ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
116-290 |
117-300 |
1-010 |
0.9% |
117-210 |
High |
117-150 |
117-300 |
0-150 |
0.4% |
117-310 |
Low |
116-290 |
117-300 |
1-010 |
0.9% |
116-290 |
Close |
117-190 |
117-260 |
0-070 |
0.2% |
117-190 |
Range |
0-180 |
0-000 |
-0-180 |
-100.0% |
1-020 |
ATR |
0-129 |
0-128 |
-0-001 |
-1.1% |
0-000 |
Volume |
9 |
57 |
48 |
533.3% |
85 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-287 |
117-273 |
117-260 |
|
R3 |
117-287 |
117-273 |
117-260 |
|
R2 |
117-287 |
117-287 |
117-260 |
|
R1 |
117-273 |
117-273 |
117-260 |
117-280 |
PP |
117-287 |
117-287 |
117-287 |
117-290 |
S1 |
117-273 |
117-273 |
117-260 |
117-280 |
S2 |
117-287 |
117-287 |
117-260 |
|
S3 |
117-287 |
117-273 |
117-260 |
|
S4 |
117-287 |
117-273 |
117-260 |
|
|
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 |
117-300 |
2.618 |
117-300 |
1.618 |
117-300 |
1.000 |
117-300 |
0.618 |
117-300 |
HIGH |
117-300 |
0.618 |
117-300 |
0.500 |
117-300 |
0.382 |
117-300 |
LOW |
117-300 |
0.618 |
117-300 |
1.000 |
117-300 |
1.618 |
117-300 |
2.618 |
117-300 |
4.250 |
117-300 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-300 |
117-220 |
PP |
117-287 |
117-180 |
S1 |
117-273 |
117-140 |
|