ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
120-005 |
120-090 |
0-085 |
0.2% |
119-255 |
High |
120-115 |
120-250 |
0-135 |
0.4% |
120-115 |
Low |
119-300 |
120-070 |
0-090 |
0.2% |
119-165 |
Close |
120-105 |
120-215 |
0-110 |
0.3% |
119-315 |
Range |
0-135 |
0-180 |
0-045 |
33.3% |
0-270 |
ATR |
0-212 |
0-210 |
-0-002 |
-1.1% |
0-000 |
Volume |
680,740 |
768,885 |
88,145 |
12.9% |
3,764,191 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-078 |
122-007 |
120-314 |
|
R3 |
121-218 |
121-147 |
120-264 |
|
R2 |
121-038 |
121-038 |
120-248 |
|
R1 |
120-287 |
120-287 |
120-232 |
121-002 |
PP |
120-178 |
120-178 |
120-178 |
120-196 |
S1 |
120-107 |
120-107 |
120-198 |
120-142 |
S2 |
119-318 |
119-318 |
120-182 |
|
S3 |
119-138 |
119-247 |
120-166 |
|
S4 |
118-278 |
119-067 |
120-116 |
|
|
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 |
120-250 |
119-240 |
1-010 |
0.9% |
0-151 |
0.4% |
89% |
True |
False |
761,888 |
10 |
120-250 |
118-080 |
2-170 |
2.1% |
0-204 |
0.5% |
96% |
True |
False |
993,551 |
20 |
120-250 |
117-295 |
2-275 |
2.4% |
0-202 |
0.5% |
96% |
True |
False |
1,004,800 |
40 |
121-265 |
117-180 |
4-085 |
3.5% |
0-240 |
0.6% |
73% |
False |
False |
1,116,391 |
60 |
121-265 |
116-040 |
5-225 |
4.7% |
0-234 |
0.6% |
80% |
False |
False |
793,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-055 |
2.618 |
122-081 |
1.618 |
121-221 |
1.000 |
121-110 |
0.618 |
121-041 |
HIGH |
120-250 |
0.618 |
120-181 |
0.500 |
120-160 |
0.382 |
120-139 |
LOW |
120-070 |
0.618 |
119-279 |
1.000 |
119-210 |
1.618 |
119-099 |
2.618 |
118-239 |
4.250 |
117-265 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
120-197 |
120-172 |
PP |
120-178 |
120-128 |
S1 |
120-160 |
120-085 |
|