ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
120-055 |
119-265 |
-0-110 |
-0.3% |
118-075 |
High |
120-060 |
120-075 |
0-015 |
0.0% |
119-295 |
Low |
119-255 |
119-240 |
-0-015 |
0.0% |
118-020 |
Close |
119-290 |
119-315 |
0-025 |
0.1% |
119-260 |
Range |
0-125 |
0-155 |
0-030 |
24.0% |
1-275 |
ATR |
0-223 |
0-218 |
-0-005 |
-2.2% |
0-000 |
Volume |
807,189 |
659,691 |
-147,498 |
-18.3% |
5,427,928 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-142 |
121-063 |
120-080 |
|
R3 |
120-307 |
120-228 |
120-038 |
|
R2 |
120-152 |
120-152 |
120-023 |
|
R1 |
120-073 |
120-073 |
120-009 |
120-112 |
PP |
119-317 |
119-317 |
119-317 |
120-016 |
S1 |
119-238 |
119-238 |
119-301 |
119-278 |
S2 |
119-162 |
119-162 |
119-287 |
|
S3 |
119-007 |
119-083 |
119-272 |
|
S4 |
118-172 |
118-248 |
119-230 |
|
|
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 |
120-115 |
119-015 |
1-100 |
1.1% |
0-191 |
0.5% |
71% |
False |
False |
965,454 |
10 |
120-115 |
117-295 |
2-140 |
2.0% |
0-207 |
0.5% |
85% |
False |
False |
1,009,190 |
20 |
120-115 |
117-295 |
2-140 |
2.0% |
0-205 |
0.5% |
85% |
False |
False |
1,026,148 |
40 |
121-265 |
117-180 |
4-085 |
3.6% |
0-238 |
0.6% |
57% |
False |
False |
1,124,971 |
60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-237 |
0.6% |
68% |
False |
False |
769,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-094 |
2.618 |
121-161 |
1.618 |
121-006 |
1.000 |
120-230 |
0.618 |
120-171 |
HIGH |
120-075 |
0.618 |
120-016 |
0.500 |
119-318 |
0.382 |
119-299 |
LOW |
119-240 |
0.618 |
119-144 |
1.000 |
119-085 |
1.618 |
118-309 |
2.618 |
118-154 |
4.250 |
117-221 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
119-318 |
120-018 |
PP |
119-317 |
120-010 |
S1 |
119-316 |
120-002 |
|