ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-210 |
121-230 |
0-020 |
0.1% |
121-100 |
| High |
121-260 |
121-310 |
0-050 |
0.1% |
121-240 |
| Low |
121-120 |
121-210 |
0-090 |
0.2% |
120-180 |
| Close |
121-230 |
121-250 |
0-020 |
0.1% |
121-140 |
| Range |
0-140 |
0-100 |
-0-040 |
-28.6% |
1-060 |
| ATR |
0-175 |
0-170 |
-0-005 |
-3.1% |
0-000 |
| Volume |
269,982 |
371,545 |
101,563 |
37.6% |
182,317 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-237 |
122-183 |
121-305 |
|
| R3 |
122-137 |
122-083 |
121-278 |
|
| R2 |
122-037 |
122-037 |
121-268 |
|
| R1 |
121-303 |
121-303 |
121-259 |
122-010 |
| PP |
121-257 |
121-257 |
121-257 |
121-270 |
| S1 |
121-203 |
121-203 |
121-241 |
121-230 |
| S2 |
121-157 |
121-157 |
121-232 |
|
| S3 |
121-057 |
121-103 |
121-222 |
|
| S4 |
120-277 |
121-003 |
121-195 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-260 |
124-100 |
122-029 |
|
| R3 |
123-200 |
123-040 |
121-244 |
|
| R2 |
122-140 |
122-140 |
121-210 |
|
| R1 |
121-300 |
121-300 |
121-175 |
122-060 |
| PP |
121-080 |
121-080 |
121-080 |
121-120 |
| S1 |
120-240 |
120-240 |
121-105 |
121-000 |
| S2 |
120-020 |
120-020 |
121-070 |
|
| S3 |
118-280 |
119-180 |
121-036 |
|
| S4 |
117-220 |
118-120 |
120-251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-000 |
120-180 |
1-140 |
1.2% |
0-146 |
0.4% |
85% |
False |
False |
163,582 |
| 10 |
122-000 |
120-180 |
1-140 |
1.2% |
0-178 |
0.5% |
85% |
False |
False |
92,039 |
| 20 |
122-000 |
119-050 |
2-270 |
2.3% |
0-167 |
0.4% |
92% |
False |
False |
48,476 |
| 40 |
122-000 |
116-020 |
5-300 |
4.9% |
0-152 |
0.4% |
96% |
False |
False |
24,576 |
| 60 |
122-000 |
116-020 |
5-300 |
4.9% |
0-116 |
0.3% |
96% |
False |
False |
16,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-095 |
|
2.618 |
122-252 |
|
1.618 |
122-152 |
|
1.000 |
122-090 |
|
0.618 |
122-052 |
|
HIGH |
121-310 |
|
0.618 |
121-272 |
|
0.500 |
121-260 |
|
0.382 |
121-248 |
|
LOW |
121-210 |
|
0.618 |
121-148 |
|
1.000 |
121-110 |
|
1.618 |
121-048 |
|
2.618 |
120-268 |
|
4.250 |
120-105 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-260 |
121-240 |
| PP |
121-257 |
121-230 |
| S1 |
121-253 |
121-220 |
|