ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
125-220 |
127-070 |
1-170 |
1.2% |
124-010 |
| High |
127-070 |
127-110 |
0-040 |
0.1% |
127-110 |
| Low |
125-170 |
125-210 |
0-040 |
0.1% |
124-000 |
| Close |
126-270 |
125-280 |
-0-310 |
-0.8% |
125-280 |
| Range |
1-220 |
1-220 |
0-000 |
0.0% |
3-110 |
| ATR |
0-245 |
0-266 |
0-021 |
8.6% |
0-000 |
| Volume |
5,567 |
8,223 |
2,656 |
47.7% |
22,439 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-113 |
130-097 |
126-257 |
|
| R3 |
129-213 |
128-197 |
126-108 |
|
| R2 |
127-313 |
127-313 |
126-059 |
|
| R1 |
126-297 |
126-297 |
126-010 |
126-195 |
| PP |
126-093 |
126-093 |
126-093 |
126-042 |
| S1 |
125-077 |
125-077 |
125-230 |
124-295 |
| S2 |
124-193 |
124-193 |
125-181 |
|
| S3 |
122-293 |
123-177 |
125-132 |
|
| S4 |
121-073 |
121-277 |
124-303 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-247 |
134-053 |
127-228 |
|
| R3 |
132-137 |
130-263 |
126-254 |
|
| R2 |
129-027 |
129-027 |
126-156 |
|
| R1 |
127-153 |
127-153 |
126-058 |
128-090 |
| PP |
125-237 |
125-237 |
125-237 |
126-045 |
| S1 |
124-043 |
124-043 |
125-182 |
124-300 |
| S2 |
122-127 |
122-127 |
125-084 |
|
| S3 |
119-017 |
120-253 |
124-306 |
|
| S4 |
115-227 |
117-143 |
124-012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-110 |
124-000 |
3-110 |
2.7% |
1-072 |
1.0% |
56% |
True |
False |
4,487 |
| 10 |
127-110 |
122-170 |
4-260 |
3.8% |
0-303 |
0.8% |
69% |
True |
False |
2,813 |
| 20 |
127-110 |
122-050 |
5-060 |
4.1% |
0-245 |
0.6% |
72% |
True |
False |
1,811 |
| 40 |
127-110 |
120-120 |
6-310 |
5.5% |
0-191 |
0.5% |
79% |
True |
False |
1,381 |
| 60 |
127-110 |
119-230 |
7-200 |
6.1% |
0-132 |
0.3% |
81% |
True |
False |
922 |
| 80 |
127-110 |
116-220 |
10-210 |
8.5% |
0-099 |
0.2% |
86% |
True |
False |
692 |
| 100 |
127-110 |
115-280 |
11-150 |
9.1% |
0-079 |
0.2% |
87% |
True |
False |
554 |
| 120 |
127-110 |
114-300 |
12-130 |
9.9% |
0-066 |
0.2% |
88% |
True |
False |
462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-165 |
|
2.618 |
131-244 |
|
1.618 |
130-024 |
|
1.000 |
129-010 |
|
0.618 |
128-124 |
|
HIGH |
127-110 |
|
0.618 |
126-224 |
|
0.500 |
126-160 |
|
0.382 |
126-096 |
|
LOW |
125-210 |
|
0.618 |
124-196 |
|
1.000 |
123-310 |
|
1.618 |
122-296 |
|
2.618 |
121-076 |
|
4.250 |
118-155 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-160 |
126-140 |
| PP |
126-093 |
126-080 |
| S1 |
126-027 |
126-020 |
|