ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-100 |
121-140 |
0-040 |
0.1% |
120-240 |
| High |
121-120 |
121-240 |
0-120 |
0.3% |
121-170 |
| Low |
121-000 |
121-050 |
0-050 |
0.1% |
120-090 |
| Close |
121-100 |
121-170 |
0-070 |
0.2% |
121-020 |
| Range |
0-120 |
0-190 |
0-070 |
58.3% |
1-080 |
| ATR |
0-173 |
0-175 |
0-001 |
0.7% |
0-000 |
| Volume |
28,460 |
17,160 |
-11,300 |
-39.7% |
53,684 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-083 |
122-317 |
121-274 |
|
| R3 |
122-213 |
122-127 |
121-222 |
|
| R2 |
122-023 |
122-023 |
121-205 |
|
| R1 |
121-257 |
121-257 |
121-187 |
121-300 |
| PP |
121-153 |
121-153 |
121-153 |
121-175 |
| S1 |
121-067 |
121-067 |
121-153 |
121-110 |
| S2 |
120-283 |
120-283 |
121-135 |
|
| S3 |
120-093 |
120-197 |
121-118 |
|
| S4 |
119-223 |
120-007 |
121-066 |
|
|
| 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 |
121-240 |
120-090 |
1-150 |
1.2% |
0-208 |
0.5% |
85% |
True |
False |
17,037 |
| 10 |
121-240 |
119-270 |
1-290 |
1.6% |
0-193 |
0.5% |
89% |
True |
False |
11,156 |
| 20 |
121-240 |
118-090 |
3-150 |
2.9% |
0-154 |
0.4% |
94% |
True |
False |
6,407 |
| 40 |
121-240 |
116-020 |
5-220 |
4.7% |
0-136 |
0.3% |
96% |
True |
False |
3,362 |
| 60 |
121-240 |
116-020 |
5-220 |
4.7% |
0-102 |
0.3% |
96% |
True |
False |
2,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-088 |
|
2.618 |
123-097 |
|
1.618 |
122-227 |
|
1.000 |
122-110 |
|
0.618 |
122-037 |
|
HIGH |
121-240 |
|
0.618 |
121-167 |
|
0.500 |
121-145 |
|
0.382 |
121-123 |
|
LOW |
121-050 |
|
0.618 |
120-253 |
|
1.000 |
120-180 |
|
1.618 |
120-063 |
|
2.618 |
119-193 |
|
4.250 |
118-202 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-162 |
121-133 |
| PP |
121-153 |
121-097 |
| S1 |
121-145 |
121-060 |
|