ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 01-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
117-260 |
116-290 |
-0-290 |
-0.8% |
117-210 |
High |
117-310 |
117-150 |
-0-160 |
-0.4% |
117-310 |
Low |
117-230 |
116-290 |
-0-260 |
-0.7% |
116-290 |
Close |
117-180 |
117-190 |
0-010 |
0.0% |
117-190 |
Range |
0-080 |
0-180 |
0-100 |
125.0% |
1-020 |
ATR |
0-123 |
0-129 |
0-006 |
5.1% |
0-000 |
Volume |
29 |
9 |
-20 |
-69.0% |
85 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-003 |
118-277 |
117-289 |
|
R3 |
118-143 |
118-097 |
117-240 |
|
R2 |
117-283 |
117-283 |
117-223 |
|
R1 |
117-237 |
117-237 |
117-206 |
117-260 |
PP |
117-103 |
117-103 |
117-103 |
117-115 |
S1 |
117-057 |
117-057 |
117-174 |
117-080 |
S2 |
116-243 |
116-243 |
117-157 |
|
S3 |
116-063 |
116-197 |
117-140 |
|
S4 |
115-203 |
116-017 |
117-091 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-217 |
120-063 |
118-057 |
|
R3 |
119-197 |
119-043 |
117-284 |
|
R2 |
118-177 |
118-177 |
117-252 |
|
R1 |
118-023 |
118-023 |
117-221 |
117-250 |
PP |
117-157 |
117-157 |
117-157 |
117-110 |
S1 |
117-003 |
117-003 |
117-159 |
116-230 |
S2 |
116-137 |
116-137 |
117-128 |
|
S3 |
115-117 |
115-303 |
117-096 |
|
S4 |
114-097 |
114-283 |
117-003 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-275 |
2.618 |
118-301 |
1.618 |
118-121 |
1.000 |
118-010 |
0.618 |
117-261 |
HIGH |
117-150 |
0.618 |
117-081 |
0.500 |
117-060 |
0.382 |
117-039 |
LOW |
116-290 |
0.618 |
116-179 |
1.000 |
116-110 |
1.618 |
115-319 |
2.618 |
115-139 |
4.250 |
114-165 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-147 |
117-173 |
PP |
117-103 |
117-157 |
S1 |
117-060 |
117-140 |
|