ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
118-110 |
118-170 |
0-060 |
0.2% |
118-070 |
High |
118-240 |
118-270 |
0-030 |
0.1% |
118-270 |
Low |
118-090 |
118-170 |
0-080 |
0.2% |
118-020 |
Close |
118-160 |
118-270 |
0-110 |
0.3% |
118-160 |
Range |
0-150 |
0-100 |
-0-050 |
-33.3% |
0-250 |
ATR |
0-158 |
0-155 |
-0-003 |
-2.2% |
0-000 |
Volume |
568 |
2,497 |
1,929 |
339.6% |
2,716 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-217 |
119-183 |
119-005 |
|
R3 |
119-117 |
119-083 |
118-298 |
|
R2 |
119-017 |
119-017 |
118-288 |
|
R1 |
118-303 |
118-303 |
118-279 |
119-000 |
PP |
118-237 |
118-237 |
118-237 |
118-245 |
S1 |
118-203 |
118-203 |
118-261 |
118-220 |
S2 |
118-137 |
118-137 |
118-252 |
|
S3 |
118-037 |
118-103 |
118-242 |
|
S4 |
117-257 |
118-003 |
118-215 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-260 |
120-140 |
118-298 |
|
R3 |
120-010 |
119-210 |
118-229 |
|
R2 |
119-080 |
119-080 |
118-206 |
|
R1 |
118-280 |
118-280 |
118-183 |
119-020 |
PP |
118-150 |
118-150 |
118-150 |
118-180 |
S1 |
118-030 |
118-030 |
118-137 |
118-090 |
S2 |
117-220 |
117-220 |
118-114 |
|
S3 |
116-290 |
117-100 |
118-091 |
|
S4 |
116-040 |
116-170 |
118-022 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-055 |
2.618 |
119-212 |
1.618 |
119-112 |
1.000 |
119-050 |
0.618 |
119-012 |
HIGH |
118-270 |
0.618 |
118-232 |
0.500 |
118-220 |
0.382 |
118-208 |
LOW |
118-170 |
0.618 |
118-108 |
1.000 |
118-070 |
1.618 |
118-008 |
2.618 |
117-228 |
4.250 |
117-065 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
118-253 |
118-240 |
PP |
118-237 |
118-210 |
S1 |
118-220 |
118-180 |
|