ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
120-170 |
120-300 |
0-130 |
0.3% |
120-005 |
High |
121-045 |
121-070 |
0-025 |
0.1% |
121-070 |
Low |
120-155 |
120-250 |
0-095 |
0.2% |
119-300 |
Close |
120-305 |
121-045 |
0-060 |
0.2% |
121-045 |
Range |
0-210 |
0-140 |
-0-070 |
-33.3% |
1-090 |
ATR |
0-210 |
0-205 |
-0-005 |
-2.4% |
0-000 |
Volume |
1,140,527 |
650,447 |
-490,080 |
-43.0% |
4,132,533 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-115 |
122-060 |
121-122 |
|
R3 |
121-295 |
121-240 |
121-084 |
|
R2 |
121-155 |
121-155 |
121-071 |
|
R1 |
121-100 |
121-100 |
121-058 |
121-128 |
PP |
121-015 |
121-015 |
121-015 |
121-029 |
S1 |
120-280 |
120-280 |
121-032 |
120-308 |
S2 |
120-195 |
120-195 |
121-019 |
|
S3 |
120-055 |
120-140 |
121-006 |
|
S4 |
119-235 |
120-000 |
120-288 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-195 |
124-050 |
121-270 |
|
R3 |
123-105 |
122-280 |
121-158 |
|
R2 |
122-015 |
122-015 |
121-120 |
|
R1 |
121-190 |
121-190 |
121-083 |
121-262 |
PP |
120-245 |
120-245 |
120-245 |
120-281 |
S1 |
120-100 |
120-100 |
121-007 |
120-172 |
S2 |
119-155 |
119-155 |
120-290 |
|
S3 |
118-065 |
119-010 |
120-252 |
|
S4 |
116-295 |
117-240 |
120-140 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-070 |
119-300 |
1-090 |
1.1% |
0-171 |
0.4% |
94% |
True |
False |
826,506 |
10 |
121-070 |
119-015 |
2-055 |
1.8% |
0-181 |
0.5% |
96% |
True |
False |
895,980 |
20 |
121-070 |
117-295 |
3-095 |
2.7% |
0-198 |
0.5% |
98% |
True |
False |
980,962 |
40 |
121-265 |
117-180 |
4-085 |
3.5% |
0-233 |
0.6% |
84% |
False |
False |
1,083,526 |
60 |
121-265 |
116-040 |
5-225 |
4.7% |
0-231 |
0.6% |
88% |
False |
False |
838,256 |
80 |
121-265 |
116-040 |
5-225 |
4.7% |
0-225 |
0.6% |
88% |
False |
False |
629,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-025 |
2.618 |
122-117 |
1.618 |
121-297 |
1.000 |
121-210 |
0.618 |
121-157 |
HIGH |
121-070 |
0.618 |
121-017 |
0.500 |
121-000 |
0.382 |
120-303 |
LOW |
120-250 |
0.618 |
120-163 |
1.000 |
120-110 |
1.618 |
120-023 |
2.618 |
119-203 |
4.250 |
118-295 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
121-030 |
120-316 |
PP |
121-015 |
120-267 |
S1 |
121-000 |
120-218 |
|