ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
120-060 |
120-140 |
0-080 |
0.2% |
120-100 |
High |
120-060 |
120-140 |
0-080 |
0.2% |
120-170 |
Low |
120-060 |
120-140 |
0-080 |
0.2% |
120-030 |
Close |
120-060 |
120-140 |
0-080 |
0.2% |
120-140 |
Range |
|
|
|
|
|
ATR |
0-085 |
0-085 |
0-000 |
-0.5% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-140 |
120-140 |
120-140 |
|
R3 |
120-140 |
120-140 |
120-140 |
|
R2 |
120-140 |
120-140 |
120-140 |
|
R1 |
120-140 |
120-140 |
120-140 |
120-140 |
PP |
120-140 |
120-140 |
120-140 |
120-140 |
S1 |
120-140 |
120-140 |
120-140 |
120-140 |
S2 |
120-140 |
120-140 |
120-140 |
|
S3 |
120-140 |
120-140 |
120-140 |
|
S4 |
120-140 |
120-140 |
120-140 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-213 |
121-157 |
120-217 |
|
R3 |
121-073 |
121-017 |
120-178 |
|
R2 |
120-253 |
120-253 |
120-166 |
|
R1 |
120-197 |
120-197 |
120-153 |
120-225 |
PP |
120-113 |
120-113 |
120-113 |
120-128 |
S1 |
120-057 |
120-057 |
120-127 |
120-085 |
S2 |
119-293 |
119-293 |
120-114 |
|
S3 |
119-153 |
119-237 |
120-102 |
|
S4 |
119-013 |
119-097 |
120-063 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-170 |
120-030 |
0-140 |
0.4% |
0-000 |
0.0% |
79% |
False |
False |
1 |
10 |
120-170 |
119-190 |
0-300 |
0.8% |
0-000 |
0.0% |
90% |
False |
False |
1 |
20 |
120-170 |
117-270 |
2-220 |
2.2% |
0-000 |
0.0% |
97% |
False |
False |
1 |
40 |
120-170 |
115-280 |
4-210 |
3.9% |
0-000 |
0.0% |
98% |
False |
False |
1 |
60 |
120-170 |
115-210 |
4-280 |
4.0% |
0-000 |
0.0% |
98% |
False |
False |
1 |
80 |
120-170 |
114-050 |
6-120 |
5.3% |
0-000 |
0.0% |
99% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-140 |
2.618 |
120-140 |
1.618 |
120-140 |
1.000 |
120-140 |
0.618 |
120-140 |
HIGH |
120-140 |
0.618 |
120-140 |
0.500 |
120-140 |
0.382 |
120-140 |
LOW |
120-140 |
0.618 |
120-140 |
1.000 |
120-140 |
1.618 |
120-140 |
2.618 |
120-140 |
4.250 |
120-140 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
120-140 |
120-122 |
PP |
120-140 |
120-103 |
S1 |
120-140 |
120-085 |
|