ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-245 |
118-115 |
-0-130 |
-0.3% |
119-040 |
| High |
118-275 |
118-225 |
-0-050 |
-0.1% |
119-150 |
| Low |
118-095 |
118-040 |
-0-055 |
-0.1% |
118-090 |
| Close |
118-120 |
118-150 |
0-030 |
0.1% |
118-310 |
| Range |
0-180 |
0-185 |
0-005 |
2.8% |
1-060 |
| ATR |
0-236 |
0-233 |
-0-004 |
-1.6% |
0-000 |
| Volume |
1,029,773 |
1,265,802 |
236,029 |
22.9% |
5,171,605 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-053 |
119-287 |
118-252 |
|
| R3 |
119-188 |
119-102 |
118-201 |
|
| R2 |
119-003 |
119-003 |
118-184 |
|
| R1 |
118-237 |
118-237 |
118-167 |
118-280 |
| PP |
118-138 |
118-138 |
118-138 |
118-160 |
| S1 |
118-052 |
118-052 |
118-133 |
118-095 |
| S2 |
117-273 |
117-273 |
118-116 |
|
| S3 |
117-088 |
117-187 |
118-099 |
|
| S4 |
116-223 |
117-002 |
118-048 |
|
|
| 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 |
119-145 |
118-040 |
1-105 |
1.1% |
0-206 |
0.5% |
26% |
False |
True |
1,078,962 |
| 10 |
119-235 |
118-040 |
1-195 |
1.4% |
0-202 |
0.5% |
21% |
False |
True |
1,043,106 |
| 20 |
121-265 |
118-040 |
3-225 |
3.1% |
0-252 |
0.7% |
9% |
False |
True |
1,159,609 |
| 40 |
121-265 |
116-140 |
5-125 |
4.6% |
0-240 |
0.6% |
38% |
False |
False |
900,708 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-236 |
0.6% |
41% |
False |
False |
601,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-051 |
|
2.618 |
120-069 |
|
1.618 |
119-204 |
|
1.000 |
119-090 |
|
0.618 |
119-019 |
|
HIGH |
118-225 |
|
0.618 |
118-154 |
|
0.500 |
118-132 |
|
0.382 |
118-111 |
|
LOW |
118-040 |
|
0.618 |
117-246 |
|
1.000 |
117-175 |
|
1.618 |
117-061 |
|
2.618 |
116-196 |
|
4.250 |
115-214 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-144 |
118-245 |
| PP |
118-138 |
118-213 |
| S1 |
118-132 |
118-182 |
|