ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 24-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
123-000 |
122-270 |
-0-050 |
-0.1% |
122-230 |
High |
123-010 |
123-170 |
0-160 |
0.4% |
123-170 |
Low |
123-000 |
122-270 |
-0-050 |
-0.1% |
122-040 |
Close |
122-310 |
123-120 |
0-130 |
0.3% |
123-120 |
Range |
0-010 |
0-220 |
0-210 |
2,100.0% |
1-130 |
ATR |
0-139 |
0-145 |
0-006 |
4.2% |
0-000 |
Volume |
8,821 |
592 |
-8,229 |
-93.3% |
9,678 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-100 |
125-010 |
123-241 |
|
R3 |
124-200 |
124-110 |
123-180 |
|
R2 |
123-300 |
123-300 |
123-160 |
|
R1 |
123-210 |
123-210 |
123-140 |
123-255 |
PP |
123-080 |
123-080 |
123-080 |
123-102 |
S1 |
122-310 |
122-310 |
123-100 |
123-035 |
S2 |
122-180 |
122-180 |
123-080 |
|
S3 |
121-280 |
122-090 |
123-060 |
|
S4 |
121-060 |
121-190 |
122-319 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-073 |
126-227 |
124-048 |
|
R3 |
125-263 |
125-097 |
123-244 |
|
R2 |
124-133 |
124-133 |
123-202 |
|
R1 |
123-287 |
123-287 |
123-161 |
124-050 |
PP |
123-003 |
123-003 |
123-003 |
123-045 |
S1 |
122-157 |
122-157 |
123-079 |
122-240 |
S2 |
121-193 |
121-193 |
123-038 |
|
S3 |
120-063 |
121-027 |
122-316 |
|
S4 |
118-253 |
119-217 |
122-192 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-170 |
122-040 |
1-130 |
1.1% |
0-102 |
0.3% |
89% |
True |
False |
1,935 |
10 |
123-170 |
121-060 |
2-110 |
1.9% |
0-080 |
0.2% |
93% |
True |
False |
998 |
20 |
123-170 |
121-060 |
2-110 |
1.9% |
0-054 |
0.1% |
93% |
True |
False |
502 |
40 |
123-170 |
118-220 |
4-270 |
3.9% |
0-027 |
0.1% |
97% |
True |
False |
251 |
60 |
123-170 |
115-280 |
7-210 |
6.2% |
0-018 |
0.0% |
98% |
True |
False |
168 |
80 |
123-170 |
115-210 |
7-280 |
6.4% |
0-013 |
0.0% |
98% |
True |
False |
126 |
100 |
123-170 |
114-050 |
9-120 |
7.6% |
0-011 |
0.0% |
98% |
True |
False |
101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-145 |
2.618 |
125-106 |
1.618 |
124-206 |
1.000 |
124-070 |
0.618 |
123-306 |
HIGH |
123-170 |
0.618 |
123-086 |
0.500 |
123-060 |
0.382 |
123-034 |
LOW |
122-270 |
0.618 |
122-134 |
1.000 |
122-050 |
1.618 |
121-234 |
2.618 |
121-014 |
4.250 |
119-295 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-100 |
123-062 |
PP |
123-080 |
123-003 |
S1 |
123-060 |
122-265 |
|