ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
122-090 |
122-090 |
0-000 |
0.0% |
122-060 |
| High |
122-090 |
122-240 |
0-150 |
0.4% |
122-240 |
| Low |
122-090 |
122-040 |
-0-050 |
-0.1% |
121-060 |
| Close |
122-090 |
122-090 |
0-000 |
0.0% |
122-180 |
| Range |
0-000 |
0-200 |
0-200 |
|
1-180 |
| ATR |
0-126 |
0-131 |
0-005 |
4.2% |
0-000 |
| Volume |
11 |
2 |
-9 |
-81.8% |
307 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-083 |
123-287 |
122-200 |
|
| R3 |
123-203 |
123-087 |
122-145 |
|
| R2 |
123-003 |
123-003 |
122-127 |
|
| R1 |
122-207 |
122-207 |
122-108 |
122-190 |
| PP |
122-123 |
122-123 |
122-123 |
122-115 |
| S1 |
122-007 |
122-007 |
122-072 |
121-310 |
| S2 |
121-243 |
121-243 |
122-053 |
|
| S3 |
121-043 |
121-127 |
122-035 |
|
| S4 |
120-163 |
120-247 |
121-300 |
|
|
| 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% |
0-096 |
0.2% |
25% |
True |
True |
108 |
| 10 |
122-240 |
121-060 |
1-180 |
1.3% |
0-057 |
0.1% |
70% |
True |
False |
59 |
| 20 |
122-240 |
120-030 |
2-210 |
2.2% |
0-042 |
0.1% |
82% |
True |
False |
31 |
| 40 |
122-240 |
117-300 |
4-260 |
3.9% |
0-021 |
0.1% |
90% |
True |
False |
16 |
| 60 |
122-240 |
115-280 |
6-280 |
5.6% |
0-014 |
0.0% |
93% |
True |
False |
11 |
| 80 |
122-240 |
115-210 |
7-030 |
5.8% |
0-010 |
0.0% |
93% |
True |
False |
9 |
| 100 |
122-240 |
114-050 |
8-190 |
7.0% |
0-008 |
0.0% |
95% |
True |
False |
7 |
|
|
|
| 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 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-140 |
122-140 |
| PP |
122-123 |
122-123 |
| S1 |
122-107 |
122-107 |
|