ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124-240 |
124-235 |
-0-005 |
0.0% |
123-285 |
| High |
124-290 |
125-110 |
0-140 |
0.4% |
125-065 |
| Low |
124-100 |
124-215 |
0-115 |
0.3% |
123-180 |
| Close |
124-210 |
125-030 |
0-140 |
0.4% |
124-235 |
| Range |
0-190 |
0-215 |
0-025 |
13.2% |
1-205 |
| ATR |
0-202 |
0-203 |
0-001 |
0.6% |
0-000 |
| Volume |
40,629 |
32,943 |
-7,686 |
-18.9% |
1,800,499 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-017 |
126-238 |
125-148 |
|
| R3 |
126-122 |
126-023 |
125-089 |
|
| R2 |
125-227 |
125-227 |
125-069 |
|
| R1 |
125-128 |
125-128 |
125-050 |
125-178 |
| PP |
125-012 |
125-012 |
125-012 |
125-036 |
| S1 |
124-233 |
124-233 |
125-010 |
124-282 |
| S2 |
124-117 |
124-117 |
124-311 |
|
| S3 |
123-222 |
124-018 |
124-291 |
|
| S4 |
123-007 |
123-123 |
124-232 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-135 |
128-230 |
125-204 |
|
| R3 |
127-250 |
127-025 |
125-059 |
|
| R2 |
126-045 |
126-045 |
125-011 |
|
| R1 |
125-140 |
125-140 |
124-283 |
125-252 |
| PP |
124-160 |
124-160 |
124-160 |
124-216 |
| S1 |
123-255 |
123-255 |
124-187 |
124-048 |
| S2 |
122-275 |
122-275 |
124-139 |
|
| S3 |
121-070 |
122-050 |
124-091 |
|
| S4 |
119-185 |
120-165 |
123-266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-110 |
124-100 |
1-010 |
0.8% |
0-202 |
0.5% |
76% |
True |
False |
63,212 |
| 10 |
125-110 |
122-290 |
2-140 |
1.9% |
0-209 |
0.5% |
90% |
True |
False |
690,000 |
| 20 |
125-110 |
121-235 |
3-195 |
2.9% |
0-203 |
0.5% |
93% |
True |
False |
963,483 |
| 40 |
125-110 |
118-080 |
7-030 |
5.7% |
0-198 |
0.5% |
96% |
True |
False |
984,317 |
| 60 |
125-110 |
117-295 |
7-135 |
5.9% |
0-213 |
0.5% |
97% |
True |
False |
1,030,008 |
| 80 |
125-110 |
116-230 |
8-200 |
6.9% |
0-217 |
0.5% |
97% |
True |
False |
962,274 |
| 100 |
125-110 |
116-040 |
9-070 |
7.4% |
0-220 |
0.6% |
97% |
True |
False |
770,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-064 |
|
2.618 |
127-033 |
|
1.618 |
126-138 |
|
1.000 |
126-005 |
|
0.618 |
125-243 |
|
HIGH |
125-110 |
|
0.618 |
125-028 |
|
0.500 |
125-002 |
|
0.382 |
124-297 |
|
LOW |
124-215 |
|
0.618 |
124-082 |
|
1.000 |
124-000 |
|
1.618 |
123-187 |
|
2.618 |
122-292 |
|
4.250 |
121-261 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-021 |
125-002 |
| PP |
125-012 |
124-293 |
| S1 |
125-002 |
124-265 |
|