ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
122-060 |
121-120 |
-0-260 |
-0.7% |
122-110 |
| High |
122-060 |
121-150 |
-0-230 |
-0.6% |
122-120 |
| Low |
122-060 |
121-060 |
-1-000 |
-0.8% |
121-210 |
| Close |
122-020 |
121-070 |
-0-270 |
-0.7% |
122-070 |
| Range |
0-000 |
0-090 |
0-090 |
|
0-230 |
| ATR |
0-106 |
0-118 |
0-012 |
11.8% |
0-000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
37 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-043 |
121-307 |
121-120 |
|
| R3 |
121-273 |
121-217 |
121-095 |
|
| R2 |
121-183 |
121-183 |
121-086 |
|
| R1 |
121-127 |
121-127 |
121-078 |
121-110 |
| PP |
121-093 |
121-093 |
121-093 |
121-085 |
| S1 |
121-037 |
121-037 |
121-062 |
121-020 |
| S2 |
121-003 |
121-003 |
121-054 |
|
| S3 |
120-233 |
120-267 |
121-045 |
|
| S4 |
120-143 |
120-177 |
121-020 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-077 |
123-303 |
122-196 |
|
| R3 |
123-167 |
123-073 |
122-133 |
|
| R2 |
122-257 |
122-257 |
122-112 |
|
| R1 |
122-163 |
122-163 |
122-091 |
122-095 |
| PP |
122-027 |
122-027 |
122-027 |
121-312 |
| S1 |
121-253 |
121-253 |
122-049 |
121-185 |
| S2 |
121-117 |
121-117 |
122-028 |
|
| S3 |
120-207 |
121-023 |
122-007 |
|
| S4 |
119-297 |
120-113 |
121-264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-120 |
121-060 |
1-060 |
1.0% |
0-018 |
0.0% |
3% |
False |
True |
7 |
| 10 |
122-170 |
121-060 |
1-110 |
1.1% |
0-024 |
0.1% |
2% |
False |
True |
5 |
| 20 |
122-170 |
120-030 |
2-140 |
2.0% |
0-018 |
0.0% |
46% |
False |
False |
3 |
| 40 |
122-170 |
117-130 |
5-040 |
4.2% |
0-009 |
0.0% |
74% |
False |
False |
2 |
| 60 |
122-170 |
115-280 |
6-210 |
5.5% |
0-006 |
0.0% |
80% |
False |
False |
2 |
| 80 |
122-170 |
115-130 |
7-040 |
5.9% |
0-004 |
0.0% |
82% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-212 |
|
2.618 |
122-066 |
|
1.618 |
121-296 |
|
1.000 |
121-240 |
|
0.618 |
121-206 |
|
HIGH |
121-150 |
|
0.618 |
121-116 |
|
0.500 |
121-105 |
|
0.382 |
121-094 |
|
LOW |
121-060 |
|
0.618 |
121-004 |
|
1.000 |
120-290 |
|
1.618 |
120-234 |
|
2.618 |
120-144 |
|
4.250 |
119-318 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-105 |
121-225 |
| PP |
121-093 |
121-173 |
| S1 |
121-082 |
121-122 |
|