ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-150 |
121-180 |
0-030 |
0.1% |
121-060 |
| High |
121-150 |
121-180 |
0-030 |
0.1% |
121-150 |
| Low |
121-150 |
121-060 |
-0-090 |
-0.2% |
120-030 |
| Close |
121-150 |
121-200 |
0-050 |
0.1% |
121-150 |
| Range |
0-000 |
0-120 |
0-120 |
|
1-120 |
| ATR |
0-093 |
0-095 |
0-002 |
2.1% |
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-187 |
122-153 |
121-266 |
|
| R3 |
122-067 |
122-033 |
121-233 |
|
| R2 |
121-267 |
121-267 |
121-222 |
|
| R1 |
121-233 |
121-233 |
121-211 |
121-250 |
| PP |
121-147 |
121-147 |
121-147 |
121-155 |
| S1 |
121-113 |
121-113 |
121-189 |
121-130 |
| S2 |
121-027 |
121-027 |
121-178 |
|
| S3 |
120-227 |
120-313 |
121-167 |
|
| S4 |
120-107 |
120-193 |
121-134 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-043 |
124-217 |
122-072 |
|
| R3 |
123-243 |
123-097 |
121-271 |
|
| R2 |
122-123 |
122-123 |
121-231 |
|
| R1 |
121-297 |
121-297 |
121-190 |
122-050 |
| PP |
121-003 |
121-003 |
121-003 |
121-040 |
| S1 |
120-177 |
120-177 |
121-110 |
120-250 |
| S2 |
119-203 |
119-203 |
121-069 |
|
| S3 |
118-083 |
119-057 |
121-029 |
|
| S4 |
116-283 |
117-257 |
120-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-180 |
120-030 |
1-150 |
1.2% |
0-024 |
0.1% |
104% |
True |
False |
2 |
| 10 |
121-180 |
120-030 |
1-150 |
1.2% |
0-012 |
0.0% |
104% |
True |
False |
1 |
| 20 |
121-180 |
119-000 |
2-180 |
2.1% |
0-006 |
0.0% |
102% |
True |
False |
1 |
| 40 |
121-180 |
115-280 |
5-220 |
4.7% |
0-003 |
0.0% |
101% |
True |
False |
1 |
| 60 |
121-180 |
115-280 |
5-220 |
4.7% |
0-002 |
0.0% |
101% |
True |
False |
1 |
| 80 |
121-180 |
114-050 |
7-130 |
6.1% |
0-002 |
0.0% |
101% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-050 |
|
2.618 |
122-174 |
|
1.618 |
122-054 |
|
1.000 |
121-300 |
|
0.618 |
121-254 |
|
HIGH |
121-180 |
|
0.618 |
121-134 |
|
0.500 |
121-120 |
|
0.382 |
121-106 |
|
LOW |
121-060 |
|
0.618 |
120-306 |
|
1.000 |
120-260 |
|
1.618 |
120-186 |
|
2.618 |
120-066 |
|
4.250 |
119-190 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-173 |
121-143 |
| PP |
121-147 |
121-087 |
| S1 |
121-120 |
121-030 |
|