ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
122-070 |
122-060 |
-0-010 |
0.0% |
122-110 |
High |
122-070 |
122-060 |
-0-010 |
0.0% |
122-120 |
Low |
122-070 |
122-060 |
-0-010 |
0.0% |
121-210 |
Close |
122-070 |
122-020 |
-0-050 |
-0.1% |
122-070 |
Range |
|
|
|
|
|
ATR |
0-113 |
0-106 |
-0-007 |
-6.5% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
37 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-047 |
122-033 |
122-020 |
|
R3 |
122-047 |
122-033 |
122-020 |
|
R2 |
122-047 |
122-047 |
122-020 |
|
R1 |
122-033 |
122-033 |
122-020 |
122-040 |
PP |
122-047 |
122-047 |
122-047 |
122-050 |
S1 |
122-033 |
122-033 |
122-020 |
122-040 |
S2 |
122-047 |
122-047 |
122-020 |
|
S3 |
122-047 |
122-033 |
122-020 |
|
S4 |
122-047 |
122-033 |
122-020 |
|
|
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% |
57% |
False |
False |
7 |
10 |
122-170 |
121-060 |
1-110 |
1.1% |
0-027 |
0.1% |
65% |
False |
False |
5 |
20 |
122-170 |
120-030 |
2-140 |
2.0% |
0-014 |
0.0% |
81% |
False |
False |
3 |
40 |
122-170 |
117-100 |
5-070 |
4.3% |
0-007 |
0.0% |
91% |
False |
False |
2 |
60 |
122-170 |
115-280 |
6-210 |
5.5% |
0-004 |
0.0% |
93% |
False |
False |
2 |
80 |
122-170 |
115-120 |
7-050 |
5.9% |
0-003 |
0.0% |
93% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-060 |
2.618 |
122-060 |
1.618 |
122-060 |
1.000 |
122-060 |
0.618 |
122-060 |
HIGH |
122-060 |
0.618 |
122-060 |
0.500 |
122-060 |
0.382 |
122-060 |
LOW |
122-060 |
0.618 |
122-060 |
1.000 |
122-060 |
1.618 |
122-060 |
2.618 |
122-060 |
4.250 |
122-060 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
122-060 |
122-030 |
PP |
122-047 |
122-027 |
S1 |
122-033 |
122-023 |
|