ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
122-110 |
122-040 |
-0-070 |
-0.2% |
122-110 |
| High |
122-110 |
122-240 |
0-130 |
0.3% |
122-120 |
| Low |
122-110 |
122-040 |
-0-070 |
-0.2% |
121-210 |
| Close |
122-110 |
122-260 |
0-150 |
0.4% |
122-070 |
| Range |
0-000 |
0-200 |
0-200 |
|
0-230 |
| ATR |
0-135 |
0-140 |
0-005 |
3.4% |
0-000 |
| Volume |
26 |
26 |
0 |
0.0% |
37 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-140 |
124-080 |
123-050 |
|
| R3 |
123-260 |
123-200 |
122-315 |
|
| R2 |
123-060 |
123-060 |
122-297 |
|
| R1 |
123-000 |
123-000 |
122-278 |
123-030 |
| PP |
122-180 |
122-180 |
122-180 |
122-195 |
| S1 |
122-120 |
122-120 |
122-242 |
122-150 |
| S2 |
121-300 |
121-300 |
122-223 |
|
| S3 |
121-100 |
121-240 |
122-205 |
|
| S4 |
120-220 |
121-040 |
122-150 |
|
|
| 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 |
122-240 |
121-060 |
1-180 |
1.3% |
0-058 |
0.1% |
104% |
True |
False |
11 |
| 10 |
122-240 |
121-060 |
1-180 |
1.3% |
0-029 |
0.1% |
104% |
True |
False |
9 |
| 20 |
122-240 |
120-030 |
2-210 |
2.2% |
0-028 |
0.1% |
102% |
True |
False |
6 |
| 40 |
122-240 |
117-130 |
5-110 |
4.4% |
0-014 |
0.0% |
101% |
True |
False |
3 |
| 60 |
122-240 |
115-280 |
6-280 |
5.6% |
0-009 |
0.0% |
101% |
True |
False |
3 |
| 80 |
122-240 |
115-210 |
7-030 |
5.8% |
0-007 |
0.0% |
101% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-130 |
|
2.618 |
124-124 |
|
1.618 |
123-244 |
|
1.000 |
123-120 |
|
0.618 |
123-044 |
|
HIGH |
122-240 |
|
0.618 |
122-164 |
|
0.500 |
122-140 |
|
0.382 |
122-116 |
|
LOW |
122-040 |
|
0.618 |
121-236 |
|
1.000 |
121-160 |
|
1.618 |
121-036 |
|
2.618 |
120-156 |
|
4.250 |
119-150 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-220 |
122-170 |
| PP |
122-180 |
122-080 |
| S1 |
122-140 |
121-310 |
|