ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
120-250 |
120-230 |
-0-020 |
-0.1% |
123-150 |
| High |
120-310 |
121-080 |
0-090 |
0.2% |
123-190 |
| Low |
120-120 |
120-200 |
0-080 |
0.2% |
120-120 |
| Close |
120-150 |
121-050 |
0-220 |
0.6% |
120-150 |
| Range |
0-190 |
0-200 |
0-010 |
5.3% |
3-070 |
| ATR |
0-165 |
0-171 |
0-006 |
3.7% |
0-000 |
| Volume |
2,757 |
1,347 |
-1,410 |
-51.1% |
2,934 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-283 |
122-207 |
121-160 |
|
| R3 |
122-083 |
122-007 |
121-105 |
|
| R2 |
121-203 |
121-203 |
121-087 |
|
| R1 |
121-127 |
121-127 |
121-068 |
121-165 |
| PP |
121-003 |
121-003 |
121-003 |
121-022 |
| S1 |
120-247 |
120-247 |
121-032 |
120-285 |
| S2 |
120-123 |
120-123 |
121-013 |
|
| S3 |
119-243 |
120-047 |
120-315 |
|
| S4 |
119-043 |
119-167 |
120-260 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-043 |
129-007 |
122-076 |
|
| R3 |
127-293 |
125-257 |
121-113 |
|
| R2 |
124-223 |
124-223 |
121-019 |
|
| R1 |
122-187 |
122-187 |
120-244 |
122-010 |
| PP |
121-153 |
121-153 |
121-153 |
121-065 |
| S1 |
119-117 |
119-117 |
120-056 |
118-260 |
| S2 |
118-083 |
118-083 |
119-281 |
|
| S3 |
115-013 |
116-047 |
119-187 |
|
| S4 |
111-263 |
112-297 |
118-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-300 |
120-120 |
2-180 |
2.1% |
0-218 |
0.6% |
30% |
False |
False |
832 |
| 10 |
123-190 |
120-120 |
3-070 |
2.7% |
0-163 |
0.4% |
24% |
False |
False |
1,370 |
| 20 |
123-190 |
120-120 |
3-070 |
2.7% |
0-100 |
0.3% |
24% |
False |
False |
715 |
| 40 |
123-190 |
119-190 |
4-000 |
3.3% |
0-057 |
0.1% |
39% |
False |
False |
358 |
| 60 |
123-190 |
115-280 |
7-230 |
6.4% |
0-038 |
0.1% |
68% |
False |
False |
239 |
| 80 |
123-190 |
115-280 |
7-230 |
6.4% |
0-028 |
0.1% |
68% |
False |
False |
180 |
| 100 |
123-190 |
114-080 |
9-110 |
7.7% |
0-023 |
0.1% |
74% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-290 |
|
2.618 |
122-284 |
|
1.618 |
122-084 |
|
1.000 |
121-280 |
|
0.618 |
121-204 |
|
HIGH |
121-080 |
|
0.618 |
121-004 |
|
0.500 |
120-300 |
|
0.382 |
120-276 |
|
LOW |
120-200 |
|
0.618 |
120-076 |
|
1.000 |
120-000 |
|
1.618 |
119-196 |
|
2.618 |
118-316 |
|
4.250 |
117-310 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-027 |
121-023 |
| PP |
121-003 |
120-317 |
| S1 |
120-300 |
120-290 |
|