ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
125-270 |
125-220 |
-0-050 |
-0.1% |
122-240 |
| High |
126-060 |
127-070 |
1-010 |
0.8% |
124-180 |
| Low |
125-190 |
125-170 |
-0-020 |
0.0% |
122-170 |
| Close |
125-270 |
126-270 |
1-000 |
0.8% |
124-120 |
| Range |
0-190 |
1-220 |
1-030 |
184.2% |
2-010 |
| ATR |
0-222 |
0-245 |
0-023 |
10.2% |
0-000 |
| Volume |
4,118 |
5,567 |
1,449 |
35.2% |
5,691 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-190 |
130-290 |
127-247 |
|
| R3 |
129-290 |
129-070 |
127-098 |
|
| R2 |
128-070 |
128-070 |
127-049 |
|
| R1 |
127-170 |
127-170 |
127-000 |
127-280 |
| PP |
126-170 |
126-170 |
126-170 |
126-225 |
| S1 |
125-270 |
125-270 |
126-220 |
126-060 |
| S2 |
124-270 |
124-270 |
126-171 |
|
| S3 |
123-050 |
124-050 |
126-122 |
|
| S4 |
121-150 |
122-150 |
125-293 |
|
|
| 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 |
127-070 |
123-070 |
4-000 |
3.2% |
1-050 |
0.9% |
91% |
True |
False |
3,187 |
| 10 |
127-070 |
122-170 |
4-220 |
3.7% |
0-258 |
0.6% |
92% |
True |
False |
2,050 |
| 20 |
127-070 |
120-300 |
6-090 |
5.0% |
0-242 |
0.6% |
94% |
True |
False |
1,556 |
| 40 |
127-070 |
120-120 |
6-270 |
5.4% |
0-178 |
0.4% |
95% |
True |
False |
1,176 |
| 60 |
127-070 |
119-230 |
7-160 |
5.9% |
0-123 |
0.3% |
95% |
True |
False |
785 |
| 80 |
127-070 |
116-180 |
10-210 |
8.4% |
0-092 |
0.2% |
96% |
True |
False |
589 |
| 100 |
127-070 |
115-280 |
11-110 |
8.9% |
0-074 |
0.2% |
97% |
True |
False |
471 |
| 120 |
127-070 |
114-280 |
12-110 |
9.7% |
0-062 |
0.2% |
97% |
True |
False |
393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-125 |
|
2.618 |
131-204 |
|
1.618 |
129-304 |
|
1.000 |
128-290 |
|
0.618 |
128-084 |
|
HIGH |
127-070 |
|
0.618 |
126-184 |
|
0.500 |
126-120 |
|
0.382 |
126-056 |
|
LOW |
125-170 |
|
0.618 |
124-156 |
|
1.000 |
123-270 |
|
1.618 |
122-256 |
|
2.618 |
121-036 |
|
4.250 |
118-115 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-220 |
126-183 |
| PP |
126-170 |
126-097 |
| S1 |
126-120 |
126-010 |
|