ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
127-280 |
128-100 |
0-140 |
0.3% |
124-010 |
| High |
129-290 |
129-160 |
-0-130 |
-0.3% |
127-110 |
| Low |
126-250 |
127-280 |
1-030 |
0.9% |
124-000 |
| Close |
128-230 |
129-010 |
0-100 |
0.2% |
125-280 |
| Range |
3-040 |
1-200 |
-1-160 |
-48.0% |
3-110 |
| ATR |
1-020 |
1-033 |
0-013 |
3.8% |
0-000 |
| Volume |
7,989 |
6,941 |
-1,048 |
-13.1% |
22,439 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-217 |
132-313 |
129-296 |
|
| R3 |
132-017 |
131-113 |
129-153 |
|
| R2 |
130-137 |
130-137 |
129-105 |
|
| R1 |
129-233 |
129-233 |
129-058 |
130-025 |
| PP |
128-257 |
128-257 |
128-257 |
128-312 |
| S1 |
128-033 |
128-033 |
128-282 |
128-145 |
| S2 |
127-057 |
127-057 |
128-235 |
|
| S3 |
125-177 |
126-153 |
128-187 |
|
| S4 |
123-297 |
124-273 |
128-044 |
|
|
| 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% |
1-318 |
1.5% |
80% |
False |
False |
6,695 |
| 10 |
129-290 |
122-300 |
6-310 |
5.4% |
1-140 |
1.1% |
87% |
False |
False |
4,498 |
| 20 |
129-290 |
122-130 |
7-160 |
5.8% |
0-312 |
0.8% |
88% |
False |
False |
2,643 |
| 40 |
129-290 |
120-120 |
9-170 |
7.4% |
0-242 |
0.6% |
91% |
False |
False |
1,873 |
| 60 |
129-290 |
120-030 |
9-260 |
7.6% |
0-167 |
0.4% |
91% |
False |
False |
1,250 |
| 80 |
129-290 |
117-130 |
12-160 |
9.7% |
0-125 |
0.3% |
93% |
False |
False |
938 |
| 100 |
129-290 |
115-280 |
14-010 |
10.9% |
0-100 |
0.2% |
94% |
False |
False |
750 |
| 120 |
129-290 |
115-130 |
14-160 |
11.2% |
0-084 |
0.2% |
94% |
False |
False |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-130 |
|
2.618 |
133-241 |
|
1.618 |
132-041 |
|
1.000 |
131-040 |
|
0.618 |
130-161 |
|
HIGH |
129-160 |
|
0.618 |
128-281 |
|
0.500 |
128-220 |
|
0.382 |
128-159 |
|
LOW |
127-280 |
|
0.618 |
126-279 |
|
1.000 |
126-080 |
|
1.618 |
125-079 |
|
2.618 |
123-199 |
|
4.250 |
120-310 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-293 |
128-207 |
| PP |
128-257 |
128-083 |
| S1 |
128-220 |
127-280 |
|