ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
122-270 |
123-150 |
0-200 |
0.5% |
122-230 |
High |
123-170 |
123-190 |
0-020 |
0.1% |
123-170 |
Low |
122-270 |
123-080 |
0-130 |
0.3% |
122-040 |
Close |
123-120 |
123-010 |
-0-110 |
-0.3% |
123-120 |
Range |
0-220 |
0-110 |
-0-110 |
-50.0% |
1-130 |
ATR |
0-145 |
0-142 |
-0-002 |
-1.7% |
0-000 |
Volume |
592 |
118 |
-474 |
-80.1% |
9,678 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-103 |
124-007 |
123-070 |
|
R3 |
123-313 |
123-217 |
123-040 |
|
R2 |
123-203 |
123-203 |
123-030 |
|
R1 |
123-107 |
123-107 |
123-020 |
123-100 |
PP |
123-093 |
123-093 |
123-093 |
123-090 |
S1 |
122-317 |
122-317 |
123-000 |
122-310 |
S2 |
122-303 |
122-303 |
122-310 |
|
S3 |
122-193 |
122-207 |
122-300 |
|
S4 |
122-083 |
122-097 |
122-270 |
|
|
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 |
123-190 |
122-040 |
1-150 |
1.2% |
0-108 |
0.3% |
62% |
True |
False |
1,908 |
10 |
123-190 |
121-060 |
2-130 |
2.0% |
0-091 |
0.2% |
77% |
True |
False |
1,010 |
20 |
123-190 |
121-060 |
2-130 |
2.0% |
0-059 |
0.1% |
77% |
True |
False |
508 |
40 |
123-190 |
118-250 |
4-260 |
3.9% |
0-030 |
0.1% |
88% |
True |
False |
254 |
60 |
123-190 |
115-280 |
7-230 |
6.3% |
0-020 |
0.0% |
93% |
True |
False |
170 |
80 |
123-190 |
115-280 |
7-230 |
6.3% |
0-015 |
0.0% |
93% |
True |
False |
128 |
100 |
123-190 |
114-050 |
9-140 |
7.7% |
0-012 |
0.0% |
94% |
True |
False |
103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-018 |
2.618 |
124-158 |
1.618 |
124-048 |
1.000 |
123-300 |
0.618 |
123-258 |
HIGH |
123-190 |
0.618 |
123-148 |
0.500 |
123-135 |
0.382 |
123-122 |
LOW |
123-080 |
0.618 |
123-012 |
1.000 |
122-290 |
1.618 |
122-222 |
2.618 |
122-112 |
4.250 |
121-252 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-135 |
123-070 |
PP |
123-093 |
123-050 |
S1 |
123-052 |
123-030 |
|