ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
129-010 |
129-100 |
0-090 |
0.2% |
125-290 |
| High |
129-140 |
130-220 |
1-080 |
1.0% |
129-290 |
| Low |
128-270 |
129-100 |
0-150 |
0.4% |
125-270 |
| Close |
129-130 |
129-270 |
0-140 |
0.3% |
128-270 |
| Range |
0-190 |
1-120 |
0-250 |
131.6% |
4-020 |
| ATR |
1-001 |
1-010 |
0-008 |
2.6% |
0-000 |
| Volume |
17,162 |
12,384 |
-4,778 |
-27.8% |
35,420 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-023 |
133-107 |
130-192 |
|
| R3 |
132-223 |
131-307 |
130-071 |
|
| R2 |
131-103 |
131-103 |
130-031 |
|
| R1 |
130-187 |
130-187 |
129-310 |
130-305 |
| PP |
129-303 |
129-303 |
129-303 |
130-042 |
| S1 |
129-067 |
129-067 |
129-230 |
129-185 |
| S2 |
128-183 |
128-183 |
129-189 |
|
| S3 |
127-063 |
127-267 |
129-149 |
|
| S4 |
125-263 |
126-147 |
129-028 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-123 |
138-217 |
131-025 |
|
| R3 |
136-103 |
134-197 |
129-308 |
|
| R2 |
132-083 |
132-083 |
129-188 |
|
| R1 |
130-177 |
130-177 |
129-069 |
131-130 |
| PP |
128-063 |
128-063 |
128-063 |
128-200 |
| S1 |
126-157 |
126-157 |
128-151 |
127-110 |
| S2 |
124-043 |
124-043 |
128-032 |
|
| S3 |
120-023 |
122-137 |
127-232 |
|
| S4 |
116-003 |
118-117 |
126-195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-220 |
128-060 |
2-160 |
1.9% |
0-262 |
0.6% |
66% |
True |
False |
11,109 |
| 10 |
130-220 |
125-210 |
5-010 |
3.9% |
1-118 |
1.1% |
83% |
True |
False |
8,995 |
| 20 |
130-220 |
122-170 |
8-050 |
6.3% |
1-028 |
0.8% |
90% |
True |
False |
5,522 |
| 40 |
130-220 |
120-120 |
10-100 |
7.9% |
0-273 |
0.7% |
92% |
True |
False |
3,410 |
| 60 |
130-220 |
120-030 |
10-190 |
8.2% |
0-196 |
0.5% |
92% |
True |
False |
2,284 |
| 80 |
130-220 |
117-300 |
12-240 |
9.8% |
0-147 |
0.4% |
93% |
True |
False |
1,713 |
| 100 |
130-220 |
115-280 |
14-260 |
11.4% |
0-118 |
0.3% |
94% |
True |
False |
1,371 |
| 120 |
130-220 |
115-210 |
15-010 |
11.6% |
0-098 |
0.2% |
94% |
True |
False |
1,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-170 |
|
2.618 |
134-092 |
|
1.618 |
132-292 |
|
1.000 |
132-020 |
|
0.618 |
131-172 |
|
HIGH |
130-220 |
|
0.618 |
130-052 |
|
0.500 |
130-000 |
|
0.382 |
129-268 |
|
LOW |
129-100 |
|
0.618 |
128-148 |
|
1.000 |
127-300 |
|
1.618 |
127-028 |
|
2.618 |
125-228 |
|
4.250 |
123-150 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130-000 |
129-235 |
| PP |
129-303 |
129-200 |
| S1 |
129-287 |
129-165 |
|