ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
128-180 |
129-010 |
0-150 |
0.4% |
125-290 |
| High |
129-070 |
129-140 |
0-070 |
0.2% |
129-290 |
| Low |
128-110 |
128-270 |
0-160 |
0.4% |
125-270 |
| Close |
129-030 |
129-130 |
0-100 |
0.2% |
128-270 |
| Range |
0-280 |
0-190 |
-0-090 |
-32.1% |
4-020 |
| ATR |
1-012 |
1-001 |
-0-010 |
-3.1% |
0-000 |
| Volume |
9,675 |
17,162 |
7,487 |
77.4% |
35,420 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-003 |
130-257 |
129-234 |
|
| R3 |
130-133 |
130-067 |
129-182 |
|
| R2 |
129-263 |
129-263 |
129-165 |
|
| R1 |
129-197 |
129-197 |
129-147 |
129-230 |
| PP |
129-073 |
129-073 |
129-073 |
129-090 |
| S1 |
129-007 |
129-007 |
129-113 |
129-040 |
| S2 |
128-203 |
128-203 |
129-095 |
|
| S3 |
128-013 |
128-137 |
129-078 |
|
| S4 |
127-143 |
127-267 |
129-026 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-123 |
138-217 |
131-025 |
|
| R3 |
136-103 |
134-197 |
129-308 |
|
| R2 |
132-083 |
132-083 |
129-188 |
|
| R1 |
130-177 |
130-177 |
129-069 |
131-130 |
| PP |
128-063 |
128-063 |
128-063 |
128-200 |
| S1 |
126-157 |
126-157 |
128-151 |
127-110 |
| S2 |
124-043 |
124-043 |
128-032 |
|
| S3 |
120-023 |
122-137 |
127-232 |
|
| S4 |
116-003 |
118-117 |
126-195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-140 |
128-000 |
1-140 |
1.1% |
0-258 |
0.6% |
98% |
True |
False |
9,931 |
| 10 |
129-290 |
125-170 |
4-120 |
3.4% |
1-128 |
1.1% |
89% |
False |
False |
8,313 |
| 20 |
129-290 |
122-130 |
7-160 |
5.8% |
1-020 |
0.8% |
93% |
False |
False |
4,942 |
| 40 |
129-290 |
120-120 |
9-170 |
7.4% |
0-267 |
0.6% |
95% |
False |
False |
3,101 |
| 60 |
129-290 |
120-030 |
9-260 |
7.6% |
0-189 |
0.5% |
95% |
False |
False |
2,078 |
| 80 |
129-290 |
117-300 |
11-310 |
9.2% |
0-142 |
0.3% |
96% |
False |
False |
1,558 |
| 100 |
129-290 |
115-280 |
14-010 |
10.8% |
0-113 |
0.3% |
96% |
False |
False |
1,247 |
| 120 |
129-290 |
115-210 |
14-080 |
11.0% |
0-094 |
0.2% |
96% |
False |
False |
1,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-308 |
|
2.618 |
130-317 |
|
1.618 |
130-127 |
|
1.000 |
130-010 |
|
0.618 |
129-257 |
|
HIGH |
129-140 |
|
0.618 |
129-067 |
|
0.500 |
129-045 |
|
0.382 |
129-023 |
|
LOW |
128-270 |
|
0.618 |
128-153 |
|
1.000 |
128-080 |
|
1.618 |
127-283 |
|
2.618 |
127-093 |
|
4.250 |
126-102 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-102 |
129-075 |
| PP |
129-073 |
129-020 |
| S1 |
129-045 |
128-285 |
|