ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
121-040 |
121-050 |
0-010 |
0.0% |
123-150 |
| High |
121-200 |
121-050 |
-0-150 |
-0.4% |
123-190 |
| Low |
121-040 |
120-250 |
-0-110 |
-0.3% |
120-120 |
| Close |
121-150 |
120-300 |
-0-170 |
-0.4% |
120-150 |
| Range |
0-160 |
0-120 |
-0-040 |
-25.0% |
3-070 |
| ATR |
0-170 |
0-174 |
0-004 |
2.1% |
0-000 |
| Volume |
1,373 |
272 |
-1,101 |
-80.2% |
2,934 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-027 |
121-283 |
121-046 |
|
| R3 |
121-227 |
121-163 |
121-013 |
|
| R2 |
121-107 |
121-107 |
121-002 |
|
| R1 |
121-043 |
121-043 |
120-311 |
121-015 |
| PP |
120-307 |
120-307 |
120-307 |
120-292 |
| S1 |
120-243 |
120-243 |
120-289 |
120-215 |
| S2 |
120-187 |
120-187 |
120-278 |
|
| S3 |
120-067 |
120-123 |
120-267 |
|
| S4 |
119-267 |
120-003 |
120-234 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-043 |
129-007 |
122-076 |
|
| R3 |
127-293 |
125-257 |
121-113 |
|
| R2 |
124-223 |
124-223 |
121-019 |
|
| R1 |
122-187 |
122-187 |
120-244 |
122-010 |
| PP |
121-153 |
121-153 |
121-153 |
121-065 |
| S1 |
119-117 |
119-117 |
120-056 |
118-260 |
| S2 |
118-083 |
118-083 |
119-281 |
|
| S3 |
115-013 |
116-047 |
119-187 |
|
| S4 |
111-263 |
112-297 |
118-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-200 |
120-120 |
1-080 |
1.0% |
0-198 |
0.5% |
45% |
False |
False |
1,152 |
| 10 |
123-190 |
120-120 |
3-070 |
2.7% |
0-171 |
0.4% |
17% |
False |
False |
1,533 |
| 20 |
123-190 |
120-120 |
3-070 |
2.7% |
0-114 |
0.3% |
17% |
False |
False |
796 |
| 40 |
123-190 |
119-230 |
3-280 |
3.2% |
0-064 |
0.2% |
31% |
False |
False |
399 |
| 60 |
123-190 |
116-180 |
7-010 |
5.8% |
0-042 |
0.1% |
62% |
False |
False |
266 |
| 80 |
123-190 |
115-280 |
7-230 |
6.4% |
0-032 |
0.1% |
66% |
False |
False |
200 |
| 100 |
123-190 |
114-280 |
8-230 |
7.2% |
0-026 |
0.1% |
70% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-240 |
|
2.618 |
122-044 |
|
1.618 |
121-244 |
|
1.000 |
121-170 |
|
0.618 |
121-124 |
|
HIGH |
121-050 |
|
0.618 |
121-004 |
|
0.500 |
120-310 |
|
0.382 |
120-296 |
|
LOW |
120-250 |
|
0.618 |
120-176 |
|
1.000 |
120-130 |
|
1.618 |
120-056 |
|
2.618 |
119-256 |
|
4.250 |
119-060 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-310 |
121-040 |
| PP |
120-307 |
121-020 |
| S1 |
120-303 |
121-000 |
|