ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
128-105 |
127-065 |
-1-040 |
-0.9% |
125-145 |
| High |
128-235 |
128-265 |
0-030 |
0.1% |
128-235 |
| Low |
126-245 |
126-310 |
0-065 |
0.2% |
125-095 |
| Close |
127-015 |
128-185 |
1-170 |
1.2% |
127-015 |
| Range |
1-310 |
1-275 |
-0-035 |
-5.6% |
3-140 |
| ATR |
0-312 |
1-012 |
0-020 |
6.5% |
0-000 |
| Volume |
2,110,090 |
1,780,416 |
-329,674 |
-15.6% |
8,686,467 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-225 |
133-000 |
129-192 |
|
| R3 |
131-270 |
131-045 |
129-029 |
|
| R2 |
129-315 |
129-315 |
128-294 |
|
| R1 |
129-090 |
129-090 |
128-240 |
129-202 |
| PP |
128-040 |
128-040 |
128-040 |
128-096 |
| S1 |
127-135 |
127-135 |
128-130 |
127-248 |
| S2 |
126-085 |
126-085 |
128-076 |
|
| S3 |
124-130 |
125-180 |
128-021 |
|
| S4 |
122-175 |
123-225 |
127-178 |
|
|
| 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 |
128-265 |
126-005 |
2-260 |
2.2% |
1-147 |
1.1% |
91% |
True |
False |
1,826,922 |
| 10 |
128-265 |
123-250 |
5-015 |
3.9% |
1-064 |
0.9% |
95% |
True |
False |
1,527,764 |
| 20 |
128-265 |
123-220 |
5-045 |
4.0% |
0-302 |
0.7% |
95% |
True |
False |
1,376,364 |
| 40 |
128-265 |
121-225 |
7-040 |
5.5% |
0-293 |
0.7% |
96% |
True |
False |
1,359,794 |
| 60 |
128-265 |
120-180 |
8-085 |
6.4% |
0-263 |
0.6% |
97% |
True |
False |
1,143,356 |
| 80 |
128-265 |
117-200 |
11-065 |
8.7% |
0-235 |
0.6% |
98% |
True |
False |
858,369 |
| 100 |
128-265 |
116-020 |
12-245 |
9.9% |
0-207 |
0.5% |
98% |
True |
False |
686,741 |
| 120 |
128-265 |
115-300 |
12-285 |
10.0% |
0-178 |
0.4% |
98% |
True |
False |
572,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-234 |
|
2.618 |
133-223 |
|
1.618 |
131-268 |
|
1.000 |
130-220 |
|
0.618 |
129-313 |
|
HIGH |
128-265 |
|
0.618 |
128-038 |
|
0.500 |
127-288 |
|
0.382 |
127-217 |
|
LOW |
126-310 |
|
0.618 |
125-262 |
|
1.000 |
125-035 |
|
1.618 |
123-307 |
|
2.618 |
122-032 |
|
4.250 |
119-021 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-112 |
128-095 |
| PP |
128-040 |
128-005 |
| S1 |
127-288 |
127-235 |
|