ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-310 |
120-120 |
-0-190 |
-0.5% |
119-250 |
| High |
120-310 |
121-010 |
0-020 |
0.1% |
121-010 |
| Low |
120-150 |
120-090 |
-0-060 |
-0.2% |
119-190 |
| Close |
120-210 |
120-310 |
0-100 |
0.3% |
120-280 |
| Range |
0-160 |
0-240 |
0-080 |
50.0% |
1-140 |
| ATR |
0-161 |
0-167 |
0-006 |
3.5% |
0-000 |
| Volume |
6,424 |
13,413 |
6,989 |
108.8% |
16,750 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-003 |
122-237 |
121-122 |
|
| R3 |
122-083 |
121-317 |
121-056 |
|
| R2 |
121-163 |
121-163 |
121-034 |
|
| R1 |
121-077 |
121-077 |
121-012 |
121-120 |
| PP |
120-243 |
120-243 |
120-243 |
120-265 |
| S1 |
120-157 |
120-157 |
120-288 |
120-200 |
| S2 |
120-003 |
120-003 |
120-266 |
|
| S3 |
119-083 |
119-237 |
120-244 |
|
| S4 |
118-163 |
118-317 |
120-178 |
|
|
| 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 |
121-040 |
120-040 |
1-000 |
0.8% |
0-194 |
0.5% |
84% |
False |
False |
7,505 |
| 10 |
121-040 |
119-050 |
1-310 |
1.6% |
0-156 |
0.4% |
92% |
False |
False |
4,913 |
| 20 |
121-040 |
117-060 |
3-300 |
3.3% |
0-148 |
0.4% |
96% |
False |
False |
2,979 |
| 40 |
121-040 |
116-020 |
5-020 |
4.2% |
0-118 |
0.3% |
97% |
False |
False |
1,568 |
| 60 |
121-040 |
115-300 |
5-060 |
4.3% |
0-088 |
0.2% |
97% |
False |
False |
1,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-070 |
|
2.618 |
122-318 |
|
1.618 |
122-078 |
|
1.000 |
121-250 |
|
0.618 |
121-158 |
|
HIGH |
121-010 |
|
0.618 |
120-238 |
|
0.500 |
120-210 |
|
0.382 |
120-182 |
|
LOW |
120-090 |
|
0.618 |
119-262 |
|
1.000 |
119-170 |
|
1.618 |
119-022 |
|
2.618 |
118-102 |
|
4.250 |
117-030 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-277 |
120-282 |
| PP |
120-243 |
120-253 |
| S1 |
120-210 |
120-225 |
|