ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
121-210 |
122-120 |
0-230 |
0.6% |
121-180 |
High |
121-210 |
122-120 |
0-230 |
0.6% |
122-170 |
Low |
121-210 |
122-120 |
0-230 |
0.6% |
121-060 |
Close |
121-310 |
122-140 |
0-150 |
0.4% |
122-110 |
Range |
|
|
|
|
|
ATR |
0-111 |
0-113 |
0-001 |
1.2% |
0-000 |
Volume |
2 |
12 |
10 |
500.0% |
20 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-127 |
122-133 |
122-140 |
|
R3 |
122-127 |
122-133 |
122-140 |
|
R2 |
122-127 |
122-127 |
122-140 |
|
R1 |
122-133 |
122-133 |
122-140 |
122-130 |
PP |
122-127 |
122-127 |
122-127 |
122-125 |
S1 |
122-133 |
122-133 |
122-140 |
122-130 |
S2 |
122-127 |
122-127 |
122-140 |
|
S3 |
122-127 |
122-133 |
122-140 |
|
S4 |
122-127 |
122-133 |
122-140 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-017 |
125-173 |
123-026 |
|
R3 |
124-227 |
124-063 |
122-228 |
|
R2 |
123-117 |
123-117 |
122-189 |
|
R1 |
122-273 |
122-273 |
122-149 |
123-035 |
PP |
122-007 |
122-007 |
122-007 |
122-048 |
S1 |
121-163 |
121-163 |
122-071 |
121-245 |
S2 |
120-217 |
120-217 |
122-031 |
|
S3 |
119-107 |
120-053 |
121-312 |
|
S4 |
117-317 |
118-263 |
121-194 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-170 |
121-210 |
0-280 |
0.7% |
0-000 |
0.0% |
89% |
False |
False |
4 |
10 |
122-170 |
120-030 |
2-140 |
2.0% |
0-027 |
0.1% |
96% |
False |
False |
3 |
20 |
122-170 |
119-230 |
2-260 |
2.3% |
0-014 |
0.0% |
97% |
False |
False |
2 |
40 |
122-170 |
116-180 |
5-310 |
4.9% |
0-007 |
0.0% |
98% |
False |
False |
2 |
60 |
122-170 |
115-280 |
6-210 |
5.4% |
0-004 |
0.0% |
99% |
False |
False |
2 |
80 |
122-170 |
114-280 |
7-210 |
6.3% |
0-003 |
0.0% |
99% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-120 |
2.618 |
122-120 |
1.618 |
122-120 |
1.000 |
122-120 |
0.618 |
122-120 |
HIGH |
122-120 |
0.618 |
122-120 |
0.500 |
122-120 |
0.382 |
122-120 |
LOW |
122-120 |
0.618 |
122-120 |
1.000 |
122-120 |
1.618 |
122-120 |
2.618 |
122-120 |
4.250 |
122-120 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
122-133 |
122-095 |
PP |
122-127 |
122-050 |
S1 |
122-120 |
122-005 |
|