ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
129-100 |
128-260 |
-0-160 |
-0.4% |
129-310 |
| High |
129-110 |
129-195 |
0-085 |
0.2% |
130-020 |
| Low |
128-150 |
128-250 |
0-100 |
0.2% |
128-120 |
| Close |
128-240 |
129-135 |
0-215 |
0.5% |
129-120 |
| Range |
0-280 |
0-265 |
-0-015 |
-5.4% |
1-220 |
| ATR |
0-315 |
0-313 |
-0-003 |
-0.9% |
0-000 |
| Volume |
837,012 |
724,746 |
-112,266 |
-13.4% |
1,029,133 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-242 |
131-133 |
129-281 |
|
| R3 |
130-297 |
130-188 |
129-208 |
|
| R2 |
130-032 |
130-032 |
129-184 |
|
| R1 |
129-243 |
129-243 |
129-159 |
129-298 |
| PP |
129-087 |
129-087 |
129-087 |
129-114 |
| S1 |
128-298 |
128-298 |
129-111 |
129-032 |
| S2 |
128-142 |
128-142 |
129-086 |
|
| S3 |
127-197 |
128-033 |
129-062 |
|
| S4 |
126-252 |
127-088 |
128-309 |
|
|
| 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 |
129-280 |
128-120 |
1-160 |
1.2% |
0-309 |
0.7% |
70% |
False |
False |
501,148 |
| 10 |
130-220 |
128-120 |
2-100 |
1.8% |
0-292 |
0.7% |
45% |
False |
False |
265,402 |
| 20 |
130-220 |
125-170 |
5-050 |
4.0% |
1-050 |
0.9% |
75% |
False |
False |
136,205 |
| 40 |
130-220 |
120-250 |
9-290 |
7.7% |
0-295 |
0.7% |
87% |
False |
False |
68,680 |
| 60 |
130-220 |
120-120 |
10-100 |
8.0% |
0-230 |
0.6% |
88% |
False |
False |
46,025 |
| 80 |
130-220 |
119-190 |
11-030 |
8.6% |
0-176 |
0.4% |
89% |
False |
False |
34,519 |
| 100 |
130-220 |
115-280 |
14-260 |
11.4% |
0-141 |
0.3% |
91% |
False |
False |
27,615 |
| 120 |
130-220 |
115-280 |
14-260 |
11.4% |
0-117 |
0.3% |
91% |
False |
False |
23,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-041 |
|
2.618 |
131-249 |
|
1.618 |
130-304 |
|
1.000 |
130-140 |
|
0.618 |
130-039 |
|
HIGH |
129-195 |
|
0.618 |
129-094 |
|
0.500 |
129-062 |
|
0.382 |
129-031 |
|
LOW |
128-250 |
|
0.618 |
128-086 |
|
1.000 |
127-305 |
|
1.618 |
127-141 |
|
2.618 |
126-196 |
|
4.250 |
125-084 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-111 |
129-108 |
| PP |
129-087 |
129-082 |
| S1 |
129-062 |
129-055 |
|