ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
129-210 |
129-110 |
-0-100 |
-0.2% |
128-210 |
| High |
129-300 |
129-200 |
-0-100 |
-0.2% |
130-220 |
| Low |
129-050 |
128-120 |
-0-250 |
-0.6% |
128-110 |
| Close |
129-130 |
128-210 |
-0-240 |
-0.6% |
129-280 |
| Range |
0-250 |
1-080 |
0-150 |
60.0% |
2-110 |
| ATR |
0-314 |
1-000 |
0-006 |
2.0% |
0-000 |
| Volume |
42,976 |
100,004 |
57,028 |
132.7% |
79,898 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-203 |
131-287 |
129-110 |
|
| R3 |
131-123 |
130-207 |
129-000 |
|
| R2 |
130-043 |
130-043 |
128-283 |
|
| R1 |
129-127 |
129-127 |
128-247 |
129-045 |
| PP |
128-283 |
128-283 |
128-283 |
128-242 |
| S1 |
128-047 |
128-047 |
128-173 |
127-285 |
| S2 |
127-203 |
127-203 |
128-137 |
|
| S3 |
126-123 |
126-287 |
128-100 |
|
| S4 |
125-043 |
125-207 |
127-310 |
|
|
| 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 |
128-120 |
2-100 |
1.8% |
0-318 |
0.8% |
12% |
False |
True |
46,225 |
| 10 |
130-220 |
128-000 |
2-220 |
2.1% |
0-288 |
0.7% |
24% |
False |
False |
28,078 |
| 20 |
130-220 |
122-300 |
7-240 |
6.0% |
1-054 |
0.9% |
74% |
False |
False |
16,288 |
| 40 |
130-220 |
120-120 |
10-100 |
8.0% |
0-289 |
0.7% |
80% |
False |
False |
8,640 |
| 60 |
130-220 |
120-120 |
10-100 |
8.0% |
0-213 |
0.5% |
80% |
False |
False |
5,929 |
| 80 |
130-220 |
119-000 |
11-220 |
9.1% |
0-161 |
0.4% |
83% |
False |
False |
4,447 |
| 100 |
130-220 |
115-280 |
14-260 |
11.5% |
0-129 |
0.3% |
86% |
False |
False |
3,558 |
| 120 |
130-220 |
115-280 |
14-260 |
11.5% |
0-108 |
0.3% |
86% |
False |
False |
2,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-300 |
|
2.618 |
132-287 |
|
1.618 |
131-207 |
|
1.000 |
130-280 |
|
0.618 |
130-127 |
|
HIGH |
129-200 |
|
0.618 |
129-047 |
|
0.500 |
129-000 |
|
0.382 |
128-273 |
|
LOW |
128-120 |
|
0.618 |
127-193 |
|
1.000 |
127-040 |
|
1.618 |
126-113 |
|
2.618 |
125-033 |
|
4.250 |
123-020 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-000 |
129-070 |
| PP |
128-283 |
129-010 |
| S1 |
128-247 |
128-270 |
|