ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
121-180 |
121-290 |
0-110 |
0.3% |
121-060 |
| High |
121-180 |
122-120 |
0-260 |
0.7% |
121-150 |
| Low |
121-060 |
121-290 |
0-230 |
0.6% |
120-030 |
| Close |
121-200 |
122-100 |
0-220 |
0.6% |
121-150 |
| Range |
0-120 |
0-150 |
0-030 |
25.0% |
1-120 |
| ATR |
0-095 |
0-105 |
0-010 |
10.9% |
0-000 |
| Volume |
1 |
11 |
10 |
1,000.0% |
11 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-193 |
123-137 |
122-182 |
|
| R3 |
123-043 |
122-307 |
122-141 |
|
| R2 |
122-213 |
122-213 |
122-128 |
|
| R1 |
122-157 |
122-157 |
122-114 |
122-185 |
| PP |
122-063 |
122-063 |
122-063 |
122-078 |
| S1 |
122-007 |
122-007 |
122-086 |
122-035 |
| S2 |
121-233 |
121-233 |
122-072 |
|
| S3 |
121-083 |
121-177 |
122-059 |
|
| S4 |
120-253 |
121-027 |
122-018 |
|
|
| 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 |
122-120 |
120-030 |
2-090 |
1.9% |
0-054 |
0.1% |
97% |
True |
False |
3 |
| 10 |
122-120 |
120-030 |
2-090 |
1.9% |
0-027 |
0.1% |
97% |
True |
False |
2 |
| 20 |
122-120 |
119-030 |
3-090 |
2.7% |
0-014 |
0.0% |
98% |
True |
False |
1 |
| 40 |
122-120 |
115-280 |
6-160 |
5.3% |
0-007 |
0.0% |
99% |
True |
False |
1 |
| 60 |
122-120 |
115-280 |
6-160 |
5.3% |
0-004 |
0.0% |
99% |
True |
False |
1 |
| 80 |
122-120 |
114-050 |
8-070 |
6.7% |
0-003 |
0.0% |
99% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-118 |
|
2.618 |
123-193 |
|
1.618 |
123-043 |
|
1.000 |
122-270 |
|
0.618 |
122-213 |
|
HIGH |
122-120 |
|
0.618 |
122-063 |
|
0.500 |
122-045 |
|
0.382 |
122-027 |
|
LOW |
121-290 |
|
0.618 |
121-197 |
|
1.000 |
121-140 |
|
1.618 |
121-047 |
|
2.618 |
120-217 |
|
4.250 |
119-292 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-082 |
122-043 |
| PP |
122-063 |
121-307 |
| S1 |
122-045 |
121-250 |
|