ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-130 |
122-165 |
0-035 |
0.1% |
121-160 |
| High |
122-190 |
122-225 |
0-035 |
0.1% |
122-190 |
| Low |
122-050 |
122-045 |
-0-005 |
0.0% |
121-120 |
| Close |
122-150 |
122-195 |
0-045 |
0.1% |
122-150 |
| Range |
0-140 |
0-180 |
0-040 |
28.6% |
1-070 |
| ATR |
0-176 |
0-177 |
0-000 |
0.1% |
0-000 |
| Volume |
1,096,645 |
719,374 |
-377,271 |
-34.4% |
2,578,465 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-055 |
123-305 |
122-294 |
|
| R3 |
123-195 |
123-125 |
122-244 |
|
| R2 |
123-015 |
123-015 |
122-228 |
|
| R1 |
122-265 |
122-265 |
122-212 |
122-300 |
| PP |
122-155 |
122-155 |
122-155 |
122-172 |
| S1 |
122-085 |
122-085 |
122-178 |
122-120 |
| S2 |
121-295 |
121-295 |
122-162 |
|
| S3 |
121-115 |
121-225 |
122-146 |
|
| S4 |
120-255 |
121-045 |
122-096 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-257 |
125-113 |
123-044 |
|
| R3 |
124-187 |
124-043 |
122-257 |
|
| R2 |
123-117 |
123-117 |
122-222 |
|
| R1 |
122-293 |
122-293 |
122-186 |
123-045 |
| PP |
122-047 |
122-047 |
122-047 |
122-082 |
| S1 |
121-223 |
121-223 |
122-114 |
121-295 |
| S2 |
120-297 |
120-297 |
122-078 |
|
| S3 |
119-227 |
120-153 |
122-043 |
|
| S4 |
118-157 |
119-083 |
121-256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-225 |
121-120 |
1-105 |
1.1% |
0-172 |
0.4% |
93% |
True |
False |
645,488 |
| 10 |
122-225 |
120-180 |
2-045 |
1.7% |
0-179 |
0.5% |
96% |
True |
False |
345,169 |
| 20 |
122-225 |
119-270 |
2-275 |
2.3% |
0-180 |
0.5% |
97% |
True |
False |
177,426 |
| 40 |
122-225 |
116-020 |
6-205 |
5.4% |
0-160 |
0.4% |
99% |
True |
False |
89,222 |
| 60 |
122-225 |
116-020 |
6-205 |
5.4% |
0-121 |
0.3% |
99% |
True |
False |
59,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-030 |
|
2.618 |
124-056 |
|
1.618 |
123-196 |
|
1.000 |
123-085 |
|
0.618 |
123-016 |
|
HIGH |
122-225 |
|
0.618 |
122-156 |
|
0.500 |
122-135 |
|
0.382 |
122-114 |
|
LOW |
122-045 |
|
0.618 |
121-254 |
|
1.000 |
121-185 |
|
1.618 |
121-074 |
|
2.618 |
120-214 |
|
4.250 |
119-240 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-175 |
122-142 |
| PP |
122-155 |
122-090 |
| S1 |
122-135 |
122-038 |
|