ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
130-010 |
130-095 |
0-085 |
0.2% |
127-065 |
| High |
130-135 |
131-205 |
1-070 |
0.9% |
131-010 |
| Low |
129-250 |
130-075 |
0-145 |
0.3% |
126-310 |
| Close |
130-115 |
130-250 |
0-135 |
0.3% |
129-280 |
| Range |
0-205 |
1-130 |
0-245 |
119.5% |
4-020 |
| ATR |
1-035 |
1-042 |
0-007 |
1.9% |
0-000 |
| Volume |
937,990 |
1,570,161 |
632,171 |
67.4% |
8,859,523 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-033 |
134-112 |
131-178 |
|
| R3 |
133-223 |
132-302 |
131-054 |
|
| R2 |
132-093 |
132-093 |
131-012 |
|
| R1 |
131-172 |
131-172 |
130-291 |
131-292 |
| PP |
130-283 |
130-283 |
130-283 |
131-024 |
| S1 |
130-042 |
130-042 |
130-209 |
130-162 |
| S2 |
129-153 |
129-153 |
130-168 |
|
| S3 |
128-023 |
128-232 |
130-126 |
|
| S4 |
126-213 |
127-102 |
130-002 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-153 |
139-237 |
132-035 |
|
| R3 |
137-133 |
135-217 |
130-318 |
|
| R2 |
133-113 |
133-113 |
130-198 |
|
| R1 |
131-197 |
131-197 |
130-079 |
132-155 |
| PP |
129-093 |
129-093 |
129-093 |
129-232 |
| S1 |
127-177 |
127-177 |
129-161 |
128-135 |
| S2 |
125-073 |
125-073 |
129-042 |
|
| S3 |
121-053 |
123-157 |
128-242 |
|
| S4 |
117-033 |
119-137 |
127-205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-205 |
129-020 |
2-185 |
2.0% |
0-286 |
0.7% |
67% |
True |
False |
1,105,803 |
| 10 |
131-205 |
126-245 |
4-280 |
3.7% |
1-142 |
1.1% |
82% |
True |
False |
1,535,778 |
| 20 |
131-205 |
123-250 |
7-275 |
6.0% |
1-061 |
0.9% |
89% |
True |
False |
1,438,059 |
| 40 |
131-205 |
121-225 |
9-300 |
7.6% |
1-009 |
0.8% |
91% |
True |
False |
1,386,254 |
| 60 |
131-205 |
121-170 |
10-035 |
7.7% |
0-295 |
0.7% |
91% |
True |
False |
1,325,497 |
| 80 |
131-205 |
118-280 |
12-245 |
9.8% |
0-263 |
0.6% |
93% |
True |
False |
1,001,621 |
| 100 |
131-205 |
116-020 |
15-185 |
11.9% |
0-237 |
0.6% |
94% |
True |
False |
801,413 |
| 120 |
131-205 |
116-020 |
15-185 |
11.9% |
0-205 |
0.5% |
94% |
True |
False |
667,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-198 |
|
2.618 |
135-103 |
|
1.618 |
133-293 |
|
1.000 |
133-015 |
|
0.618 |
132-163 |
|
HIGH |
131-205 |
|
0.618 |
131-033 |
|
0.500 |
130-300 |
|
0.382 |
130-247 |
|
LOW |
130-075 |
|
0.618 |
129-117 |
|
1.000 |
128-265 |
|
1.618 |
127-307 |
|
2.618 |
126-177 |
|
4.250 |
124-082 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130-300 |
130-220 |
| PP |
130-283 |
130-190 |
| S1 |
130-267 |
130-160 |
|