ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
126-270 |
128-105 |
1-155 |
1.2% |
125-145 |
| High |
128-125 |
128-235 |
0-110 |
0.3% |
128-235 |
| Low |
126-205 |
126-245 |
0-040 |
0.1% |
125-095 |
| Close |
128-000 |
127-015 |
-0-305 |
-0.7% |
127-015 |
| Range |
1-240 |
1-310 |
0-070 |
12.5% |
3-140 |
| ATR |
0-287 |
0-312 |
0-024 |
8.5% |
0-000 |
| Volume |
2,007,174 |
2,110,090 |
102,916 |
5.1% |
8,686,467 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-135 |
132-065 |
128-042 |
|
| R3 |
131-145 |
130-075 |
127-188 |
|
| R2 |
129-155 |
129-155 |
127-130 |
|
| R1 |
128-085 |
128-085 |
127-073 |
127-285 |
| PP |
127-165 |
127-165 |
127-165 |
127-105 |
| S1 |
126-095 |
126-095 |
126-277 |
125-295 |
| S2 |
125-175 |
125-175 |
126-220 |
|
| S3 |
123-185 |
124-105 |
126-162 |
|
| S4 |
121-195 |
122-115 |
125-308 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-108 |
135-202 |
128-300 |
|
| R3 |
133-288 |
132-062 |
127-318 |
|
| R2 |
130-148 |
130-148 |
127-217 |
|
| R1 |
128-242 |
128-242 |
127-116 |
129-195 |
| PP |
127-008 |
127-008 |
127-008 |
127-145 |
| S1 |
125-102 |
125-102 |
126-234 |
126-055 |
| S2 |
123-188 |
123-188 |
126-133 |
|
| S3 |
120-048 |
121-282 |
126-032 |
|
| S4 |
116-228 |
118-142 |
125-050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-235 |
125-095 |
3-140 |
2.7% |
1-100 |
1.0% |
51% |
True |
False |
1,737,293 |
| 10 |
128-235 |
123-250 |
4-305 |
3.9% |
1-029 |
0.9% |
66% |
True |
False |
1,464,991 |
| 20 |
128-235 |
123-195 |
5-040 |
4.0% |
0-288 |
0.7% |
67% |
True |
False |
1,351,625 |
| 40 |
128-235 |
121-225 |
7-010 |
5.5% |
0-283 |
0.7% |
76% |
True |
False |
1,341,594 |
| 60 |
128-235 |
120-180 |
8-055 |
6.4% |
0-257 |
0.6% |
79% |
True |
False |
1,113,850 |
| 80 |
128-235 |
117-060 |
11-175 |
9.1% |
0-230 |
0.6% |
85% |
True |
False |
836,132 |
| 100 |
128-235 |
116-020 |
12-215 |
10.0% |
0-201 |
0.5% |
87% |
True |
False |
668,937 |
| 120 |
128-235 |
115-300 |
12-255 |
10.1% |
0-173 |
0.4% |
87% |
True |
False |
557,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-032 |
|
2.618 |
133-284 |
|
1.618 |
131-294 |
|
1.000 |
130-225 |
|
0.618 |
129-304 |
|
HIGH |
128-235 |
|
0.618 |
127-314 |
|
0.500 |
127-240 |
|
0.382 |
127-166 |
|
LOW |
126-245 |
|
0.618 |
125-176 |
|
1.000 |
124-255 |
|
1.618 |
123-186 |
|
2.618 |
121-196 |
|
4.250 |
118-128 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-240 |
127-220 |
| PP |
127-165 |
127-152 |
| S1 |
127-090 |
127-083 |
|