ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-140 |
121-060 |
0-240 |
0.6% |
120-100 |
| High |
120-140 |
121-060 |
0-240 |
0.6% |
120-170 |
| Low |
120-140 |
121-060 |
0-240 |
0.6% |
120-030 |
| Close |
120-140 |
120-200 |
0-060 |
0.2% |
120-140 |
| Range |
|
|
|
|
|
| ATR |
0-085 |
0-096 |
0-011 |
13.0% |
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-000 |
120-260 |
120-200 |
|
| R3 |
121-000 |
120-260 |
120-200 |
|
| R2 |
121-000 |
121-000 |
120-200 |
|
| R1 |
120-260 |
120-260 |
120-200 |
120-290 |
| PP |
121-000 |
121-000 |
121-000 |
121-015 |
| S1 |
120-260 |
120-260 |
120-200 |
120-290 |
| S2 |
121-000 |
121-000 |
120-200 |
|
| S3 |
121-000 |
120-260 |
120-200 |
|
| S4 |
121-000 |
120-260 |
120-200 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-213 |
121-157 |
120-217 |
|
| R3 |
121-073 |
121-017 |
120-178 |
|
| R2 |
120-253 |
120-253 |
120-166 |
|
| R1 |
120-197 |
120-197 |
120-153 |
120-225 |
| PP |
120-113 |
120-113 |
120-113 |
120-128 |
| S1 |
120-057 |
120-057 |
120-127 |
120-085 |
| S2 |
119-293 |
119-293 |
120-114 |
|
| S3 |
119-153 |
119-237 |
120-102 |
|
| S4 |
119-013 |
119-097 |
120-063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-060 |
120-030 |
1-030 |
0.9% |
0-000 |
0.0% |
49% |
True |
False |
1 |
| 10 |
121-060 |
119-190 |
1-190 |
1.3% |
0-000 |
0.0% |
65% |
True |
False |
1 |
| 20 |
121-060 |
117-300 |
3-080 |
2.7% |
0-000 |
0.0% |
83% |
True |
False |
1 |
| 40 |
121-060 |
115-280 |
5-100 |
4.4% |
0-000 |
0.0% |
89% |
True |
False |
1 |
| 60 |
121-060 |
115-210 |
5-170 |
4.6% |
0-000 |
0.0% |
90% |
True |
False |
1 |
| 80 |
121-060 |
114-050 |
7-010 |
5.8% |
0-000 |
0.0% |
92% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-060 |
|
2.618 |
121-060 |
|
1.618 |
121-060 |
|
1.000 |
121-060 |
|
0.618 |
121-060 |
|
HIGH |
121-060 |
|
0.618 |
121-060 |
|
0.500 |
121-060 |
|
0.382 |
121-060 |
|
LOW |
121-060 |
|
0.618 |
121-060 |
|
1.000 |
121-060 |
|
1.618 |
121-060 |
|
2.618 |
121-060 |
|
4.250 |
121-060 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-060 |
120-220 |
| PP |
121-000 |
120-213 |
| S1 |
120-260 |
120-207 |
|