ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
129-125 |
128-305 |
-0-140 |
-0.3% |
129-310 |
| High |
129-230 |
129-220 |
-0-010 |
0.0% |
130-020 |
| Low |
128-280 |
128-185 |
-0-095 |
-0.2% |
128-120 |
| Close |
129-010 |
129-190 |
0-180 |
0.4% |
129-120 |
| Range |
0-270 |
1-035 |
0-085 |
31.5% |
1-220 |
| ATR |
0-310 |
0-313 |
0-003 |
1.0% |
0-000 |
| Volume |
1,329,845 |
1,409,767 |
79,922 |
6.0% |
1,029,133 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-197 |
132-068 |
130-065 |
|
| R3 |
131-162 |
131-033 |
129-288 |
|
| R2 |
130-127 |
130-127 |
129-255 |
|
| R1 |
129-318 |
129-318 |
129-223 |
130-062 |
| PP |
129-092 |
129-092 |
129-092 |
129-124 |
| S1 |
128-283 |
128-283 |
129-157 |
129-028 |
| S2 |
128-057 |
128-057 |
129-125 |
|
| S3 |
127-022 |
127-248 |
129-092 |
|
| S4 |
125-307 |
126-213 |
128-315 |
|
|
| 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 |
128-150 |
1-130 |
1.1% |
0-300 |
0.7% |
80% |
False |
False |
972,270 |
| 10 |
130-080 |
128-120 |
1-280 |
1.4% |
0-292 |
0.7% |
65% |
False |
False |
536,409 |
| 20 |
130-220 |
125-210 |
5-010 |
3.9% |
1-045 |
0.9% |
78% |
False |
False |
272,702 |
| 40 |
130-220 |
120-300 |
9-240 |
7.5% |
0-303 |
0.7% |
89% |
False |
False |
137,129 |
| 60 |
130-220 |
120-120 |
10-100 |
8.0% |
0-240 |
0.6% |
89% |
False |
False |
91,685 |
| 80 |
130-220 |
119-230 |
10-310 |
8.5% |
0-184 |
0.4% |
90% |
False |
False |
68,764 |
| 100 |
130-220 |
116-180 |
14-040 |
10.9% |
0-147 |
0.4% |
92% |
False |
False |
55,012 |
| 120 |
130-220 |
115-280 |
14-260 |
11.4% |
0-122 |
0.3% |
93% |
False |
False |
45,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-129 |
|
2.618 |
132-189 |
|
1.618 |
131-154 |
|
1.000 |
130-255 |
|
0.618 |
130-119 |
|
HIGH |
129-220 |
|
0.618 |
129-084 |
|
0.500 |
129-042 |
|
0.382 |
129-001 |
|
LOW |
128-185 |
|
0.618 |
127-286 |
|
1.000 |
127-150 |
|
1.618 |
126-251 |
|
2.618 |
125-216 |
|
4.250 |
123-276 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-141 |
129-142 |
| PP |
129-092 |
129-095 |
| S1 |
129-042 |
129-048 |
|