ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-160 |
121-210 |
0-050 |
0.1% |
121-100 |
| High |
122-000 |
121-260 |
-0-060 |
-0.2% |
121-240 |
| Low |
121-160 |
121-120 |
-0-040 |
-0.1% |
120-180 |
| Close |
121-200 |
121-230 |
0-030 |
0.1% |
121-140 |
| Range |
0-160 |
0-140 |
-0-020 |
-12.5% |
1-060 |
| ATR |
0-178 |
0-175 |
-0-003 |
-1.5% |
0-000 |
| Volume |
70,395 |
269,982 |
199,587 |
283.5% |
182,317 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-303 |
122-247 |
121-307 |
|
| R3 |
122-163 |
122-107 |
121-268 |
|
| R2 |
122-023 |
122-023 |
121-256 |
|
| R1 |
121-287 |
121-287 |
121-243 |
121-315 |
| PP |
121-203 |
121-203 |
121-203 |
121-218 |
| S1 |
121-147 |
121-147 |
121-217 |
121-175 |
| S2 |
121-063 |
121-063 |
121-204 |
|
| S3 |
120-243 |
121-007 |
121-192 |
|
| S4 |
120-103 |
120-187 |
121-153 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-260 |
124-100 |
122-029 |
|
| R3 |
123-200 |
123-040 |
121-244 |
|
| R2 |
122-140 |
122-140 |
121-210 |
|
| R1 |
121-300 |
121-300 |
121-175 |
122-060 |
| PP |
121-080 |
121-080 |
121-080 |
121-120 |
| S1 |
120-240 |
120-240 |
121-105 |
121-000 |
| S2 |
120-020 |
120-020 |
121-070 |
|
| S3 |
118-280 |
119-180 |
121-036 |
|
| S4 |
117-220 |
118-120 |
120-251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-000 |
120-180 |
1-140 |
1.2% |
0-176 |
0.5% |
80% |
False |
False |
95,414 |
| 10 |
122-000 |
120-090 |
1-230 |
1.4% |
0-192 |
0.5% |
84% |
False |
False |
56,225 |
| 20 |
122-000 |
118-280 |
3-040 |
2.6% |
0-168 |
0.4% |
91% |
False |
False |
29,992 |
| 40 |
122-000 |
116-020 |
5-300 |
4.9% |
0-150 |
0.4% |
95% |
False |
False |
15,287 |
| 60 |
122-000 |
116-020 |
5-300 |
4.9% |
0-114 |
0.3% |
95% |
False |
False |
10,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-215 |
|
2.618 |
122-307 |
|
1.618 |
122-167 |
|
1.000 |
122-080 |
|
0.618 |
122-027 |
|
HIGH |
121-260 |
|
0.618 |
121-207 |
|
0.500 |
121-190 |
|
0.382 |
121-173 |
|
LOW |
121-120 |
|
0.618 |
121-033 |
|
1.000 |
120-300 |
|
1.618 |
120-213 |
|
2.618 |
120-073 |
|
4.250 |
119-165 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-217 |
121-213 |
| PP |
121-203 |
121-197 |
| S1 |
121-190 |
121-180 |
|