ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
121-310 |
122-070 |
0-080 |
0.2% |
122-110 |
High |
121-310 |
122-070 |
0-080 |
0.2% |
122-120 |
Low |
121-310 |
122-070 |
0-080 |
0.2% |
121-210 |
Close |
121-310 |
122-070 |
0-080 |
0.2% |
122-070 |
Range |
|
|
|
|
|
ATR |
0-115 |
0-113 |
-0-003 |
-2.2% |
0-000 |
Volume |
20 |
2 |
-18 |
-90.0% |
37 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-070 |
122-070 |
122-070 |
|
R3 |
122-070 |
122-070 |
122-070 |
|
R2 |
122-070 |
122-070 |
122-070 |
|
R1 |
122-070 |
122-070 |
122-070 |
122-070 |
PP |
122-070 |
122-070 |
122-070 |
122-070 |
S1 |
122-070 |
122-070 |
122-070 |
122-070 |
S2 |
122-070 |
122-070 |
122-070 |
|
S3 |
122-070 |
122-070 |
122-070 |
|
S4 |
122-070 |
122-070 |
122-070 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-077 |
123-303 |
122-196 |
|
R3 |
123-167 |
123-073 |
122-133 |
|
R2 |
122-257 |
122-257 |
122-112 |
|
R1 |
122-163 |
122-163 |
122-091 |
122-095 |
PP |
122-027 |
122-027 |
122-027 |
121-312 |
S1 |
121-253 |
121-253 |
122-049 |
121-185 |
S2 |
121-117 |
121-117 |
122-028 |
|
S3 |
120-207 |
121-023 |
122-007 |
|
S4 |
119-297 |
120-113 |
121-264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-120 |
121-210 |
0-230 |
0.6% |
0-000 |
0.0% |
78% |
False |
False |
7 |
10 |
122-170 |
121-060 |
1-110 |
1.1% |
0-027 |
0.1% |
77% |
False |
False |
5 |
20 |
122-170 |
120-020 |
2-150 |
2.0% |
0-014 |
0.0% |
87% |
False |
False |
3 |
40 |
122-170 |
116-220 |
5-270 |
4.8% |
0-007 |
0.0% |
95% |
False |
False |
2 |
60 |
122-170 |
115-280 |
6-210 |
5.4% |
0-004 |
0.0% |
95% |
False |
False |
2 |
80 |
122-170 |
114-300 |
7-190 |
6.2% |
0-003 |
0.0% |
96% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-070 |
2.618 |
122-070 |
1.618 |
122-070 |
1.000 |
122-070 |
0.618 |
122-070 |
HIGH |
122-070 |
0.618 |
122-070 |
0.500 |
122-070 |
0.382 |
122-070 |
LOW |
122-070 |
0.618 |
122-070 |
1.000 |
122-070 |
1.618 |
122-070 |
2.618 |
122-070 |
4.250 |
122-070 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
122-070 |
122-065 |
PP |
122-070 |
122-060 |
S1 |
122-070 |
122-055 |
|