |
129-179 |
| S1 |
129-088 |
129-088 |
129-161 |
129-042 |
| S2 |
128-317 |
128-317 |
129-142 |
|
| S3 |
128-112 |
128-203 |
129-124 |
|
| S4 |
127-227 |
127-318 |
129-067 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-153 |
139-237 |
132-035 |
|
| R3 |
137-133 |
135-217 |
130-318 |
|
| R2 |
133-113 |
133-113 |
130-198 |
|
| R1 |
131-197 |
131-197 |
130-079 |
132-155 |
| PP |
129-093 |
129-093 |
129-093 |
129-232 |
| S1 |
127-177 |
127-177 |
129-161 |
128-135 |
| S2 |
125-073 |
125-073 |
129-042 |
|
| S3 |
121-053 |
123-157 |
128-242 |
|
| S4 |
117-033 |
119-137 |
127-205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-010 |
127-265 |
3-065 |
2.5% |
1-170 |
1.2% |
54% |
False |
False |
1,564,233 |
| 10 |
131-010 |
126-005 |
5-005 |
3.9% |
1-158 |
1.2% |
71% |
False |
False |
1,695,577 |
| 20 |
131-010 |
123-220 |
7-110 |
5.7% |
1-049 |
0.9% |
80% |
False |
False |
1,435,364 |
| 40 |
131-010 |
121-225 |
9-105 |
7.2% |
0-319 |
0.8% |
84% |
False |
False |
1,374,767 |
| 60 |
131-010 |
121-040 |
9-290 |
7.6% |
0-287 |
0.7% |
85% |
False |
False |
1,271,458 |
| 80 |
131-010 |
118-090 |
12-240 |
9.8% |
0-257 |
0.6% |
88% |
False |
False |
956,090 |
| 100 |
131-010 |
116-020 |
14-310 |
11.6% |
0-229 |
0.6% |
90% |
False |
False |
764,952 |
| 120 |
131-010 |
116-020 |
14-310 |
11.6% |
0-197 |
0.5% |
90% |
False |
False |
637,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-226 |
|
2.618 |
131-212 |
|
1.618 |
131-007 |
|
1.000 |
130-200 |
|
0.618 |
130-122 |
|
HIGH |
129-315 |
|
0.618 |
129-237 |
|
0.500 |
129-212 |
|
0.382 |
129-188 |
|
LOW |
129-110 |
|
0.618 |
128-303 |
|
1.000 |
128-225 |
|
1.618 |
128-098 |
|
2.618 |
127-213 |
|
4.250 |
126-199 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-212 |
129-218 |
| PP |
129-202 |
129-205 |
| S1 |
129-191 |
129-192 |
|