ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
130-115 |
130-085 |
-0-030 |
-0.1% |
129-100 |
| High |
130-310 |
130-085 |
-0-225 |
-0.5% |
130-140 |
| Low |
130-055 |
129-230 |
-0-145 |
-0.3% |
128-150 |
| Close |
130-095 |
129-305 |
-0-110 |
-0.3% |
130-115 |
| Range |
0-255 |
0-175 |
-0-080 |
-31.4% |
1-310 |
| ATR |
0-313 |
0-304 |
-0-009 |
-2.9% |
0-000 |
| Volume |
1,206,852 |
1,003,382 |
-203,470 |
-16.9% |
5,591,453 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-198 |
131-107 |
130-081 |
|
| R3 |
131-023 |
130-252 |
130-033 |
|
| R2 |
130-168 |
130-168 |
130-017 |
|
| R1 |
130-077 |
130-077 |
130-001 |
130-035 |
| PP |
129-313 |
129-313 |
129-313 |
129-292 |
| S1 |
129-222 |
129-222 |
129-289 |
129-180 |
| S2 |
129-138 |
129-138 |
129-273 |
|
| S3 |
128-283 |
129-047 |
129-257 |
|
| S4 |
128-108 |
128-192 |
129-209 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-212 |
134-313 |
131-142 |
|
| R3 |
133-222 |
133-003 |
130-288 |
|
| R2 |
131-232 |
131-232 |
130-230 |
|
| R1 |
131-013 |
131-013 |
130-173 |
131-122 |
| PP |
129-242 |
129-242 |
129-242 |
129-296 |
| S1 |
129-023 |
129-023 |
130-057 |
129-132 |
| S2 |
127-252 |
127-252 |
130-000 |
|
| S3 |
125-262 |
127-033 |
129-262 |
|
| S4 |
123-272 |
125-043 |
129-088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-310 |
128-185 |
2-125 |
1.8% |
0-286 |
0.7% |
58% |
False |
False |
1,247,985 |
| 10 |
130-310 |
128-120 |
2-190 |
2.0% |
0-298 |
0.7% |
61% |
False |
False |
874,567 |
| 20 |
130-310 |
127-280 |
3-030 |
2.4% |
0-299 |
0.7% |
67% |
False |
False |
446,669 |
| 40 |
130-310 |
122-130 |
8-180 |
6.6% |
0-297 |
0.7% |
88% |
False |
False |
224,519 |
| 60 |
130-310 |
120-120 |
10-190 |
8.2% |
0-254 |
0.6% |
90% |
False |
False |
150,023 |
| 80 |
130-310 |
120-030 |
10-280 |
8.4% |
0-194 |
0.5% |
91% |
False |
False |
112,518 |
| 100 |
130-310 |
117-100 |
13-210 |
10.5% |
0-155 |
0.4% |
93% |
False |
False |
90,015 |
| 120 |
130-310 |
115-280 |
15-030 |
11.6% |
0-129 |
0.3% |
93% |
False |
False |
75,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-189 |
|
2.618 |
131-223 |
|
1.618 |
131-048 |
|
1.000 |
130-260 |
|
0.618 |
130-193 |
|
HIGH |
130-085 |
|
0.618 |
130-018 |
|
0.500 |
129-318 |
|
0.382 |
129-297 |
|
LOW |
129-230 |
|
0.618 |
129-122 |
|
1.000 |
129-055 |
|
1.618 |
128-267 |
|
2.618 |
128-092 |
|
4.250 |
127-126 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-318 |
130-038 |
| PP |
129-313 |
130-020 |
| S1 |
129-309 |
130-002 |
|