ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
120-200 |
0-080 |
0.2% |
119-250 |
| High |
120-250 |
121-010 |
0-080 |
0.2% |
121-010 |
| Low |
120-120 |
120-040 |
-0-080 |
-0.2% |
119-190 |
| Close |
120-200 |
120-280 |
0-080 |
0.2% |
120-280 |
| Range |
0-130 |
0-290 |
0-160 |
123.1% |
1-140 |
| ATR |
0-149 |
0-159 |
0-010 |
6.7% |
0-000 |
| Volume |
4,008 |
5,989 |
1,981 |
49.4% |
16,750 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-127 |
123-013 |
121-120 |
|
| R3 |
122-157 |
122-043 |
121-040 |
|
| R2 |
121-187 |
121-187 |
121-013 |
|
| R1 |
121-073 |
121-073 |
120-307 |
121-130 |
| PP |
120-217 |
120-217 |
120-217 |
120-245 |
| S1 |
120-103 |
120-103 |
120-253 |
120-160 |
| S2 |
119-247 |
119-247 |
120-227 |
|
| S3 |
118-277 |
119-133 |
120-200 |
|
| S4 |
117-307 |
118-163 |
120-120 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-260 |
124-090 |
121-213 |
|
| R3 |
123-120 |
122-270 |
121-086 |
|
| R2 |
121-300 |
121-300 |
121-044 |
|
| R1 |
121-130 |
121-130 |
121-002 |
121-215 |
| PP |
120-160 |
120-160 |
120-160 |
120-202 |
| S1 |
119-310 |
119-310 |
120-238 |
120-075 |
| S2 |
119-020 |
119-020 |
120-196 |
|
| S3 |
117-200 |
118-170 |
120-154 |
|
| S4 |
116-060 |
117-030 |
120-027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-010 |
119-190 |
1-140 |
1.2% |
0-156 |
0.4% |
89% |
True |
False |
3,350 |
| 10 |
121-010 |
118-170 |
2-160 |
2.1% |
0-139 |
0.4% |
94% |
True |
False |
2,654 |
| 20 |
121-010 |
116-020 |
4-310 |
4.1% |
0-150 |
0.4% |
97% |
True |
False |
1,699 |
| 40 |
121-010 |
116-020 |
4-310 |
4.1% |
0-106 |
0.3% |
97% |
True |
False |
880 |
| 60 |
121-010 |
115-080 |
5-250 |
4.8% |
0-079 |
0.2% |
97% |
True |
False |
588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-282 |
|
2.618 |
123-129 |
|
1.618 |
122-159 |
|
1.000 |
121-300 |
|
0.618 |
121-189 |
|
HIGH |
121-010 |
|
0.618 |
120-219 |
|
0.500 |
120-185 |
|
0.382 |
120-151 |
|
LOW |
120-040 |
|
0.618 |
119-181 |
|
1.000 |
119-070 |
|
1.618 |
118-211 |
|
2.618 |
117-241 |
|
4.250 |
116-088 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-248 |
120-233 |
| PP |
120-217 |
120-187 |
| S1 |
120-185 |
120-140 |
|