ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
127-025 |
126-270 |
-0-075 |
-0.2% |
124-040 |
| High |
127-115 |
128-125 |
1-010 |
0.8% |
125-300 |
| Low |
126-240 |
126-205 |
-0-035 |
-0.1% |
123-250 |
| Close |
127-015 |
128-000 |
0-305 |
0.8% |
125-220 |
| Range |
0-195 |
1-240 |
1-045 |
187.2% |
2-050 |
| ATR |
0-266 |
0-287 |
0-021 |
7.9% |
0-000 |
| Volume |
1,737,563 |
2,007,174 |
269,611 |
15.5% |
5,963,451 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-297 |
132-068 |
128-308 |
|
| R3 |
131-057 |
130-148 |
128-154 |
|
| R2 |
129-137 |
129-137 |
128-103 |
|
| R1 |
128-228 |
128-228 |
128-051 |
129-022 |
| PP |
127-217 |
127-217 |
127-217 |
127-274 |
| S1 |
126-308 |
126-308 |
127-269 |
127-102 |
| S2 |
125-297 |
125-297 |
127-217 |
|
| S3 |
124-057 |
125-068 |
127-166 |
|
| S4 |
122-137 |
123-148 |
127-012 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-193 |
130-257 |
126-280 |
|
| R3 |
129-143 |
128-207 |
126-090 |
|
| R2 |
127-093 |
127-093 |
126-026 |
|
| R1 |
126-157 |
126-157 |
125-283 |
126-285 |
| PP |
125-043 |
125-043 |
125-043 |
125-108 |
| S1 |
124-107 |
124-107 |
125-157 |
124-235 |
| S2 |
122-313 |
122-313 |
125-094 |
|
| S3 |
120-263 |
122-057 |
125-030 |
|
| S4 |
118-213 |
120-007 |
124-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-125 |
124-120 |
4-005 |
3.1% |
1-074 |
1.0% |
90% |
True |
False |
1,605,549 |
| 10 |
128-125 |
123-250 |
4-195 |
3.6% |
0-300 |
0.7% |
92% |
True |
False |
1,340,339 |
| 20 |
128-125 |
122-065 |
6-060 |
4.8% |
0-284 |
0.7% |
94% |
True |
False |
1,330,454 |
| 40 |
128-125 |
121-225 |
6-220 |
5.2% |
0-274 |
0.7% |
94% |
True |
False |
1,328,791 |
| 60 |
128-125 |
120-090 |
8-035 |
6.3% |
0-250 |
0.6% |
95% |
True |
False |
1,078,905 |
| 80 |
128-125 |
116-270 |
11-175 |
9.0% |
0-225 |
0.5% |
97% |
True |
False |
809,758 |
| 100 |
128-125 |
116-020 |
12-105 |
9.6% |
0-195 |
0.5% |
97% |
True |
False |
647,836 |
| 120 |
128-125 |
115-280 |
12-165 |
9.8% |
0-167 |
0.4% |
97% |
True |
False |
539,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-265 |
|
2.618 |
132-311 |
|
1.618 |
131-071 |
|
1.000 |
130-045 |
|
0.618 |
129-151 |
|
HIGH |
128-125 |
|
0.618 |
127-231 |
|
0.500 |
127-165 |
|
0.382 |
127-099 |
|
LOW |
126-205 |
|
0.618 |
125-179 |
|
1.000 |
124-285 |
|
1.618 |
123-259 |
|
2.618 |
122-019 |
|
4.250 |
119-065 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-268 |
127-235 |
| PP |
127-217 |
127-150 |
| S1 |
127-165 |
127-065 |
|