ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-265 |
120-005 |
0-060 |
0.2% |
119-255 |
| High |
120-075 |
120-115 |
0-040 |
0.1% |
120-115 |
| Low |
119-240 |
119-300 |
0-060 |
0.2% |
119-165 |
| Close |
119-315 |
120-105 |
0-110 |
0.3% |
119-315 |
| Range |
0-155 |
0-135 |
-0-020 |
-12.9% |
0-270 |
| ATR |
0-218 |
0-212 |
-0-006 |
-2.7% |
0-000 |
| Volume |
659,691 |
680,740 |
21,049 |
3.2% |
3,764,191 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-152 |
121-103 |
120-179 |
|
| R3 |
121-017 |
120-288 |
120-142 |
|
| R2 |
120-202 |
120-202 |
120-130 |
|
| R1 |
120-153 |
120-153 |
120-117 |
120-178 |
| PP |
120-067 |
120-067 |
120-067 |
120-079 |
| S1 |
120-018 |
120-018 |
120-093 |
120-042 |
| S2 |
119-252 |
119-252 |
120-080 |
|
| S3 |
119-117 |
119-203 |
120-068 |
|
| S4 |
118-302 |
119-068 |
120-031 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-155 |
122-025 |
120-144 |
|
| R3 |
121-205 |
121-075 |
120-069 |
|
| R2 |
120-255 |
120-255 |
120-044 |
|
| R1 |
120-125 |
120-125 |
120-020 |
120-190 |
| PP |
119-305 |
119-305 |
119-305 |
120-018 |
| S1 |
119-175 |
119-175 |
119-290 |
119-240 |
| S2 |
119-035 |
119-035 |
119-266 |
|
| S3 |
118-085 |
118-225 |
119-241 |
|
| S4 |
117-135 |
117-275 |
119-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-115 |
119-165 |
0-270 |
0.7% |
0-162 |
0.4% |
96% |
True |
False |
888,986 |
| 10 |
120-115 |
118-020 |
2-095 |
1.9% |
0-202 |
0.5% |
99% |
True |
False |
987,285 |
| 20 |
120-115 |
117-295 |
2-140 |
2.0% |
0-200 |
0.5% |
99% |
True |
False |
1,007,465 |
| 40 |
121-265 |
117-180 |
4-085 |
3.5% |
0-238 |
0.6% |
65% |
False |
False |
1,120,063 |
| 60 |
121-265 |
116-040 |
5-225 |
4.7% |
0-236 |
0.6% |
74% |
False |
False |
780,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-049 |
|
2.618 |
121-148 |
|
1.618 |
121-013 |
|
1.000 |
120-250 |
|
0.618 |
120-198 |
|
HIGH |
120-115 |
|
0.618 |
120-063 |
|
0.500 |
120-048 |
|
0.382 |
120-032 |
|
LOW |
119-300 |
|
0.618 |
119-217 |
|
1.000 |
119-165 |
|
1.618 |
119-082 |
|
2.618 |
118-267 |
|
4.250 |
118-046 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-086 |
120-076 |
| PP |
120-067 |
120-047 |
| S1 |
120-048 |
120-018 |
|