ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
122-230 |
122-090 |
-0-140 |
-0.4% |
122-060 |
High |
122-230 |
122-090 |
-0-140 |
-0.4% |
122-240 |
Low |
122-150 |
122-090 |
-0-060 |
-0.2% |
121-060 |
Close |
122-140 |
122-090 |
-0-050 |
-0.1% |
122-180 |
Range |
0-080 |
0-000 |
-0-080 |
-100.0% |
1-180 |
ATR |
0-132 |
0-126 |
-0-006 |
-4.4% |
0-000 |
Volume |
252 |
11 |
-241 |
-95.6% |
307 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-090 |
122-090 |
122-090 |
|
R3 |
122-090 |
122-090 |
122-090 |
|
R2 |
122-090 |
122-090 |
122-090 |
|
R1 |
122-090 |
122-090 |
122-090 |
122-090 |
PP |
122-090 |
122-090 |
122-090 |
122-090 |
S1 |
122-090 |
122-090 |
122-090 |
122-090 |
S2 |
122-090 |
122-090 |
122-090 |
|
S3 |
122-090 |
122-090 |
122-090 |
|
S4 |
122-090 |
122-090 |
122-090 |
|
|
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 |
122-040 |
0-200 |
0.5% |
0-056 |
0.1% |
25% |
False |
False |
113 |
10 |
122-240 |
121-060 |
1-180 |
1.3% |
0-037 |
0.1% |
70% |
False |
False |
60 |
20 |
122-240 |
120-030 |
2-210 |
2.2% |
0-032 |
0.1% |
82% |
False |
False |
31 |
40 |
122-240 |
117-300 |
4-260 |
3.9% |
0-016 |
0.0% |
90% |
False |
False |
16 |
60 |
122-240 |
115-280 |
6-280 |
5.6% |
0-011 |
0.0% |
93% |
False |
False |
11 |
80 |
122-240 |
115-210 |
7-030 |
5.8% |
0-008 |
0.0% |
93% |
False |
False |
9 |
100 |
122-240 |
114-050 |
8-190 |
7.0% |
0-006 |
0.0% |
95% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-090 |
2.618 |
122-090 |
1.618 |
122-090 |
1.000 |
122-090 |
0.618 |
122-090 |
HIGH |
122-090 |
0.618 |
122-090 |
0.500 |
122-090 |
0.382 |
122-090 |
LOW |
122-090 |
0.618 |
122-090 |
1.000 |
122-090 |
1.618 |
122-090 |
2.618 |
122-090 |
4.250 |
122-090 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
122-090 |
122-160 |
PP |
122-090 |
122-137 |
S1 |
122-090 |
122-113 |
|