ECBOT 10 Year T-Note Future September 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 |
120-000 |
120-120 |
0-120 |
0.3% |
118-170 |
| High |
120-110 |
120-250 |
0-140 |
0.4% |
119-230 |
| Low |
119-270 |
120-120 |
0-170 |
0.4% |
118-170 |
| Close |
120-070 |
120-200 |
0-130 |
0.3% |
119-220 |
| Range |
0-160 |
0-130 |
-0-030 |
-18.8% |
1-060 |
| ATR |
0-147 |
0-149 |
0-002 |
1.6% |
0-000 |
| Volume |
2,266 |
4,008 |
1,742 |
76.9% |
9,798 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
121-200 |
120-272 |
|
| R3 |
121-130 |
121-070 |
120-236 |
|
| R2 |
121-000 |
121-000 |
120-224 |
|
| R1 |
120-260 |
120-260 |
120-212 |
120-290 |
| PP |
120-190 |
120-190 |
120-190 |
120-205 |
| S1 |
120-130 |
120-130 |
120-188 |
120-160 |
| S2 |
120-060 |
120-060 |
120-176 |
|
| S3 |
119-250 |
120-000 |
120-164 |
|
| S4 |
119-120 |
119-190 |
120-128 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-280 |
122-150 |
120-109 |
|
| R3 |
121-220 |
121-090 |
120-004 |
|
| R2 |
120-160 |
120-160 |
119-290 |
|
| R1 |
120-030 |
120-030 |
119-255 |
120-095 |
| PP |
119-100 |
119-100 |
119-100 |
119-132 |
| S1 |
118-290 |
118-290 |
119-185 |
119-035 |
| S2 |
118-040 |
118-040 |
119-150 |
|
| S3 |
116-300 |
117-230 |
119-116 |
|
| S4 |
115-240 |
116-170 |
119-011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-250 |
119-150 |
1-100 |
1.1% |
0-114 |
0.3% |
88% |
True |
False |
2,650 |
| 10 |
120-250 |
118-090 |
2-160 |
2.1% |
0-125 |
0.3% |
94% |
True |
False |
2,112 |
| 20 |
120-250 |
116-020 |
4-230 |
3.9% |
0-142 |
0.4% |
97% |
True |
False |
1,414 |
| 40 |
120-250 |
116-020 |
4-230 |
3.9% |
0-099 |
0.3% |
97% |
True |
False |
730 |
| 60 |
120-250 |
115-080 |
5-170 |
4.6% |
0-074 |
0.2% |
97% |
True |
False |
488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-162 |
|
2.618 |
121-270 |
|
1.618 |
121-140 |
|
1.000 |
121-060 |
|
0.618 |
121-010 |
|
HIGH |
120-250 |
|
0.618 |
120-200 |
|
0.500 |
120-185 |
|
0.382 |
120-170 |
|
LOW |
120-120 |
|
0.618 |
120-040 |
|
1.000 |
119-310 |
|
1.618 |
119-230 |
|
2.618 |
119-100 |
|
4.250 |
118-208 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-195 |
120-167 |
| PP |
120-190 |
120-133 |
| S1 |
120-185 |
120-100 |
|