ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
125-290 |
127-280 |
1-310 |
1.6% |
124-010 |
| High |
127-220 |
129-290 |
2-070 |
1.7% |
127-110 |
| Low |
125-270 |
126-250 |
0-300 |
0.7% |
124-000 |
| Close |
127-150 |
128-230 |
1-080 |
1.0% |
125-280 |
| Range |
1-270 |
3-040 |
1-090 |
69.5% |
3-110 |
| ATR |
0-289 |
1-020 |
0-051 |
17.6% |
0-000 |
| Volume |
4,756 |
7,989 |
3,233 |
68.0% |
22,439 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-270 |
136-130 |
130-140 |
|
| R3 |
134-230 |
133-090 |
129-185 |
|
| R2 |
131-190 |
131-190 |
129-093 |
|
| R1 |
130-050 |
130-050 |
129-002 |
130-280 |
| PP |
128-150 |
128-150 |
128-150 |
128-265 |
| S1 |
127-010 |
127-010 |
128-138 |
127-240 |
| S2 |
125-110 |
125-110 |
128-047 |
|
| S3 |
122-070 |
123-290 |
127-275 |
|
| S4 |
119-030 |
120-250 |
127-000 |
|
|
| 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 |
129-290 |
125-170 |
4-120 |
3.4% |
1-252 |
1.4% |
73% |
True |
False |
6,130 |
| 10 |
129-290 |
122-200 |
7-090 |
5.7% |
1-108 |
1.0% |
84% |
True |
False |
3,852 |
| 20 |
129-290 |
122-130 |
7-160 |
5.8% |
0-296 |
0.7% |
84% |
True |
False |
2,369 |
| 40 |
129-290 |
120-120 |
9-170 |
7.4% |
0-231 |
0.6% |
88% |
True |
False |
1,700 |
| 60 |
129-290 |
120-030 |
9-260 |
7.6% |
0-158 |
0.4% |
88% |
True |
False |
1,134 |
| 80 |
129-290 |
117-100 |
12-190 |
9.8% |
0-119 |
0.3% |
91% |
True |
False |
851 |
| 100 |
129-290 |
115-280 |
14-010 |
10.9% |
0-095 |
0.2% |
92% |
True |
False |
681 |
| 120 |
129-290 |
115-120 |
14-170 |
11.3% |
0-079 |
0.2% |
92% |
True |
False |
568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-060 |
|
2.618 |
138-028 |
|
1.618 |
134-308 |
|
1.000 |
133-010 |
|
0.618 |
131-268 |
|
HIGH |
129-290 |
|
0.618 |
128-228 |
|
0.500 |
128-110 |
|
0.382 |
127-312 |
|
LOW |
126-250 |
|
0.618 |
124-272 |
|
1.000 |
123-210 |
|
1.618 |
121-232 |
|
2.618 |
118-192 |
|
4.250 |
113-160 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-190 |
128-130 |
| PP |
128-150 |
128-030 |
| S1 |
128-110 |
127-250 |
|