ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-055 |
122-115 |
0-060 |
0.2% |
121-040 |
| High |
122-170 |
122-135 |
-0-035 |
-0.1% |
122-150 |
| Low |
122-005 |
121-290 |
-0-035 |
-0.1% |
120-285 |
| Close |
122-150 |
122-030 |
-0-120 |
-0.3% |
122-090 |
| Range |
0-165 |
0-165 |
0-000 |
0.0% |
1-185 |
| ATR |
0-200 |
0-198 |
-0-001 |
-0.7% |
0-000 |
| Volume |
974,291 |
939,775 |
-34,516 |
-3.5% |
5,570,529 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-220 |
123-130 |
122-121 |
|
| R3 |
123-055 |
122-285 |
122-075 |
|
| R2 |
122-210 |
122-210 |
122-060 |
|
| R1 |
122-120 |
122-120 |
122-045 |
122-082 |
| PP |
122-045 |
122-045 |
122-045 |
122-026 |
| S1 |
121-275 |
121-275 |
122-015 |
121-238 |
| S2 |
121-200 |
121-200 |
122-000 |
|
| S3 |
121-035 |
121-110 |
121-305 |
|
| S4 |
120-190 |
120-265 |
121-259 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-197 |
126-008 |
123-048 |
|
| R3 |
125-012 |
124-143 |
122-229 |
|
| R2 |
123-147 |
123-147 |
122-183 |
|
| R1 |
122-278 |
122-278 |
122-136 |
123-052 |
| PP |
121-282 |
121-282 |
121-282 |
122-009 |
| S1 |
121-093 |
121-093 |
122-044 |
121-188 |
| S2 |
120-097 |
120-097 |
121-317 |
|
| S3 |
118-232 |
119-228 |
121-271 |
|
| S4 |
117-047 |
118-043 |
121-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-170 |
121-085 |
1-085 |
1.0% |
0-201 |
0.5% |
65% |
False |
False |
1,188,640 |
| 10 |
122-170 |
120-045 |
2-125 |
2.0% |
0-182 |
0.5% |
82% |
False |
False |
1,016,750 |
| 20 |
122-170 |
118-080 |
4-090 |
3.5% |
0-194 |
0.5% |
90% |
False |
False |
1,005,151 |
| 40 |
122-170 |
117-295 |
4-195 |
3.8% |
0-219 |
0.6% |
91% |
False |
False |
1,063,271 |
| 60 |
122-170 |
116-230 |
5-260 |
4.8% |
0-222 |
0.6% |
92% |
False |
False |
961,871 |
| 80 |
122-170 |
116-040 |
6-130 |
5.2% |
0-225 |
0.6% |
93% |
False |
False |
722,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-196 |
|
2.618 |
123-247 |
|
1.618 |
123-082 |
|
1.000 |
122-300 |
|
0.618 |
122-237 |
|
HIGH |
122-135 |
|
0.618 |
122-072 |
|
0.500 |
122-052 |
|
0.382 |
122-033 |
|
LOW |
121-290 |
|
0.618 |
121-188 |
|
1.000 |
121-125 |
|
1.618 |
121-023 |
|
2.618 |
120-178 |
|
4.250 |
119-229 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-052 |
122-023 |
| PP |
122-045 |
122-017 |
| S1 |
122-038 |
122-010 |
|