ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-015 |
119-255 |
0-240 |
0.6% |
118-075 |
| High |
119-295 |
120-080 |
0-105 |
0.3% |
119-295 |
| Low |
119-015 |
119-165 |
0-150 |
0.4% |
118-020 |
| Close |
119-260 |
120-060 |
0-120 |
0.3% |
119-260 |
| Range |
0-280 |
0-235 |
-0-045 |
-16.1% |
1-275 |
| ATR |
0-234 |
0-234 |
0-000 |
0.0% |
0-000 |
| Volume |
1,063,081 |
1,404,372 |
341,291 |
32.1% |
5,427,928 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-060 |
121-295 |
120-189 |
|
| R3 |
121-145 |
121-060 |
120-125 |
|
| R2 |
120-230 |
120-230 |
120-103 |
|
| R1 |
120-145 |
120-145 |
120-082 |
120-188 |
| PP |
119-315 |
119-315 |
119-315 |
120-016 |
| S1 |
119-230 |
119-230 |
120-038 |
119-272 |
| S2 |
119-080 |
119-080 |
120-017 |
|
| S3 |
118-165 |
118-315 |
119-315 |
|
| S4 |
117-250 |
118-080 |
119-251 |
|
|
| 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 |
120-080 |
118-080 |
2-000 |
1.7% |
0-258 |
0.7% |
97% |
True |
False |
1,225,215 |
| 10 |
120-080 |
117-295 |
2-105 |
1.9% |
0-224 |
0.6% |
97% |
True |
False |
1,113,668 |
| 20 |
120-145 |
117-295 |
2-170 |
2.1% |
0-212 |
0.6% |
90% |
False |
False |
1,066,610 |
| 40 |
121-265 |
117-180 |
4-085 |
3.5% |
0-246 |
0.6% |
62% |
False |
False |
1,089,828 |
| 60 |
121-265 |
116-040 |
5-225 |
4.7% |
0-240 |
0.6% |
71% |
False |
False |
730,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-119 |
|
2.618 |
122-055 |
|
1.618 |
121-140 |
|
1.000 |
120-315 |
|
0.618 |
120-225 |
|
HIGH |
120-080 |
|
0.618 |
119-310 |
|
0.500 |
119-282 |
|
0.382 |
119-255 |
|
LOW |
119-165 |
|
0.618 |
119-020 |
|
1.000 |
118-250 |
|
1.618 |
118-105 |
|
2.618 |
117-190 |
|
4.250 |
116-126 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-028 |
120-002 |
| PP |
119-315 |
119-265 |
| S1 |
119-282 |
119-208 |
|