ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
122-180 |
122-230 |
0-050 |
0.1% |
122-060 |
| High |
122-180 |
122-230 |
0-050 |
0.1% |
122-240 |
| Low |
122-180 |
122-150 |
-0-030 |
-0.1% |
121-060 |
| Close |
122-180 |
122-140 |
-0-040 |
-0.1% |
122-180 |
| Range |
0-000 |
0-080 |
0-080 |
|
1-180 |
| ATR |
0-136 |
0-132 |
-0-004 |
-2.9% |
0-000 |
| Volume |
252 |
252 |
0 |
0.0% |
307 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-093 |
123-037 |
122-184 |
|
| R3 |
123-013 |
122-277 |
122-162 |
|
| R2 |
122-253 |
122-253 |
122-155 |
|
| R1 |
122-197 |
122-197 |
122-147 |
122-185 |
| PP |
122-173 |
122-173 |
122-173 |
122-168 |
| S1 |
122-117 |
122-117 |
122-133 |
122-105 |
| S2 |
122-093 |
122-093 |
122-125 |
|
| S3 |
122-013 |
122-037 |
122-118 |
|
| S4 |
121-253 |
121-277 |
122-096 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-273 |
126-087 |
123-135 |
|
| R3 |
125-093 |
124-227 |
122-318 |
|
| R2 |
123-233 |
123-233 |
122-272 |
|
| R1 |
123-047 |
123-047 |
122-226 |
123-140 |
| PP |
122-053 |
122-053 |
122-053 |
122-100 |
| S1 |
121-187 |
121-187 |
122-134 |
121-280 |
| S2 |
120-193 |
120-193 |
122-088 |
|
| S3 |
119-013 |
120-007 |
122-042 |
|
| S4 |
117-153 |
118-147 |
121-225 |
|
|
| 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% |
0-074 |
0.2% |
80% |
False |
False |
111 |
| 10 |
122-240 |
121-060 |
1-180 |
1.3% |
0-037 |
0.1% |
80% |
False |
False |
59 |
| 20 |
122-240 |
120-030 |
2-210 |
2.2% |
0-032 |
0.1% |
88% |
False |
False |
31 |
| 40 |
122-240 |
117-270 |
4-290 |
4.0% |
0-016 |
0.0% |
94% |
False |
False |
16 |
| 60 |
122-240 |
115-280 |
6-280 |
5.6% |
0-011 |
0.0% |
95% |
False |
False |
11 |
| 80 |
122-240 |
115-210 |
7-030 |
5.8% |
0-008 |
0.0% |
96% |
False |
False |
9 |
| 100 |
122-240 |
114-050 |
8-190 |
7.0% |
0-006 |
0.0% |
96% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-250 |
|
2.618 |
123-119 |
|
1.618 |
123-039 |
|
1.000 |
122-310 |
|
0.618 |
122-279 |
|
HIGH |
122-230 |
|
0.618 |
122-199 |
|
0.500 |
122-190 |
|
0.382 |
122-181 |
|
LOW |
122-150 |
|
0.618 |
122-101 |
|
1.000 |
122-070 |
|
1.618 |
122-021 |
|
2.618 |
121-261 |
|
4.250 |
121-130 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-190 |
122-140 |
| PP |
122-173 |
122-140 |
| S1 |
122-157 |
122-140 |
|