ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
120-230 |
120-170 |
-0-060 |
-0.2% |
119-255 |
High |
120-235 |
121-045 |
0-130 |
0.3% |
120-115 |
Low |
120-045 |
120-155 |
0-110 |
0.3% |
119-165 |
Close |
120-135 |
120-305 |
0-170 |
0.4% |
119-315 |
Range |
0-190 |
0-210 |
0-020 |
10.5% |
0-270 |
ATR |
0-208 |
0-210 |
0-002 |
0.7% |
0-000 |
Volume |
891,934 |
1,140,527 |
248,593 |
27.9% |
3,764,191 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-265 |
122-175 |
121-100 |
|
R3 |
122-055 |
121-285 |
121-043 |
|
R2 |
121-165 |
121-165 |
121-024 |
|
R1 |
121-075 |
121-075 |
121-004 |
121-120 |
PP |
120-275 |
120-275 |
120-275 |
120-298 |
S1 |
120-185 |
120-185 |
120-286 |
120-230 |
S2 |
120-065 |
120-065 |
120-266 |
|
S3 |
119-175 |
119-295 |
120-247 |
|
S4 |
118-285 |
119-085 |
120-190 |
|
|
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 |
121-045 |
119-240 |
1-125 |
1.1% |
0-174 |
0.4% |
87% |
True |
False |
828,355 |
10 |
121-045 |
119-015 |
2-030 |
1.7% |
0-190 |
0.5% |
91% |
True |
False |
963,842 |
20 |
121-045 |
117-295 |
3-070 |
2.7% |
0-202 |
0.5% |
94% |
True |
False |
1,012,632 |
40 |
121-265 |
117-180 |
4-085 |
3.5% |
0-237 |
0.6% |
79% |
False |
False |
1,100,949 |
60 |
121-265 |
116-040 |
5-225 |
4.7% |
0-234 |
0.6% |
85% |
False |
False |
827,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-298 |
2.618 |
122-275 |
1.618 |
122-065 |
1.000 |
121-255 |
0.618 |
121-175 |
HIGH |
121-045 |
0.618 |
120-285 |
0.500 |
120-260 |
0.382 |
120-235 |
LOW |
120-155 |
0.618 |
120-025 |
1.000 |
119-265 |
1.618 |
119-135 |
2.618 |
118-245 |
4.250 |
117-222 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
120-290 |
120-272 |
PP |
120-275 |
120-238 |
S1 |
120-260 |
120-205 |
|