ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
129-280 |
129-310 |
0-030 |
0.1% |
128-210 |
| High |
130-080 |
130-020 |
-0-060 |
-0.1% |
130-220 |
| Low |
129-130 |
129-110 |
-0-020 |
0.0% |
128-110 |
| Close |
129-280 |
129-210 |
-0-070 |
-0.2% |
129-280 |
| Range |
0-270 |
0-230 |
-0-040 |
-14.8% |
2-110 |
| ATR |
1-006 |
0-319 |
-0-007 |
-2.1% |
0-000 |
| Volume |
33,589 |
42,173 |
8,584 |
25.6% |
79,898 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-270 |
131-150 |
130-016 |
|
| R3 |
131-040 |
130-240 |
129-273 |
|
| R2 |
130-130 |
130-130 |
129-252 |
|
| R1 |
130-010 |
130-010 |
129-231 |
129-275 |
| PP |
129-220 |
129-220 |
129-220 |
129-192 |
| S1 |
129-100 |
129-100 |
129-189 |
129-045 |
| S2 |
128-310 |
128-310 |
129-168 |
|
| S3 |
128-080 |
128-190 |
129-147 |
|
| S4 |
127-170 |
127-280 |
129-084 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-213 |
135-197 |
131-052 |
|
| R3 |
134-103 |
133-087 |
130-166 |
|
| R2 |
131-313 |
131-313 |
130-098 |
|
| R1 |
130-297 |
130-297 |
130-029 |
131-145 |
| PP |
129-203 |
129-203 |
129-203 |
129-288 |
| S1 |
128-187 |
128-187 |
129-211 |
129-035 |
| S2 |
127-093 |
127-093 |
129-142 |
|
| S3 |
124-303 |
126-077 |
129-074 |
|
| S4 |
122-193 |
123-287 |
128-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-220 |
128-110 |
2-110 |
1.8% |
0-282 |
0.7% |
56% |
False |
False |
22,996 |
| 10 |
130-220 |
126-250 |
3-290 |
3.0% |
1-055 |
0.9% |
74% |
False |
False |
15,273 |
| 20 |
130-220 |
122-170 |
8-050 |
6.3% |
1-041 |
0.9% |
87% |
False |
False |
9,264 |
| 40 |
130-220 |
120-120 |
10-100 |
8.0% |
0-280 |
0.7% |
90% |
False |
False |
5,069 |
| 60 |
130-220 |
120-120 |
10-100 |
8.0% |
0-204 |
0.5% |
90% |
False |
False |
3,547 |
| 80 |
130-220 |
118-220 |
12-000 |
9.3% |
0-153 |
0.4% |
91% |
False |
False |
2,660 |
| 100 |
130-220 |
115-280 |
14-260 |
11.4% |
0-123 |
0.3% |
93% |
False |
False |
2,128 |
| 120 |
130-220 |
115-210 |
15-010 |
11.6% |
0-102 |
0.2% |
93% |
False |
False |
1,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-038 |
|
2.618 |
131-302 |
|
1.618 |
131-072 |
|
1.000 |
130-250 |
|
0.618 |
130-162 |
|
HIGH |
130-020 |
|
0.618 |
129-252 |
|
0.500 |
129-225 |
|
0.382 |
129-198 |
|
LOW |
129-110 |
|
0.618 |
128-288 |
|
1.000 |
128-200 |
|
1.618 |
128-058 |
|
2.618 |
127-148 |
|
4.250 |
126-092 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-225 |
130-000 |
| PP |
129-220 |
129-283 |
| S1 |
129-215 |
129-247 |
|