ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
116-020 |
116-270 |
0-250 |
0.7% |
117-300 |
High |
116-310 |
117-200 |
0-210 |
0.6% |
117-300 |
Low |
116-020 |
116-270 |
0-250 |
0.7% |
116-170 |
Close |
116-300 |
117-180 |
0-200 |
0.5% |
116-280 |
Range |
0-290 |
0-250 |
-0-040 |
-13.8% |
1-130 |
ATR |
0-146 |
0-154 |
0-007 |
5.0% |
0-000 |
Volume |
1,422 |
141 |
-1,281 |
-90.1% |
1,432 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-220 |
119-130 |
117-318 |
|
R3 |
118-290 |
118-200 |
117-249 |
|
R2 |
118-040 |
118-040 |
117-226 |
|
R1 |
117-270 |
117-270 |
117-203 |
117-315 |
PP |
117-110 |
117-110 |
117-110 |
117-132 |
S1 |
117-020 |
117-020 |
117-157 |
117-065 |
S2 |
116-180 |
116-180 |
117-134 |
|
S3 |
115-250 |
116-090 |
117-111 |
|
S4 |
115-000 |
115-160 |
117-042 |
|
|
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 |
120-302 |
2.618 |
119-214 |
1.618 |
118-284 |
1.000 |
118-130 |
0.618 |
118-034 |
HIGH |
117-200 |
0.618 |
117-104 |
0.500 |
117-075 |
0.382 |
117-046 |
LOW |
116-270 |
0.618 |
116-116 |
1.000 |
116-020 |
1.618 |
115-186 |
2.618 |
114-256 |
4.250 |
113-168 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-145 |
117-103 |
PP |
117-110 |
117-027 |
S1 |
117-075 |
116-270 |
|