ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-230 |
121-100 |
0-190 |
0.5% |
120-240 |
| High |
121-170 |
121-120 |
-0-050 |
-0.1% |
121-170 |
| Low |
120-200 |
121-000 |
0-120 |
0.3% |
120-090 |
| Close |
121-020 |
121-100 |
0-080 |
0.2% |
121-020 |
| Range |
0-290 |
0-120 |
-0-170 |
-58.6% |
1-080 |
| ATR |
0-178 |
0-173 |
-0-004 |
-2.3% |
0-000 |
| Volume |
16,146 |
28,460 |
12,314 |
76.3% |
53,684 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-113 |
122-067 |
121-166 |
|
| R3 |
121-313 |
121-267 |
121-133 |
|
| R2 |
121-193 |
121-193 |
121-122 |
|
| R1 |
121-147 |
121-147 |
121-111 |
121-160 |
| PP |
121-073 |
121-073 |
121-073 |
121-080 |
| S1 |
121-027 |
121-027 |
121-089 |
121-040 |
| S2 |
120-273 |
120-273 |
121-078 |
|
| S3 |
120-153 |
120-227 |
121-067 |
|
| S4 |
120-033 |
120-107 |
121-034 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-227 |
124-043 |
121-240 |
|
| R3 |
123-147 |
122-283 |
121-130 |
|
| R2 |
122-067 |
122-067 |
121-093 |
|
| R1 |
121-203 |
121-203 |
121-057 |
121-295 |
| PP |
120-307 |
120-307 |
120-307 |
121-032 |
| S1 |
120-123 |
120-123 |
120-303 |
120-215 |
| S2 |
119-227 |
119-227 |
120-267 |
|
| S3 |
118-147 |
119-043 |
120-230 |
|
| S4 |
117-067 |
117-283 |
120-120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-170 |
120-090 |
1-080 |
1.0% |
0-202 |
0.5% |
83% |
False |
False |
14,889 |
| 10 |
121-170 |
119-270 |
1-220 |
1.4% |
0-181 |
0.5% |
87% |
False |
False |
9,682 |
| 20 |
121-170 |
118-020 |
3-150 |
2.9% |
0-155 |
0.4% |
94% |
False |
False |
5,570 |
| 40 |
121-170 |
116-020 |
5-150 |
4.5% |
0-133 |
0.3% |
96% |
False |
False |
2,933 |
| 60 |
121-170 |
116-020 |
5-150 |
4.5% |
0-099 |
0.3% |
96% |
False |
False |
1,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-310 |
|
2.618 |
122-114 |
|
1.618 |
121-314 |
|
1.000 |
121-240 |
|
0.618 |
121-194 |
|
HIGH |
121-120 |
|
0.618 |
121-074 |
|
0.500 |
121-060 |
|
0.382 |
121-046 |
|
LOW |
121-000 |
|
0.618 |
120-246 |
|
1.000 |
120-200 |
|
1.618 |
120-126 |
|
2.618 |
120-006 |
|
4.250 |
119-130 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-087 |
121-072 |
| PP |
121-073 |
121-043 |
| S1 |
121-060 |
121-015 |
|