ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 11-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
119-190 |
119-310 |
0-120 |
0.3% |
118-250 |
High |
119-190 |
119-310 |
0-120 |
0.3% |
119-280 |
Low |
119-190 |
119-310 |
0-120 |
0.3% |
118-250 |
Close |
119-210 |
119-310 |
0-100 |
0.3% |
119-280 |
Range |
|
|
|
|
|
ATR |
0-085 |
0-086 |
0-001 |
1.2% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-310 |
119-310 |
119-310 |
|
R3 |
119-310 |
119-310 |
119-310 |
|
R2 |
119-310 |
119-310 |
119-310 |
|
R1 |
119-310 |
119-310 |
119-310 |
119-310 |
PP |
119-310 |
119-310 |
119-310 |
119-310 |
S1 |
119-310 |
119-310 |
119-310 |
119-310 |
S2 |
119-310 |
119-310 |
119-310 |
|
S3 |
119-310 |
119-310 |
119-310 |
|
S4 |
119-310 |
119-310 |
119-310 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-253 |
122-137 |
120-152 |
|
R3 |
121-223 |
121-107 |
120-056 |
|
R2 |
120-193 |
120-193 |
120-024 |
|
R1 |
120-077 |
120-077 |
119-312 |
120-135 |
PP |
119-163 |
119-163 |
119-163 |
119-192 |
S1 |
119-047 |
119-047 |
119-248 |
119-105 |
S2 |
118-133 |
118-133 |
119-216 |
|
S3 |
117-103 |
118-017 |
119-184 |
|
S4 |
116-073 |
116-307 |
119-088 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-020 |
119-030 |
0-310 |
0.8% |
0-000 |
0.0% |
90% |
False |
False |
1 |
10 |
120-020 |
118-070 |
1-270 |
1.5% |
0-000 |
0.0% |
95% |
False |
False |
1 |
20 |
120-020 |
116-220 |
3-120 |
2.8% |
0-000 |
0.0% |
97% |
False |
False |
1 |
40 |
120-020 |
115-280 |
4-060 |
3.5% |
0-000 |
0.0% |
98% |
False |
False |
1 |
60 |
120-020 |
114-300 |
5-040 |
4.3% |
0-000 |
0.0% |
98% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-310 |
2.618 |
119-310 |
1.618 |
119-310 |
1.000 |
119-310 |
0.618 |
119-310 |
HIGH |
119-310 |
0.618 |
119-310 |
0.500 |
119-310 |
0.382 |
119-310 |
LOW |
119-310 |
0.618 |
119-310 |
1.000 |
119-310 |
1.618 |
119-310 |
2.618 |
119-310 |
4.250 |
119-310 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
119-310 |
119-295 |
PP |
119-310 |
119-280 |
S1 |
119-310 |
119-265 |
|