ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 02-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
Open |
120-300 |
121-040 |
0-060 |
0.2% |
120-005 |
High |
121-070 |
121-145 |
0-075 |
0.2% |
121-070 |
Low |
120-250 |
120-285 |
0-035 |
0.1% |
119-300 |
Close |
121-045 |
121-075 |
0-030 |
0.1% |
121-045 |
Range |
0-140 |
0-180 |
0-040 |
28.6% |
1-090 |
ATR |
0-205 |
0-203 |
-0-002 |
-0.9% |
0-000 |
Volume |
650,447 |
748,876 |
98,429 |
15.1% |
4,132,533 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-282 |
122-198 |
121-174 |
|
R3 |
122-102 |
122-018 |
121-124 |
|
R2 |
121-242 |
121-242 |
121-108 |
|
R1 |
121-158 |
121-158 |
121-092 |
121-200 |
PP |
121-062 |
121-062 |
121-062 |
121-082 |
S1 |
120-298 |
120-298 |
121-058 |
121-020 |
S2 |
120-202 |
120-202 |
121-042 |
|
S3 |
120-022 |
120-118 |
121-026 |
|
S4 |
119-162 |
119-258 |
120-296 |
|
|
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 |
121-145 |
120-045 |
1-100 |
1.1% |
0-180 |
0.5% |
83% |
True |
False |
840,133 |
10 |
121-145 |
119-165 |
1-300 |
1.6% |
0-171 |
0.4% |
89% |
True |
False |
864,560 |
20 |
121-145 |
117-295 |
3-170 |
2.9% |
0-195 |
0.5% |
94% |
True |
False |
958,918 |
40 |
121-265 |
117-295 |
3-290 |
3.2% |
0-228 |
0.6% |
85% |
False |
False |
1,066,667 |
60 |
121-265 |
116-040 |
5-225 |
4.7% |
0-231 |
0.6% |
90% |
False |
False |
850,631 |
80 |
121-265 |
116-040 |
5-225 |
4.7% |
0-224 |
0.6% |
90% |
False |
False |
638,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-270 |
2.618 |
122-296 |
1.618 |
122-116 |
1.000 |
122-005 |
0.618 |
121-256 |
HIGH |
121-145 |
0.618 |
121-076 |
0.500 |
121-055 |
0.382 |
121-034 |
LOW |
120-285 |
0.618 |
120-174 |
1.000 |
120-105 |
1.618 |
119-314 |
2.618 |
119-134 |
4.250 |
118-160 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
121-068 |
121-047 |
PP |
121-062 |
121-018 |
S1 |
121-055 |
120-310 |
|