ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
118-170 |
118-110 |
-0-060 |
-0.2% |
116-020 |
High |
118-180 |
118-240 |
0-060 |
0.2% |
118-110 |
Low |
118-100 |
118-090 |
-0-010 |
0.0% |
116-020 |
Close |
118-130 |
118-160 |
0-030 |
0.1% |
118-100 |
Range |
0-080 |
0-150 |
0-070 |
87.5% |
2-090 |
ATR |
0-159 |
0-158 |
-0-001 |
-0.4% |
0-000 |
Volume |
516 |
568 |
52 |
10.1% |
4,359 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-293 |
119-217 |
118-242 |
|
R3 |
119-143 |
119-067 |
118-201 |
|
R2 |
118-313 |
118-313 |
118-188 |
|
R1 |
118-237 |
118-237 |
118-174 |
118-275 |
PP |
118-163 |
118-163 |
118-163 |
118-182 |
S1 |
118-087 |
118-087 |
118-146 |
118-125 |
S2 |
118-013 |
118-013 |
118-132 |
|
S3 |
117-183 |
117-257 |
118-119 |
|
S4 |
117-033 |
117-107 |
118-078 |
|
|
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 |
120-238 |
2.618 |
119-313 |
1.618 |
119-163 |
1.000 |
119-070 |
0.618 |
119-013 |
HIGH |
118-240 |
0.618 |
118-183 |
0.500 |
118-165 |
0.382 |
118-147 |
LOW |
118-090 |
0.618 |
117-317 |
1.000 |
117-260 |
1.618 |
117-167 |
2.618 |
117-017 |
4.250 |
116-092 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
118-165 |
118-180 |
PP |
118-163 |
118-173 |
S1 |
118-162 |
118-167 |
|