ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
128-130 |
128-300 |
0-170 |
0.4% |
129-310 |
| High |
129-070 |
129-280 |
0-210 |
0.5% |
130-020 |
| Low |
128-120 |
128-270 |
0-150 |
0.4% |
128-120 |
| Close |
129-020 |
129-120 |
0-100 |
0.2% |
129-120 |
| Range |
0-270 |
1-010 |
0-060 |
22.2% |
1-220 |
| ATR |
0-316 |
0-317 |
0-001 |
0.3% |
0-000 |
| Volume |
283,997 |
559,983 |
275,986 |
97.2% |
1,029,133 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-147 |
131-303 |
129-302 |
|
| R3 |
131-137 |
130-293 |
129-211 |
|
| R2 |
130-127 |
130-127 |
129-180 |
|
| R1 |
129-283 |
129-283 |
129-150 |
130-045 |
| PP |
129-117 |
129-117 |
129-117 |
129-158 |
| S1 |
128-273 |
128-273 |
129-090 |
129-035 |
| S2 |
128-107 |
128-107 |
129-060 |
|
| S3 |
127-097 |
127-263 |
129-029 |
|
| S4 |
126-087 |
126-253 |
128-258 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-107 |
133-173 |
130-097 |
|
| R3 |
132-207 |
131-273 |
129-268 |
|
| R2 |
130-307 |
130-307 |
129-219 |
|
| R1 |
130-053 |
130-053 |
129-170 |
129-230 |
| PP |
129-087 |
129-087 |
129-087 |
129-015 |
| S1 |
128-153 |
128-153 |
129-070 |
128-010 |
| S2 |
127-187 |
127-187 |
129-021 |
|
| S3 |
125-287 |
126-253 |
128-292 |
|
| S4 |
124-067 |
125-033 |
128-143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-020 |
128-120 |
1-220 |
1.3% |
0-296 |
0.7% |
59% |
False |
False |
205,826 |
| 10 |
130-220 |
128-110 |
2-110 |
1.8% |
0-284 |
0.7% |
44% |
False |
False |
110,903 |
| 20 |
130-220 |
124-000 |
6-220 |
5.2% |
1-058 |
0.9% |
80% |
False |
False |
58,344 |
| 40 |
130-220 |
120-120 |
10-100 |
8.0% |
0-291 |
0.7% |
87% |
False |
False |
29,739 |
| 60 |
130-220 |
120-120 |
10-100 |
8.0% |
0-221 |
0.5% |
87% |
False |
False |
19,996 |
| 80 |
130-220 |
119-030 |
11-190 |
9.0% |
0-169 |
0.4% |
89% |
False |
False |
14,997 |
| 100 |
130-220 |
115-280 |
14-260 |
11.4% |
0-135 |
0.3% |
91% |
False |
False |
11,998 |
| 120 |
130-220 |
115-280 |
14-260 |
11.4% |
0-113 |
0.3% |
91% |
False |
False |
9,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-082 |
|
2.618 |
132-184 |
|
1.618 |
131-174 |
|
1.000 |
130-290 |
|
0.618 |
130-164 |
|
HIGH |
129-280 |
|
0.618 |
129-154 |
|
0.500 |
129-115 |
|
0.382 |
129-076 |
|
LOW |
128-270 |
|
0.618 |
128-066 |
|
1.000 |
127-260 |
|
1.618 |
127-056 |
|
2.618 |
126-046 |
|
4.250 |
124-148 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-118 |
129-093 |
| PP |
129-117 |
129-067 |
| S1 |
129-115 |
129-040 |
|