ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
129-310 |
129-210 |
-0-100 |
-0.2% |
128-210 |
| High |
130-020 |
129-300 |
-0-040 |
-0.1% |
130-220 |
| Low |
129-110 |
129-050 |
-0-060 |
-0.1% |
128-110 |
| Close |
129-210 |
129-130 |
-0-080 |
-0.2% |
129-280 |
| Range |
0-230 |
0-250 |
0-020 |
8.7% |
2-110 |
| ATR |
0-319 |
0-314 |
-0-005 |
-1.5% |
0-000 |
| Volume |
42,173 |
42,976 |
803 |
1.9% |
79,898 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-270 |
131-130 |
129-268 |
|
| R3 |
131-020 |
130-200 |
129-199 |
|
| R2 |
130-090 |
130-090 |
129-176 |
|
| R1 |
129-270 |
129-270 |
129-153 |
129-215 |
| PP |
129-160 |
129-160 |
129-160 |
129-132 |
| S1 |
129-020 |
129-020 |
129-107 |
128-285 |
| S2 |
128-230 |
128-230 |
129-084 |
|
| S3 |
127-300 |
128-090 |
129-061 |
|
| S4 |
127-050 |
127-160 |
128-312 |
|
|
| 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 |
128-270 |
1-270 |
1.4% |
0-276 |
0.7% |
31% |
False |
False |
29,656 |
| 10 |
130-220 |
127-280 |
2-260 |
2.2% |
0-300 |
0.7% |
54% |
False |
False |
18,772 |
| 20 |
130-220 |
122-200 |
8-020 |
6.2% |
1-044 |
0.9% |
84% |
False |
False |
11,312 |
| 40 |
130-220 |
120-120 |
10-100 |
8.0% |
0-283 |
0.7% |
88% |
False |
False |
6,140 |
| 60 |
130-220 |
120-120 |
10-100 |
8.0% |
0-208 |
0.5% |
88% |
False |
False |
4,263 |
| 80 |
130-220 |
118-250 |
11-290 |
9.2% |
0-156 |
0.4% |
89% |
False |
False |
3,197 |
| 100 |
130-220 |
115-280 |
14-260 |
11.4% |
0-125 |
0.3% |
91% |
False |
False |
2,558 |
| 120 |
130-220 |
115-280 |
14-260 |
11.4% |
0-104 |
0.3% |
91% |
False |
False |
2,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-082 |
|
2.618 |
131-314 |
|
1.618 |
131-064 |
|
1.000 |
130-230 |
|
0.618 |
130-134 |
|
HIGH |
129-300 |
|
0.618 |
129-204 |
|
0.500 |
129-175 |
|
0.382 |
129-146 |
|
LOW |
129-050 |
|
0.618 |
128-216 |
|
1.000 |
128-120 |
|
1.618 |
127-286 |
|
2.618 |
127-036 |
|
4.250 |
125-268 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-175 |
129-225 |
| PP |
129-160 |
129-193 |
| S1 |
129-145 |
129-162 |
|