ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
122-120 |
121-310 |
-0-130 |
-0.3% |
121-180 |
High |
122-120 |
121-310 |
-0-130 |
-0.3% |
122-170 |
Low |
122-120 |
121-310 |
-0-130 |
-0.3% |
121-060 |
Close |
122-140 |
121-310 |
-0-150 |
-0.4% |
122-110 |
Range |
|
|
|
|
|
ATR |
0-113 |
0-115 |
0-003 |
2.4% |
0-000 |
Volume |
12 |
20 |
8 |
66.7% |
20 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-310 |
121-310 |
121-310 |
|
R3 |
121-310 |
121-310 |
121-310 |
|
R2 |
121-310 |
121-310 |
121-310 |
|
R1 |
121-310 |
121-310 |
121-310 |
121-310 |
PP |
121-310 |
121-310 |
121-310 |
121-310 |
S1 |
121-310 |
121-310 |
121-310 |
121-310 |
S2 |
121-310 |
121-310 |
121-310 |
|
S3 |
121-310 |
121-310 |
121-310 |
|
S4 |
121-310 |
121-310 |
121-310 |
|
|
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% |
36% |
False |
False |
7 |
10 |
122-170 |
120-200 |
1-290 |
1.6% |
0-027 |
0.1% |
70% |
False |
False |
5 |
20 |
122-170 |
119-230 |
2-260 |
2.3% |
0-014 |
0.0% |
80% |
False |
False |
3 |
40 |
122-170 |
116-220 |
5-270 |
4.8% |
0-007 |
0.0% |
90% |
False |
False |
2 |
60 |
122-170 |
115-280 |
6-210 |
5.5% |
0-004 |
0.0% |
92% |
False |
False |
2 |
80 |
122-170 |
114-300 |
7-190 |
6.2% |
0-003 |
0.0% |
93% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-310 |
2.618 |
121-310 |
1.618 |
121-310 |
1.000 |
121-310 |
0.618 |
121-310 |
HIGH |
121-310 |
0.618 |
121-310 |
0.500 |
121-310 |
0.382 |
121-310 |
LOW |
121-310 |
0.618 |
121-310 |
1.000 |
121-310 |
1.618 |
121-310 |
2.618 |
121-310 |
4.250 |
121-310 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
121-310 |
122-005 |
PP |
121-310 |
122-000 |
S1 |
121-310 |
121-315 |
|