ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
119-030 |
0-260 |
0.7% |
119-000 |
| High |
119-095 |
119-135 |
0-040 |
0.1% |
119-145 |
| Low |
118-080 |
118-240 |
0-160 |
0.4% |
117-295 |
| Close |
119-030 |
119-125 |
0-095 |
0.2% |
118-120 |
| Range |
1-015 |
0-215 |
-0-120 |
-35.8% |
1-170 |
| ATR |
0-232 |
0-231 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,240,244 |
1,089,312 |
-150,932 |
-12.2% |
5,104,842 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-065 |
120-310 |
119-243 |
|
| R3 |
120-170 |
120-095 |
119-184 |
|
| R2 |
119-275 |
119-275 |
119-164 |
|
| R1 |
119-200 |
119-200 |
119-145 |
119-238 |
| PP |
119-060 |
119-060 |
119-060 |
119-079 |
| S1 |
118-305 |
118-305 |
119-105 |
119-022 |
| S2 |
118-165 |
118-165 |
119-086 |
|
| S3 |
117-270 |
118-090 |
119-066 |
|
| S4 |
117-055 |
117-195 |
119-007 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-057 |
122-098 |
119-070 |
|
| R3 |
121-207 |
120-248 |
118-255 |
|
| R2 |
120-037 |
120-037 |
118-210 |
|
| R1 |
119-078 |
119-078 |
118-165 |
118-292 |
| PP |
118-187 |
118-187 |
118-187 |
118-134 |
| S1 |
117-228 |
117-228 |
118-075 |
117-122 |
| S2 |
117-017 |
117-017 |
118-030 |
|
| S3 |
115-167 |
116-058 |
117-305 |
|
| S4 |
113-317 |
114-208 |
117-170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-135 |
117-295 |
1-160 |
1.3% |
0-215 |
0.6% |
98% |
True |
False |
1,040,274 |
| 10 |
119-150 |
117-295 |
1-175 |
1.3% |
0-214 |
0.6% |
95% |
False |
False |
1,061,421 |
| 20 |
121-250 |
117-295 |
3-275 |
3.2% |
0-222 |
0.6% |
38% |
False |
False |
1,053,450 |
| 40 |
121-265 |
116-280 |
4-305 |
4.1% |
0-242 |
0.6% |
51% |
False |
False |
997,667 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-238 |
0.6% |
57% |
False |
False |
667,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-089 |
|
2.618 |
121-058 |
|
1.618 |
120-163 |
|
1.000 |
120-030 |
|
0.618 |
119-268 |
|
HIGH |
119-135 |
|
0.618 |
119-053 |
|
0.500 |
119-028 |
|
0.382 |
119-002 |
|
LOW |
118-240 |
|
0.618 |
118-107 |
|
1.000 |
118-025 |
|
1.618 |
117-212 |
|
2.618 |
116-317 |
|
4.250 |
115-286 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-092 |
119-056 |
| PP |
119-060 |
118-307 |
| S1 |
119-028 |
118-238 |
|