ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
119-015 |
-0-095 |
-0.2% |
118-075 |
| High |
119-245 |
119-295 |
0-050 |
0.1% |
119-295 |
| Low |
119-020 |
119-015 |
-0-005 |
0.0% |
118-020 |
| Close |
119-065 |
119-260 |
0-195 |
0.5% |
119-260 |
| Range |
0-225 |
0-280 |
0-055 |
24.4% |
1-275 |
| ATR |
0-230 |
0-234 |
0-004 |
1.5% |
0-000 |
| Volume |
1,329,066 |
1,063,081 |
-265,985 |
-20.0% |
5,427,928 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-070 |
121-285 |
120-094 |
|
| R3 |
121-110 |
121-005 |
120-017 |
|
| R2 |
120-150 |
120-150 |
119-311 |
|
| R1 |
120-045 |
120-045 |
119-286 |
120-098 |
| PP |
119-190 |
119-190 |
119-190 |
119-216 |
| S1 |
119-085 |
119-085 |
119-234 |
119-138 |
| S2 |
118-230 |
118-230 |
119-209 |
|
| S3 |
117-270 |
118-125 |
119-183 |
|
| S4 |
116-310 |
117-165 |
119-106 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-270 |
124-060 |
120-267 |
|
| R3 |
122-315 |
122-105 |
120-104 |
|
| R2 |
121-040 |
121-040 |
120-049 |
|
| R1 |
120-150 |
120-150 |
119-315 |
120-255 |
| PP |
119-085 |
119-085 |
119-085 |
119-138 |
| S1 |
118-195 |
118-195 |
119-205 |
118-300 |
| S2 |
117-130 |
117-130 |
119-151 |
|
| S3 |
115-175 |
116-240 |
119-096 |
|
| S4 |
113-220 |
114-285 |
118-253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-295 |
118-020 |
1-275 |
1.6% |
0-243 |
0.6% |
94% |
True |
False |
1,085,585 |
| 10 |
119-295 |
117-295 |
2-000 |
1.7% |
0-218 |
0.6% |
95% |
True |
False |
1,053,277 |
| 20 |
120-235 |
117-295 |
2-260 |
2.3% |
0-215 |
0.6% |
67% |
False |
False |
1,049,796 |
| 40 |
121-265 |
117-060 |
4-205 |
3.9% |
0-244 |
0.6% |
57% |
False |
False |
1,055,778 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-238 |
0.6% |
65% |
False |
False |
707,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-205 |
|
2.618 |
122-068 |
|
1.618 |
121-108 |
|
1.000 |
120-255 |
|
0.618 |
120-148 |
|
HIGH |
119-295 |
|
0.618 |
119-188 |
|
0.500 |
119-155 |
|
0.382 |
119-122 |
|
LOW |
119-015 |
|
0.618 |
118-162 |
|
1.000 |
118-055 |
|
1.618 |
117-202 |
|
2.618 |
116-242 |
|
4.250 |
115-105 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-225 |
119-209 |
| PP |
119-190 |
119-158 |
| S1 |
119-155 |
119-108 |
|