ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-155 |
121-205 |
0-050 |
0.1% |
120-005 |
| High |
121-250 |
122-070 |
0-140 |
0.4% |
121-070 |
| Low |
121-085 |
121-180 |
0-095 |
0.2% |
119-300 |
| Close |
121-205 |
122-020 |
0-135 |
0.3% |
121-045 |
| Range |
0-165 |
0-210 |
0-045 |
27.3% |
1-090 |
| ATR |
0-194 |
0-195 |
0-001 |
0.6% |
0-000 |
| Volume |
1,072,753 |
1,248,480 |
175,727 |
16.4% |
4,132,533 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-293 |
123-207 |
122-136 |
|
| R3 |
123-083 |
122-317 |
122-078 |
|
| R2 |
122-193 |
122-193 |
122-058 |
|
| R1 |
122-107 |
122-107 |
122-039 |
122-150 |
| PP |
121-303 |
121-303 |
121-303 |
122-005 |
| S1 |
121-217 |
121-217 |
122-001 |
121-260 |
| S2 |
121-093 |
121-093 |
121-302 |
|
| S3 |
120-203 |
121-007 |
121-282 |
|
| S4 |
119-313 |
120-117 |
121-224 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-195 |
124-050 |
121-270 |
|
| R3 |
123-105 |
122-280 |
121-158 |
|
| R2 |
122-015 |
122-015 |
121-120 |
|
| R1 |
121-190 |
121-190 |
121-083 |
121-262 |
| PP |
120-245 |
120-245 |
120-245 |
120-281 |
| S1 |
120-100 |
120-100 |
121-007 |
120-172 |
| S2 |
119-155 |
119-155 |
120-290 |
|
| S3 |
118-065 |
119-010 |
120-252 |
|
| S4 |
116-295 |
117-240 |
120-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-070 |
120-250 |
1-140 |
1.2% |
0-159 |
0.4% |
89% |
True |
False |
902,615 |
| 10 |
122-070 |
119-240 |
2-150 |
2.0% |
0-166 |
0.4% |
94% |
True |
False |
865,485 |
| 20 |
122-070 |
117-295 |
4-095 |
3.5% |
0-188 |
0.5% |
96% |
True |
False |
967,643 |
| 40 |
122-070 |
117-295 |
4-095 |
3.5% |
0-224 |
0.6% |
96% |
True |
False |
1,068,373 |
| 60 |
122-070 |
116-040 |
6-030 |
5.0% |
0-225 |
0.6% |
97% |
True |
False |
902,135 |
| 80 |
122-070 |
116-040 |
6-030 |
5.0% |
0-224 |
0.6% |
97% |
True |
False |
677,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-002 |
|
2.618 |
123-300 |
|
1.618 |
123-090 |
|
1.000 |
122-280 |
|
0.618 |
122-200 |
|
HIGH |
122-070 |
|
0.618 |
121-310 |
|
0.500 |
121-285 |
|
0.382 |
121-260 |
|
LOW |
121-180 |
|
0.618 |
121-050 |
|
1.000 |
120-290 |
|
1.618 |
120-160 |
|
2.618 |
119-270 |
|
4.250 |
118-248 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-002 |
121-302 |
| PP |
121-303 |
121-265 |
| S1 |
121-285 |
121-228 |
|