ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
127-070 |
125-290 |
-1-100 |
-1.0% |
124-010 |
| High |
127-110 |
127-220 |
0-110 |
0.3% |
127-110 |
| Low |
125-210 |
125-270 |
0-060 |
0.1% |
124-000 |
| Close |
125-280 |
127-150 |
1-190 |
1.3% |
125-280 |
| Range |
1-220 |
1-270 |
0-050 |
9.3% |
3-110 |
| ATR |
0-266 |
0-289 |
0-023 |
8.7% |
0-000 |
| Volume |
8,223 |
4,756 |
-3,467 |
-42.2% |
22,439 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-170 |
131-270 |
128-154 |
|
| R3 |
130-220 |
130-000 |
127-312 |
|
| R2 |
128-270 |
128-270 |
127-258 |
|
| R1 |
128-050 |
128-050 |
127-204 |
128-160 |
| PP |
127-000 |
127-000 |
127-000 |
127-055 |
| S1 |
126-100 |
126-100 |
127-096 |
126-210 |
| S2 |
125-050 |
125-050 |
127-042 |
|
| S3 |
123-100 |
124-150 |
126-308 |
|
| S4 |
121-150 |
122-200 |
126-146 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-247 |
134-053 |
127-228 |
|
| R3 |
132-137 |
130-263 |
126-254 |
|
| R2 |
129-027 |
129-027 |
126-156 |
|
| R1 |
127-153 |
127-153 |
126-058 |
128-090 |
| PP |
125-237 |
125-237 |
125-237 |
126-045 |
| S1 |
124-043 |
124-043 |
125-182 |
124-300 |
| S2 |
122-127 |
122-127 |
125-084 |
|
| S3 |
119-017 |
120-253 |
124-306 |
|
| S4 |
115-227 |
117-143 |
124-012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-220 |
124-270 |
2-270 |
2.2% |
1-120 |
1.1% |
92% |
True |
False |
4,986 |
| 10 |
127-220 |
122-170 |
5-050 |
4.0% |
1-027 |
0.9% |
96% |
True |
False |
3,254 |
| 20 |
127-220 |
122-130 |
5-090 |
4.1% |
0-260 |
0.6% |
96% |
True |
False |
1,979 |
| 40 |
127-220 |
120-120 |
7-100 |
5.7% |
0-206 |
0.5% |
97% |
True |
False |
1,500 |
| 60 |
127-220 |
120-020 |
7-200 |
6.0% |
0-142 |
0.3% |
97% |
True |
False |
1,001 |
| 80 |
127-220 |
116-220 |
11-000 |
8.6% |
0-106 |
0.3% |
98% |
True |
False |
751 |
| 100 |
127-220 |
115-280 |
11-260 |
9.3% |
0-085 |
0.2% |
98% |
True |
False |
601 |
| 120 |
127-220 |
114-300 |
12-240 |
10.0% |
0-071 |
0.2% |
98% |
True |
False |
501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-168 |
|
2.618 |
132-165 |
|
1.618 |
130-215 |
|
1.000 |
129-170 |
|
0.618 |
128-265 |
|
HIGH |
127-220 |
|
0.618 |
126-315 |
|
0.500 |
126-245 |
|
0.382 |
126-175 |
|
LOW |
125-270 |
|
0.618 |
124-225 |
|
1.000 |
124-000 |
|
1.618 |
122-275 |
|
2.618 |
121-005 |
|
4.250 |
118-002 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-075 |
127-058 |
| PP |
127-000 |
126-287 |
| S1 |
126-245 |
126-195 |
|