ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 23-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
122-090 |
123-000 |
0-230 |
0.6% |
122-060 |
High |
122-240 |
123-010 |
0-090 |
0.2% |
122-240 |
Low |
122-040 |
123-000 |
0-280 |
0.7% |
121-060 |
Close |
122-090 |
122-310 |
0-220 |
0.6% |
122-180 |
Range |
0-200 |
0-010 |
-0-190 |
-95.0% |
1-180 |
ATR |
0-131 |
0-139 |
0-008 |
5.9% |
0-000 |
Volume |
2 |
8,821 |
8,819 |
440,950.0% |
307 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-030 |
123-020 |
122-316 |
|
R3 |
123-020 |
123-010 |
122-313 |
|
R2 |
123-010 |
123-010 |
122-312 |
|
R1 |
123-000 |
123-000 |
122-311 |
123-000 |
PP |
123-000 |
123-000 |
123-000 |
123-000 |
S1 |
122-310 |
122-310 |
122-309 |
122-310 |
S2 |
122-310 |
122-310 |
122-308 |
|
S3 |
122-300 |
122-300 |
122-307 |
|
S4 |
122-290 |
122-290 |
122-304 |
|
|
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 |
123-010 |
122-040 |
0-290 |
0.7% |
0-058 |
0.1% |
93% |
True |
False |
1,867 |
10 |
123-010 |
121-060 |
1-270 |
1.5% |
0-058 |
0.1% |
97% |
True |
False |
939 |
20 |
123-010 |
120-200 |
2-130 |
2.0% |
0-042 |
0.1% |
97% |
True |
False |
472 |
40 |
123-010 |
118-070 |
4-260 |
3.9% |
0-021 |
0.1% |
99% |
True |
False |
236 |
60 |
123-010 |
115-280 |
7-050 |
5.8% |
0-014 |
0.0% |
99% |
True |
False |
158 |
80 |
123-010 |
115-210 |
7-120 |
6.0% |
0-011 |
0.0% |
99% |
True |
False |
119 |
100 |
123-010 |
114-050 |
8-280 |
7.2% |
0-008 |
0.0% |
99% |
True |
False |
95 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-052 |
2.618 |
123-036 |
1.618 |
123-026 |
1.000 |
123-020 |
0.618 |
123-016 |
HIGH |
123-010 |
0.618 |
123-006 |
0.500 |
123-005 |
0.382 |
123-004 |
LOW |
123-000 |
0.618 |
122-314 |
1.000 |
122-310 |
1.618 |
122-304 |
2.618 |
122-294 |
4.250 |
122-278 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-005 |
122-268 |
PP |
123-000 |
122-227 |
S1 |
122-315 |
122-185 |
|