ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
124-270 |
125-270 |
1-000 |
0.8% |
122-240 |
| High |
125-290 |
126-060 |
0-090 |
0.2% |
124-180 |
| Low |
124-270 |
125-190 |
0-240 |
0.6% |
122-170 |
| Close |
125-240 |
125-270 |
0-030 |
0.1% |
124-120 |
| Range |
1-020 |
0-190 |
-0-150 |
-44.1% |
2-010 |
| ATR |
0-224 |
0-222 |
-0-002 |
-1.1% |
0-000 |
| Volume |
2,270 |
4,118 |
1,848 |
81.4% |
5,691 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-210 |
127-110 |
126-054 |
|
| R3 |
127-020 |
126-240 |
126-002 |
|
| R2 |
126-150 |
126-150 |
125-305 |
|
| R1 |
126-050 |
126-050 |
125-287 |
126-045 |
| PP |
125-280 |
125-280 |
125-280 |
125-278 |
| S1 |
125-180 |
125-180 |
125-253 |
125-175 |
| S2 |
125-090 |
125-090 |
125-235 |
|
| S3 |
124-220 |
124-310 |
125-218 |
|
| S4 |
124-030 |
124-120 |
125-166 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-293 |
129-057 |
125-158 |
|
| R3 |
127-283 |
127-047 |
124-299 |
|
| R2 |
125-273 |
125-273 |
124-239 |
|
| R1 |
125-037 |
125-037 |
124-180 |
125-155 |
| PP |
123-263 |
123-263 |
123-263 |
124-002 |
| S1 |
123-027 |
123-027 |
124-060 |
123-145 |
| S2 |
121-253 |
121-253 |
124-001 |
|
| S3 |
119-243 |
121-017 |
123-261 |
|
| S4 |
117-233 |
119-007 |
123-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-060 |
122-300 |
3-080 |
2.6% |
0-282 |
0.7% |
89% |
True |
False |
2,301 |
| 10 |
126-060 |
122-130 |
3-250 |
3.0% |
0-231 |
0.6% |
91% |
True |
False |
1,571 |
| 20 |
126-060 |
120-250 |
5-130 |
4.3% |
0-220 |
0.5% |
94% |
True |
False |
1,292 |
| 40 |
126-060 |
120-120 |
5-260 |
4.6% |
0-164 |
0.4% |
94% |
True |
False |
1,037 |
| 60 |
126-060 |
119-190 |
6-190 |
5.2% |
0-114 |
0.3% |
95% |
True |
False |
692 |
| 80 |
126-060 |
115-300 |
10-080 |
8.1% |
0-086 |
0.2% |
97% |
True |
False |
519 |
| 100 |
126-060 |
115-280 |
10-100 |
8.2% |
0-068 |
0.2% |
97% |
True |
False |
416 |
| 120 |
126-060 |
114-220 |
11-160 |
9.1% |
0-057 |
0.1% |
97% |
True |
False |
347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-228 |
|
2.618 |
127-237 |
|
1.618 |
127-047 |
|
1.000 |
126-250 |
|
0.618 |
126-177 |
|
HIGH |
126-060 |
|
0.618 |
125-307 |
|
0.500 |
125-285 |
|
0.382 |
125-263 |
|
LOW |
125-190 |
|
0.618 |
125-073 |
|
1.000 |
125-000 |
|
1.618 |
124-203 |
|
2.618 |
124-013 |
|
4.250 |
123-022 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-285 |
125-190 |
| PP |
125-280 |
125-110 |
| S1 |
125-275 |
125-030 |
|