ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-200 |
121-150 |
0-270 |
0.7% |
121-060 |
| High |
120-200 |
121-150 |
0-270 |
0.7% |
121-150 |
| Low |
120-200 |
121-150 |
0-270 |
0.7% |
120-030 |
| Close |
121-130 |
121-150 |
0-020 |
0.1% |
121-150 |
| Range |
|
|
|
|
|
| ATR |
0-099 |
0-093 |
-0-006 |
-5.7% |
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-150 |
121-150 |
121-150 |
|
| R3 |
121-150 |
121-150 |
121-150 |
|
| R2 |
121-150 |
121-150 |
121-150 |
|
| R1 |
121-150 |
121-150 |
121-150 |
121-150 |
| PP |
121-150 |
121-150 |
121-150 |
121-150 |
| S1 |
121-150 |
121-150 |
121-150 |
121-150 |
| S2 |
121-150 |
121-150 |
121-150 |
|
| S3 |
121-150 |
121-150 |
121-150 |
|
| S4 |
121-150 |
121-150 |
121-150 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-043 |
124-217 |
122-072 |
|
| R3 |
123-243 |
123-097 |
121-271 |
|
| R2 |
122-123 |
122-123 |
121-231 |
|
| R1 |
121-297 |
121-297 |
121-190 |
122-050 |
| PP |
121-003 |
121-003 |
121-003 |
121-040 |
| S1 |
120-177 |
120-177 |
121-110 |
120-250 |
| S2 |
119-203 |
119-203 |
121-069 |
|
| S3 |
118-083 |
119-057 |
121-029 |
|
| S4 |
116-283 |
117-257 |
120-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-150 |
120-030 |
1-120 |
1.1% |
0-000 |
0.0% |
100% |
True |
False |
2 |
| 10 |
121-150 |
120-030 |
1-120 |
1.1% |
0-000 |
0.0% |
100% |
True |
False |
1 |
| 20 |
121-150 |
118-250 |
2-220 |
2.2% |
0-000 |
0.0% |
100% |
True |
False |
1 |
| 40 |
121-150 |
115-280 |
5-190 |
4.6% |
0-000 |
0.0% |
100% |
True |
False |
1 |
| 60 |
121-150 |
115-280 |
5-190 |
4.6% |
0-000 |
0.0% |
100% |
True |
False |
1 |
| 80 |
121-150 |
114-050 |
7-100 |
6.0% |
0-000 |
0.0% |
100% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-150 |
|
2.618 |
121-150 |
|
1.618 |
121-150 |
|
1.000 |
121-150 |
|
0.618 |
121-150 |
|
HIGH |
121-150 |
|
0.618 |
121-150 |
|
0.500 |
121-150 |
|
0.382 |
121-150 |
|
LOW |
121-150 |
|
0.618 |
121-150 |
|
1.000 |
121-150 |
|
1.618 |
121-150 |
|
2.618 |
121-150 |
|
4.250 |
121-150 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-150 |
121-077 |
| PP |
121-150 |
121-003 |
| S1 |
121-150 |
120-250 |
|