ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
128-300 |
129-100 |
0-120 |
0.3% |
129-310 |
| High |
129-280 |
129-110 |
-0-170 |
-0.4% |
130-020 |
| Low |
128-270 |
128-150 |
-0-120 |
-0.3% |
128-120 |
| Close |
129-120 |
128-240 |
-0-200 |
-0.5% |
129-120 |
| Range |
1-010 |
0-280 |
-0-050 |
-15.2% |
1-220 |
| ATR |
0-317 |
0-315 |
-0-002 |
-0.6% |
0-000 |
| Volume |
559,983 |
837,012 |
277,029 |
49.5% |
1,029,133 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-153 |
130-317 |
129-074 |
|
| R3 |
130-193 |
130-037 |
128-317 |
|
| R2 |
129-233 |
129-233 |
128-291 |
|
| R1 |
129-077 |
129-077 |
128-266 |
129-015 |
| PP |
128-273 |
128-273 |
128-273 |
128-242 |
| S1 |
128-117 |
128-117 |
128-214 |
128-055 |
| S2 |
127-313 |
127-313 |
128-189 |
|
| S3 |
127-033 |
127-157 |
128-163 |
|
| S4 |
126-073 |
126-197 |
128-086 |
|
|
| 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 |
129-300 |
128-120 |
1-180 |
1.2% |
0-306 |
0.7% |
24% |
False |
False |
364,794 |
| 10 |
130-220 |
128-110 |
2-110 |
1.8% |
0-294 |
0.7% |
17% |
False |
False |
193,895 |
| 20 |
130-220 |
124-270 |
5-270 |
4.5% |
1-054 |
0.9% |
67% |
False |
False |
100,082 |
| 40 |
130-220 |
120-200 |
10-020 |
7.8% |
0-293 |
0.7% |
81% |
False |
False |
50,595 |
| 60 |
130-220 |
120-120 |
10-100 |
8.0% |
0-225 |
0.5% |
81% |
False |
False |
33,946 |
| 80 |
130-220 |
119-190 |
11-030 |
8.6% |
0-172 |
0.4% |
83% |
False |
False |
25,460 |
| 100 |
130-220 |
115-280 |
14-260 |
11.5% |
0-138 |
0.3% |
87% |
False |
False |
20,368 |
| 120 |
130-220 |
115-280 |
14-260 |
11.5% |
0-115 |
0.3% |
87% |
False |
False |
16,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-020 |
|
2.618 |
131-203 |
|
1.618 |
130-243 |
|
1.000 |
130-070 |
|
0.618 |
129-283 |
|
HIGH |
129-110 |
|
0.618 |
129-003 |
|
0.500 |
128-290 |
|
0.382 |
128-257 |
|
LOW |
128-150 |
|
0.618 |
127-297 |
|
1.000 |
127-190 |
|
1.618 |
127-017 |
|
2.618 |
126-057 |
|
4.250 |
124-240 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-290 |
129-040 |
| PP |
128-273 |
129-000 |
| S1 |
128-257 |
128-280 |
|