ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
116-220 |
116-220 |
0-000 |
0.0% |
117-300 |
High |
117-030 |
116-230 |
-0-120 |
-0.3% |
117-300 |
Low |
116-220 |
116-170 |
-0-050 |
-0.1% |
116-170 |
Close |
117-020 |
116-280 |
-0-060 |
-0.2% |
116-280 |
Range |
0-130 |
0-060 |
-0-070 |
-53.8% |
1-130 |
ATR |
0-133 |
0-135 |
0-003 |
2.0% |
0-000 |
Volume |
277 |
373 |
96 |
34.7% |
1,432 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-087 |
117-083 |
116-313 |
|
R3 |
117-027 |
117-023 |
116-296 |
|
R2 |
116-287 |
116-287 |
116-291 |
|
R1 |
116-283 |
116-283 |
116-286 |
116-285 |
PP |
116-227 |
116-227 |
116-227 |
116-228 |
S1 |
116-223 |
116-223 |
116-274 |
116-225 |
S2 |
116-167 |
116-167 |
116-269 |
|
S3 |
116-107 |
116-163 |
116-264 |
|
S4 |
116-047 |
116-103 |
116-247 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-107 |
120-163 |
117-208 |
|
R3 |
119-297 |
119-033 |
117-084 |
|
R2 |
118-167 |
118-167 |
117-042 |
|
R1 |
117-223 |
117-223 |
117-001 |
117-130 |
PP |
117-037 |
117-037 |
117-037 |
116-310 |
S1 |
116-093 |
116-093 |
116-239 |
116-000 |
S2 |
115-227 |
115-227 |
116-198 |
|
S3 |
114-097 |
114-283 |
116-156 |
|
S4 |
112-287 |
113-153 |
116-032 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-165 |
2.618 |
117-067 |
1.618 |
117-007 |
1.000 |
116-290 |
0.618 |
116-267 |
HIGH |
116-230 |
0.618 |
116-207 |
0.500 |
116-200 |
0.382 |
116-193 |
LOW |
116-170 |
0.618 |
116-133 |
1.000 |
116-110 |
1.618 |
116-073 |
2.618 |
116-013 |
4.250 |
115-235 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
116-253 |
116-315 |
PP |
116-227 |
116-303 |
S1 |
116-200 |
116-292 |
|