ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
130-175 |
130-160 |
-0-015 |
0.0% |
131-005 |
| High |
130-235 |
130-305 |
0-070 |
0.2% |
131-040 |
| Low |
130-055 |
130-050 |
-0-005 |
0.0% |
129-020 |
| Close |
130-150 |
130-240 |
0-090 |
0.2% |
129-180 |
| Range |
0-180 |
0-255 |
0-075 |
41.7% |
2-020 |
| ATR |
0-278 |
0-276 |
-0-002 |
-0.6% |
0-000 |
| Volume |
833,006 |
1,088,344 |
255,338 |
30.7% |
5,448,923 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-003 |
132-217 |
131-060 |
|
| R3 |
132-068 |
131-282 |
130-310 |
|
| R2 |
131-133 |
131-133 |
130-287 |
|
| R1 |
131-027 |
131-027 |
130-263 |
131-080 |
| PP |
130-198 |
130-198 |
130-198 |
130-225 |
| S1 |
130-092 |
130-092 |
130-217 |
130-145 |
| S2 |
129-263 |
129-263 |
130-193 |
|
| S3 |
129-008 |
129-157 |
130-170 |
|
| S4 |
128-073 |
128-222 |
130-100 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-033 |
134-287 |
130-223 |
|
| R3 |
134-013 |
132-267 |
130-042 |
|
| R2 |
131-313 |
131-313 |
129-301 |
|
| R1 |
130-247 |
130-247 |
129-240 |
130-110 |
| PP |
129-293 |
129-293 |
129-293 |
129-225 |
| S1 |
128-227 |
128-227 |
129-120 |
128-090 |
| S2 |
127-273 |
127-273 |
129-059 |
|
| S3 |
125-253 |
126-207 |
128-318 |
|
| S4 |
123-233 |
124-187 |
128-137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-305 |
129-020 |
1-285 |
1.4% |
0-255 |
0.6% |
89% |
True |
False |
997,614 |
| 10 |
131-040 |
129-020 |
2-020 |
1.6% |
0-240 |
0.6% |
82% |
False |
False |
1,023,770 |
| 20 |
131-040 |
128-120 |
2-240 |
2.1% |
0-269 |
0.6% |
86% |
False |
False |
949,168 |
| 40 |
131-040 |
122-200 |
8-160 |
6.5% |
0-316 |
0.8% |
96% |
False |
False |
480,240 |
| 60 |
131-040 |
120-120 |
10-240 |
8.2% |
0-278 |
0.7% |
97% |
False |
False |
320,483 |
| 80 |
131-040 |
120-120 |
10-240 |
8.2% |
0-224 |
0.5% |
97% |
False |
False |
240,489 |
| 100 |
131-040 |
118-250 |
12-110 |
9.4% |
0-179 |
0.4% |
97% |
False |
False |
192,392 |
| 120 |
131-040 |
115-280 |
15-080 |
11.7% |
0-149 |
0.4% |
98% |
False |
False |
160,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-109 |
|
2.618 |
133-013 |
|
1.618 |
132-078 |
|
1.000 |
131-240 |
|
0.618 |
131-143 |
|
HIGH |
130-305 |
|
0.618 |
130-208 |
|
0.500 |
130-178 |
|
0.382 |
130-147 |
|
LOW |
130-050 |
|
0.618 |
129-212 |
|
1.000 |
129-115 |
|
1.618 |
128-277 |
|
2.618 |
128-022 |
|
4.250 |
126-246 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130-219 |
130-202 |
| PP |
130-198 |
130-165 |
| S1 |
130-178 |
130-128 |
|