ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
129-100 |
129-280 |
0-180 |
0.4% |
128-210 |
| High |
130-220 |
130-080 |
-0-140 |
-0.3% |
130-220 |
| Low |
129-100 |
129-130 |
0-030 |
0.1% |
128-110 |
| Close |
129-270 |
129-280 |
0-010 |
0.0% |
129-280 |
| Range |
1-120 |
0-270 |
-0-170 |
-38.6% |
2-110 |
| ATR |
1-010 |
1-006 |
-0-004 |
-1.3% |
0-000 |
| Volume |
12,384 |
33,589 |
21,205 |
171.2% |
79,898 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-120 |
131-310 |
130-108 |
|
| R3 |
131-170 |
131-040 |
130-034 |
|
| R2 |
130-220 |
130-220 |
130-010 |
|
| R1 |
130-090 |
130-090 |
129-305 |
130-095 |
| PP |
129-270 |
129-270 |
129-270 |
129-272 |
| S1 |
129-140 |
129-140 |
129-255 |
129-145 |
| S2 |
129-000 |
129-000 |
129-230 |
|
| S3 |
128-050 |
128-190 |
129-206 |
|
| S4 |
127-100 |
127-240 |
129-132 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-213 |
135-197 |
131-052 |
|
| R3 |
134-103 |
133-087 |
130-166 |
|
| R2 |
131-313 |
131-313 |
130-098 |
|
| R1 |
130-297 |
130-297 |
130-029 |
131-145 |
| PP |
129-203 |
129-203 |
129-203 |
129-288 |
| S1 |
128-187 |
128-187 |
129-211 |
129-035 |
| S2 |
127-093 |
127-093 |
129-142 |
|
| S3 |
124-303 |
126-077 |
129-074 |
|
| S4 |
122-193 |
123-287 |
128-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-220 |
128-110 |
2-110 |
1.8% |
0-272 |
0.7% |
65% |
False |
False |
15,979 |
| 10 |
130-220 |
125-270 |
4-270 |
3.7% |
1-091 |
1.0% |
83% |
False |
False |
11,531 |
| 20 |
130-220 |
122-170 |
8-050 |
6.3% |
1-037 |
0.9% |
90% |
False |
False |
7,172 |
| 40 |
130-220 |
120-120 |
10-100 |
7.9% |
0-280 |
0.7% |
92% |
False |
False |
4,029 |
| 60 |
130-220 |
120-120 |
10-100 |
7.9% |
0-200 |
0.5% |
92% |
False |
False |
2,844 |
| 80 |
130-220 |
118-070 |
12-150 |
9.6% |
0-150 |
0.4% |
93% |
False |
False |
2,133 |
| 100 |
130-220 |
115-280 |
14-260 |
11.4% |
0-120 |
0.3% |
95% |
False |
False |
1,707 |
| 120 |
130-220 |
115-210 |
15-010 |
11.6% |
0-100 |
0.2% |
95% |
False |
False |
1,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-268 |
|
2.618 |
132-147 |
|
1.618 |
131-197 |
|
1.000 |
131-030 |
|
0.618 |
130-247 |
|
HIGH |
130-080 |
|
0.618 |
129-297 |
|
0.500 |
129-265 |
|
0.382 |
129-233 |
|
LOW |
129-130 |
|
0.618 |
128-283 |
|
1.000 |
128-180 |
|
1.618 |
128-013 |
|
2.618 |
127-063 |
|
4.250 |
125-262 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-275 |
129-268 |
| PP |
129-270 |
129-257 |
| S1 |
129-265 |
129-245 |
|