ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-170 |
120-310 |
-0-180 |
-0.5% |
120-240 |
| High |
121-240 |
121-070 |
-0-170 |
-0.4% |
121-170 |
| Low |
120-310 |
120-180 |
-0-130 |
-0.3% |
120-090 |
| Close |
121-030 |
121-060 |
0-030 |
0.1% |
121-020 |
| Range |
0-250 |
0-210 |
-0-040 |
-16.0% |
1-080 |
| ATR |
0-180 |
0-182 |
0-002 |
1.2% |
0-000 |
| Volume |
30,707 |
42,610 |
11,903 |
38.8% |
53,684 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-307 |
122-233 |
121-176 |
|
| R3 |
122-097 |
122-023 |
121-118 |
|
| R2 |
121-207 |
121-207 |
121-098 |
|
| R1 |
121-133 |
121-133 |
121-079 |
121-170 |
| PP |
120-317 |
120-317 |
120-317 |
121-015 |
| S1 |
120-243 |
120-243 |
121-041 |
120-280 |
| S2 |
120-107 |
120-107 |
121-022 |
|
| S3 |
119-217 |
120-033 |
121-002 |
|
| S4 |
119-007 |
119-143 |
120-264 |
|
|
| 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 |
120-180 |
1-060 |
1.0% |
0-212 |
0.5% |
53% |
False |
True |
27,016 |
| 10 |
121-240 |
120-040 |
1-200 |
1.3% |
0-210 |
0.5% |
65% |
False |
False |
17,861 |
| 20 |
121-240 |
118-090 |
3-150 |
2.9% |
0-168 |
0.4% |
84% |
False |
False |
9,986 |
| 40 |
121-240 |
116-020 |
5-220 |
4.7% |
0-142 |
0.4% |
90% |
False |
False |
5,194 |
| 60 |
121-240 |
116-020 |
5-220 |
4.7% |
0-108 |
0.3% |
90% |
False |
False |
3,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-002 |
|
2.618 |
122-300 |
|
1.618 |
122-090 |
|
1.000 |
121-280 |
|
0.618 |
121-200 |
|
HIGH |
121-070 |
|
0.618 |
120-310 |
|
0.500 |
120-285 |
|
0.382 |
120-260 |
|
LOW |
120-180 |
|
0.618 |
120-050 |
|
1.000 |
119-290 |
|
1.618 |
119-160 |
|
2.618 |
118-270 |
|
4.250 |
117-248 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-028 |
121-057 |
| PP |
120-317 |
121-053 |
| S1 |
120-285 |
121-050 |
|