ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
117-300 |
117-250 |
-0-050 |
-0.1% |
117-210 |
| High |
117-300 |
117-250 |
-0-050 |
-0.1% |
117-310 |
| Low |
117-300 |
117-110 |
-0-190 |
-0.5% |
116-290 |
| Close |
117-260 |
117-110 |
-0-150 |
-0.4% |
117-190 |
| Range |
0-000 |
0-140 |
0-140 |
|
1-020 |
| ATR |
0-128 |
0-129 |
0-002 |
1.2% |
0-000 |
| Volume |
57 |
22 |
-35 |
-61.4% |
85 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-257 |
118-163 |
117-187 |
|
| R3 |
118-117 |
118-023 |
117-148 |
|
| R2 |
117-297 |
117-297 |
117-136 |
|
| R1 |
117-203 |
117-203 |
117-123 |
117-180 |
| PP |
117-157 |
117-157 |
117-157 |
117-145 |
| S1 |
117-063 |
117-063 |
117-097 |
117-040 |
| S2 |
117-017 |
117-017 |
117-084 |
|
| S3 |
116-197 |
116-243 |
117-072 |
|
| S4 |
116-057 |
116-103 |
117-033 |
|
|
| 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 |
119-205 |
|
2.618 |
118-297 |
|
1.618 |
118-157 |
|
1.000 |
118-070 |
|
0.618 |
118-017 |
|
HIGH |
117-250 |
|
0.618 |
117-197 |
|
0.500 |
117-180 |
|
0.382 |
117-163 |
|
LOW |
117-110 |
|
0.618 |
117-023 |
|
1.000 |
116-290 |
|
1.618 |
116-203 |
|
2.618 |
116-063 |
|
4.250 |
115-155 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-180 |
117-135 |
| PP |
117-157 |
117-127 |
| S1 |
117-133 |
117-118 |
|