ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
128-260 |
129-125 |
0-185 |
0.4% |
129-310 |
| High |
129-195 |
129-230 |
0-035 |
0.1% |
130-020 |
| Low |
128-250 |
128-280 |
0-030 |
0.1% |
128-120 |
| Close |
129-135 |
129-010 |
-0-125 |
-0.3% |
129-120 |
| Range |
0-265 |
0-270 |
0-005 |
1.9% |
1-220 |
| ATR |
0-313 |
0-310 |
-0-003 |
-1.0% |
0-000 |
| Volume |
724,746 |
1,329,845 |
605,099 |
83.5% |
1,029,133 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-237 |
131-073 |
129-158 |
|
| R3 |
130-287 |
130-123 |
129-084 |
|
| R2 |
130-017 |
130-017 |
129-060 |
|
| R1 |
129-173 |
129-173 |
129-035 |
129-120 |
| PP |
129-067 |
129-067 |
129-067 |
129-040 |
| S1 |
128-223 |
128-223 |
128-305 |
128-170 |
| S2 |
128-117 |
128-117 |
128-280 |
|
| S3 |
127-167 |
127-273 |
128-256 |
|
| S4 |
126-217 |
127-003 |
128-182 |
|
|
| 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% |
0-283 |
0.7% |
44% |
False |
False |
747,116 |
| 10 |
130-220 |
128-120 |
2-100 |
1.8% |
0-300 |
0.7% |
28% |
False |
False |
396,670 |
| 20 |
130-220 |
125-170 |
5-050 |
4.0% |
1-054 |
0.9% |
68% |
False |
False |
202,492 |
| 40 |
130-220 |
120-250 |
9-290 |
7.7% |
0-297 |
0.7% |
83% |
False |
False |
101,892 |
| 60 |
130-220 |
120-120 |
10-100 |
8.0% |
0-234 |
0.6% |
84% |
False |
False |
68,189 |
| 80 |
130-220 |
119-190 |
11-030 |
8.6% |
0-179 |
0.4% |
85% |
False |
False |
51,142 |
| 100 |
130-220 |
115-300 |
14-240 |
11.4% |
0-143 |
0.3% |
89% |
False |
False |
40,914 |
| 120 |
130-220 |
115-280 |
14-260 |
11.5% |
0-119 |
0.3% |
89% |
False |
False |
34,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-098 |
|
2.618 |
131-297 |
|
1.618 |
131-027 |
|
1.000 |
130-180 |
|
0.618 |
130-077 |
|
HIGH |
129-230 |
|
0.618 |
129-127 |
|
0.500 |
129-095 |
|
0.382 |
129-063 |
|
LOW |
128-280 |
|
0.618 |
128-113 |
|
1.000 |
128-010 |
|
1.618 |
127-163 |
|
2.618 |
126-213 |
|
4.250 |
125-092 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-095 |
129-030 |
| PP |
129-067 |
129-023 |
| S1 |
129-038 |
129-017 |
|