ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
116-220 |
116-020 |
-0-200 |
-0.5% |
117-300 |
High |
116-230 |
116-310 |
0-080 |
0.2% |
117-300 |
Low |
116-170 |
116-020 |
-0-150 |
-0.4% |
116-170 |
Close |
116-280 |
116-300 |
0-020 |
0.1% |
116-280 |
Range |
0-060 |
0-290 |
0-230 |
383.3% |
1-130 |
ATR |
0-135 |
0-146 |
0-011 |
8.2% |
0-000 |
Volume |
373 |
1,422 |
1,049 |
281.2% |
1,432 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-120 |
119-020 |
117-140 |
|
R3 |
118-150 |
118-050 |
117-060 |
|
R2 |
117-180 |
117-180 |
117-033 |
|
R1 |
117-080 |
117-080 |
117-007 |
117-130 |
PP |
116-210 |
116-210 |
116-210 |
116-235 |
S1 |
116-110 |
116-110 |
116-273 |
116-160 |
S2 |
115-240 |
115-240 |
116-247 |
|
S3 |
114-270 |
115-140 |
116-220 |
|
S4 |
113-300 |
114-170 |
116-140 |
|
|
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 |
120-262 |
2.618 |
119-109 |
1.618 |
118-139 |
1.000 |
117-280 |
0.618 |
117-169 |
HIGH |
116-310 |
0.618 |
116-199 |
0.500 |
116-165 |
0.382 |
116-131 |
LOW |
116-020 |
0.618 |
115-161 |
1.000 |
115-050 |
1.618 |
114-191 |
2.618 |
113-221 |
4.250 |
112-068 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
116-255 |
116-262 |
PP |
116-210 |
116-223 |
S1 |
116-165 |
116-185 |
|