ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 06-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
117-250 |
117-140 |
-0-110 |
-0.3% |
117-210 |
High |
117-250 |
117-140 |
-0-110 |
-0.3% |
117-310 |
Low |
117-110 |
116-280 |
-0-150 |
-0.4% |
116-290 |
Close |
117-110 |
116-300 |
-0-130 |
-0.3% |
117-190 |
Range |
0-140 |
0-180 |
0-040 |
28.6% |
1-020 |
ATR |
0-129 |
0-133 |
0-004 |
2.8% |
0-000 |
Volume |
22 |
703 |
681 |
3,095.5% |
85 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-247 |
118-133 |
117-079 |
|
R3 |
118-067 |
117-273 |
117-030 |
|
R2 |
117-207 |
117-207 |
117-013 |
|
R1 |
117-093 |
117-093 |
116-316 |
117-060 |
PP |
117-027 |
117-027 |
117-027 |
117-010 |
S1 |
116-233 |
116-233 |
116-284 |
116-200 |
S2 |
116-167 |
116-167 |
116-267 |
|
S3 |
115-307 |
116-053 |
116-250 |
|
S4 |
115-127 |
115-193 |
116-201 |
|
|
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 |
119-265 |
2.618 |
118-291 |
1.618 |
118-111 |
1.000 |
118-000 |
0.618 |
117-251 |
HIGH |
117-140 |
0.618 |
117-071 |
0.500 |
117-050 |
0.382 |
117-029 |
LOW |
116-280 |
0.618 |
116-169 |
1.000 |
116-100 |
1.618 |
115-309 |
2.618 |
115-129 |
4.250 |
114-155 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-050 |
117-130 |
PP |
117-027 |
117-080 |
S1 |
117-003 |
117-030 |
|