ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
120-020 |
120-100 |
0-080 |
0.2% |
120-020 |
High |
120-020 |
120-100 |
0-080 |
0.2% |
120-020 |
Low |
120-020 |
120-100 |
0-080 |
0.2% |
119-190 |
Close |
120-020 |
120-100 |
0-080 |
0.2% |
120-020 |
Range |
|
|
|
|
|
ATR |
0-088 |
0-087 |
-0-001 |
-0.6% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-100 |
120-100 |
120-100 |
|
R3 |
120-100 |
120-100 |
120-100 |
|
R2 |
120-100 |
120-100 |
120-100 |
|
R1 |
120-100 |
120-100 |
120-100 |
120-100 |
PP |
120-100 |
120-100 |
120-100 |
120-100 |
S1 |
120-100 |
120-100 |
120-100 |
120-100 |
S2 |
120-100 |
120-100 |
120-100 |
|
S3 |
120-100 |
120-100 |
120-100 |
|
S4 |
120-100 |
120-100 |
120-100 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-100 |
121-050 |
120-102 |
|
R3 |
120-270 |
120-220 |
120-061 |
|
R2 |
120-120 |
120-120 |
120-048 |
|
R1 |
120-070 |
120-070 |
120-034 |
120-095 |
PP |
119-290 |
119-290 |
119-290 |
119-302 |
S1 |
119-240 |
119-240 |
120-006 |
119-265 |
S2 |
119-140 |
119-140 |
119-312 |
|
S3 |
118-310 |
119-090 |
119-299 |
|
S4 |
118-160 |
118-260 |
119-258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-100 |
119-190 |
0-230 |
0.6% |
0-000 |
0.0% |
100% |
True |
False |
1 |
10 |
120-100 |
119-000 |
1-100 |
1.1% |
0-000 |
0.0% |
100% |
True |
False |
1 |
20 |
120-100 |
117-130 |
2-290 |
2.4% |
0-000 |
0.0% |
100% |
True |
False |
1 |
40 |
120-100 |
115-280 |
4-140 |
3.7% |
0-000 |
0.0% |
100% |
True |
False |
1 |
60 |
120-100 |
115-130 |
4-290 |
4.1% |
0-000 |
0.0% |
100% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-100 |
2.618 |
120-100 |
1.618 |
120-100 |
1.000 |
120-100 |
0.618 |
120-100 |
HIGH |
120-100 |
0.618 |
120-100 |
0.500 |
120-100 |
0.382 |
120-100 |
LOW |
120-100 |
0.618 |
120-100 |
1.000 |
120-100 |
1.618 |
120-100 |
2.618 |
120-100 |
4.250 |
120-100 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
120-100 |
120-068 |
PP |
120-100 |
120-037 |
S1 |
120-100 |
120-005 |
|