ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-065 |
118-250 |
-0-135 |
-0.4% |
119-040 |
| High |
119-150 |
119-010 |
-0-140 |
-0.4% |
119-150 |
| Low |
118-245 |
118-090 |
-0-155 |
-0.4% |
118-090 |
| Close |
119-010 |
118-310 |
-0-020 |
-0.1% |
118-310 |
| Range |
0-225 |
0-240 |
0-015 |
6.7% |
1-060 |
| ATR |
0-246 |
0-245 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,283,835 |
1,189,760 |
-94,075 |
-7.3% |
5,171,605 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-003 |
120-237 |
119-122 |
|
| R3 |
120-083 |
119-317 |
119-056 |
|
| R2 |
119-163 |
119-163 |
119-034 |
|
| R1 |
119-077 |
119-077 |
119-012 |
119-120 |
| PP |
118-243 |
118-243 |
118-243 |
118-265 |
| S1 |
118-157 |
118-157 |
118-288 |
118-200 |
| S2 |
118-003 |
118-003 |
118-266 |
|
| S3 |
117-083 |
117-237 |
118-244 |
|
| S4 |
116-163 |
116-317 |
118-178 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-150 |
121-290 |
119-199 |
|
| R3 |
121-090 |
120-230 |
119-094 |
|
| R2 |
120-030 |
120-030 |
119-060 |
|
| R1 |
119-170 |
119-170 |
119-025 |
119-070 |
| PP |
118-290 |
118-290 |
118-290 |
118-240 |
| S1 |
118-110 |
118-110 |
118-275 |
118-010 |
| S2 |
117-230 |
117-230 |
118-240 |
|
| S3 |
116-170 |
117-050 |
118-206 |
|
| S4 |
115-110 |
115-310 |
118-101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-150 |
118-090 |
1-060 |
1.0% |
0-203 |
0.5% |
58% |
False |
True |
1,034,321 |
| 10 |
120-235 |
118-090 |
2-145 |
2.1% |
0-211 |
0.6% |
28% |
False |
True |
1,046,315 |
| 20 |
121-265 |
118-050 |
3-215 |
3.1% |
0-262 |
0.7% |
22% |
False |
False |
1,174,415 |
| 40 |
121-265 |
116-040 |
5-225 |
4.8% |
0-250 |
0.7% |
50% |
False |
False |
796,487 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-234 |
0.6% |
50% |
False |
False |
531,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-070 |
|
2.618 |
120-318 |
|
1.618 |
120-078 |
|
1.000 |
119-250 |
|
0.618 |
119-158 |
|
HIGH |
119-010 |
|
0.618 |
118-238 |
|
0.500 |
118-210 |
|
0.382 |
118-182 |
|
LOW |
118-090 |
|
0.618 |
117-262 |
|
1.000 |
117-170 |
|
1.618 |
117-022 |
|
2.618 |
116-102 |
|
4.250 |
115-030 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-277 |
118-300 |
| PP |
118-243 |
118-290 |
| S1 |
118-210 |
118-280 |
|