ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
116-270 |
117-140 |
0-190 |
0.5% |
117-300 |
High |
117-200 |
117-250 |
0-050 |
0.1% |
117-300 |
Low |
116-270 |
117-060 |
0-110 |
0.3% |
116-170 |
Close |
117-180 |
117-280 |
0-100 |
0.3% |
116-280 |
Range |
0-250 |
0-190 |
-0-060 |
-24.0% |
1-130 |
ATR |
0-154 |
0-156 |
0-003 |
1.7% |
0-000 |
Volume |
141 |
1,438 |
1,297 |
919.9% |
1,432 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-127 |
119-073 |
118-064 |
|
R3 |
118-257 |
118-203 |
118-012 |
|
R2 |
118-067 |
118-067 |
117-315 |
|
R1 |
118-013 |
118-013 |
117-297 |
118-040 |
PP |
117-197 |
117-197 |
117-197 |
117-210 |
S1 |
117-143 |
117-143 |
117-263 |
117-170 |
S2 |
117-007 |
117-007 |
117-245 |
|
S3 |
116-137 |
116-273 |
117-228 |
|
S4 |
115-267 |
116-083 |
117-176 |
|
|
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 |
120-098 |
2.618 |
119-107 |
1.618 |
118-237 |
1.000 |
118-120 |
0.618 |
118-047 |
HIGH |
117-250 |
0.618 |
117-177 |
0.500 |
117-155 |
0.382 |
117-133 |
LOW |
117-060 |
0.618 |
116-263 |
1.000 |
116-190 |
1.618 |
116-073 |
2.618 |
115-203 |
4.250 |
114-212 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-238 |
117-178 |
PP |
117-197 |
117-077 |
S1 |
117-155 |
116-295 |
|