ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
117-140 |
117-300 |
0-160 |
0.4% |
117-300 |
High |
117-250 |
118-050 |
0-120 |
0.3% |
117-300 |
Low |
117-060 |
117-200 |
0-140 |
0.4% |
116-170 |
Close |
117-280 |
117-220 |
-0-060 |
-0.2% |
116-280 |
Range |
0-190 |
0-170 |
-0-020 |
-10.5% |
1-130 |
ATR |
0-156 |
0-157 |
0-001 |
0.6% |
0-000 |
Volume |
1,438 |
1,083 |
-355 |
-24.7% |
1,432 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-133 |
119-027 |
117-314 |
|
R3 |
118-283 |
118-177 |
117-267 |
|
R2 |
118-113 |
118-113 |
117-251 |
|
R1 |
118-007 |
118-007 |
117-236 |
117-295 |
PP |
117-263 |
117-263 |
117-263 |
117-248 |
S1 |
117-157 |
117-157 |
117-204 |
117-125 |
S2 |
117-093 |
117-093 |
117-189 |
|
S3 |
116-243 |
116-307 |
117-173 |
|
S4 |
116-073 |
116-137 |
117-126 |
|
|
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 |
120-132 |
2.618 |
119-175 |
1.618 |
119-005 |
1.000 |
118-220 |
0.618 |
118-155 |
HIGH |
118-050 |
0.618 |
117-305 |
0.500 |
117-285 |
0.382 |
117-265 |
LOW |
117-200 |
0.618 |
117-095 |
1.000 |
117-030 |
1.618 |
116-245 |
2.618 |
116-075 |
4.250 |
115-118 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-285 |
117-200 |
PP |
117-263 |
117-180 |
S1 |
117-242 |
117-160 |
|