ECBOT 10 Year T-Note Future September 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-000 |
118-070 |
0-070 |
0.2% |
116-020 |
| High |
118-110 |
118-230 |
0-120 |
0.3% |
118-110 |
| Low |
118-000 |
118-020 |
0-020 |
0.1% |
116-020 |
| Close |
118-100 |
118-210 |
0-110 |
0.3% |
118-100 |
| Range |
0-110 |
0-210 |
0-100 |
90.9% |
2-090 |
| ATR |
0-161 |
0-165 |
0-003 |
2.2% |
0-000 |
| Volume |
275 |
415 |
140 |
50.9% |
4,359 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-143 |
120-067 |
119-006 |
|
| R3 |
119-253 |
119-177 |
118-268 |
|
| R2 |
119-043 |
119-043 |
118-248 |
|
| R1 |
118-287 |
118-287 |
118-229 |
119-005 |
| PP |
118-153 |
118-153 |
118-153 |
118-172 |
| S1 |
118-077 |
118-077 |
118-191 |
118-115 |
| S2 |
117-263 |
117-263 |
118-172 |
|
| S3 |
117-053 |
117-187 |
118-152 |
|
| S4 |
116-163 |
116-297 |
118-094 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-133 |
123-207 |
119-182 |
|
| R3 |
122-043 |
121-117 |
118-301 |
|
| R2 |
119-273 |
119-273 |
118-234 |
|
| R1 |
119-027 |
119-027 |
118-167 |
119-150 |
| PP |
117-183 |
117-183 |
117-183 |
117-245 |
| S1 |
116-257 |
116-257 |
118-033 |
117-060 |
| S2 |
115-093 |
115-093 |
117-286 |
|
| S3 |
113-003 |
114-167 |
117-219 |
|
| S4 |
110-233 |
112-077 |
117-018 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-162 |
|
2.618 |
120-140 |
|
1.618 |
119-250 |
|
1.000 |
119-120 |
|
0.618 |
119-040 |
|
HIGH |
118-230 |
|
0.618 |
118-150 |
|
0.500 |
118-125 |
|
0.382 |
118-100 |
|
LOW |
118-020 |
|
0.618 |
117-210 |
|
1.000 |
117-130 |
|
1.618 |
117-000 |
|
2.618 |
116-110 |
|
4.250 |
115-088 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-182 |
118-158 |
| PP |
118-153 |
118-107 |
| S1 |
118-125 |
118-055 |
|