ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
118-180 |
118-170 |
-0-010 |
0.0% |
116-020 |
High |
118-270 |
118-180 |
-0-090 |
-0.2% |
118-110 |
Low |
118-160 |
118-100 |
-0-060 |
-0.2% |
116-020 |
Close |
118-230 |
118-130 |
-0-100 |
-0.3% |
118-100 |
Range |
0-110 |
0-080 |
-0-030 |
-27.3% |
2-090 |
ATR |
0-161 |
0-159 |
-0-002 |
-1.4% |
0-000 |
Volume |
1,217 |
516 |
-701 |
-57.6% |
4,359 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-057 |
119-013 |
118-174 |
|
R3 |
118-297 |
118-253 |
118-152 |
|
R2 |
118-217 |
118-217 |
118-145 |
|
R1 |
118-173 |
118-173 |
118-137 |
118-155 |
PP |
118-137 |
118-137 |
118-137 |
118-128 |
S1 |
118-093 |
118-093 |
118-123 |
118-075 |
S2 |
118-057 |
118-057 |
118-115 |
|
S3 |
117-297 |
118-013 |
118-108 |
|
S4 |
117-217 |
117-253 |
118-086 |
|
|
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 |
119-200 |
2.618 |
119-069 |
1.618 |
118-309 |
1.000 |
118-260 |
0.618 |
118-229 |
HIGH |
118-180 |
0.618 |
118-149 |
0.500 |
118-140 |
0.382 |
118-131 |
LOW |
118-100 |
0.618 |
118-051 |
1.000 |
118-020 |
1.618 |
117-291 |
2.618 |
117-211 |
4.250 |
117-080 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
118-140 |
118-145 |
PP |
118-137 |
118-140 |
S1 |
118-133 |
118-135 |
|