ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
128-100 |
129-050 |
0-270 |
0.7% |
124-010 |
| High |
129-160 |
129-100 |
-0-060 |
-0.1% |
127-110 |
| Low |
127-280 |
128-000 |
0-040 |
0.1% |
124-000 |
| Close |
129-010 |
128-070 |
-0-260 |
-0.6% |
125-280 |
| Range |
1-200 |
1-100 |
-0-100 |
-19.2% |
3-110 |
| ATR |
1-033 |
1-037 |
0-005 |
1.4% |
0-000 |
| Volume |
6,941 |
6,495 |
-446 |
-6.4% |
22,439 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-143 |
131-207 |
128-301 |
|
| R3 |
131-043 |
130-107 |
128-186 |
|
| R2 |
129-263 |
129-263 |
128-147 |
|
| R1 |
129-007 |
129-007 |
128-108 |
128-245 |
| PP |
128-163 |
128-163 |
128-163 |
128-122 |
| S1 |
127-227 |
127-227 |
128-032 |
127-145 |
| S2 |
127-063 |
127-063 |
127-313 |
|
| S3 |
125-283 |
126-127 |
127-274 |
|
| S4 |
124-183 |
125-027 |
127-159 |
|
|
| 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 |
125-210 |
4-080 |
3.3% |
1-294 |
1.5% |
60% |
False |
False |
6,880 |
| 10 |
129-290 |
123-070 |
6-220 |
5.2% |
1-172 |
1.2% |
75% |
False |
False |
5,034 |
| 20 |
129-290 |
122-130 |
7-160 |
5.8% |
1-006 |
0.8% |
78% |
False |
False |
2,923 |
| 40 |
129-290 |
120-120 |
9-170 |
7.4% |
0-252 |
0.6% |
82% |
False |
False |
2,035 |
| 60 |
129-290 |
120-030 |
9-260 |
7.7% |
0-174 |
0.4% |
83% |
False |
False |
1,358 |
| 80 |
129-290 |
117-130 |
12-160 |
9.7% |
0-131 |
0.3% |
87% |
False |
False |
1,019 |
| 100 |
129-290 |
115-280 |
14-010 |
10.9% |
0-104 |
0.3% |
88% |
False |
False |
815 |
| 120 |
129-290 |
115-210 |
14-080 |
11.1% |
0-087 |
0.2% |
88% |
False |
False |
680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-285 |
|
2.618 |
132-240 |
|
1.618 |
131-140 |
|
1.000 |
130-200 |
|
0.618 |
130-040 |
|
HIGH |
129-100 |
|
0.618 |
128-260 |
|
0.500 |
128-210 |
|
0.382 |
128-160 |
|
LOW |
128-000 |
|
0.618 |
127-060 |
|
1.000 |
126-220 |
|
1.618 |
125-280 |
|
2.618 |
124-180 |
|
4.250 |
122-135 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-210 |
128-110 |
| PP |
128-163 |
128-097 |
| S1 |
128-117 |
128-083 |
|