ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
118-170 |
118-240 |
0-070 |
0.2% |
118-070 |
High |
118-270 |
119-090 |
0-140 |
0.4% |
118-270 |
Low |
118-170 |
118-240 |
0-070 |
0.2% |
118-020 |
Close |
118-270 |
119-060 |
0-110 |
0.3% |
118-160 |
Range |
0-100 |
0-170 |
0-070 |
70.0% |
0-250 |
ATR |
0-155 |
0-156 |
0-001 |
0.7% |
0-000 |
Volume |
2,497 |
581 |
-1,916 |
-76.7% |
2,716 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-213 |
120-147 |
119-154 |
|
R3 |
120-043 |
119-297 |
119-107 |
|
R2 |
119-193 |
119-193 |
119-091 |
|
R1 |
119-127 |
119-127 |
119-076 |
119-160 |
PP |
119-023 |
119-023 |
119-023 |
119-040 |
S1 |
118-277 |
118-277 |
119-044 |
118-310 |
S2 |
118-173 |
118-173 |
119-029 |
|
S3 |
118-003 |
118-107 |
119-013 |
|
S4 |
117-153 |
117-257 |
118-286 |
|
|
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 |
121-172 |
2.618 |
120-215 |
1.618 |
120-045 |
1.000 |
119-260 |
0.618 |
119-195 |
HIGH |
119-090 |
0.618 |
119-025 |
0.500 |
119-005 |
0.382 |
118-305 |
LOW |
118-240 |
0.618 |
118-135 |
1.000 |
118-070 |
1.618 |
117-285 |
2.618 |
117-115 |
4.250 |
116-158 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
119-042 |
119-017 |
PP |
119-023 |
118-293 |
S1 |
119-005 |
118-250 |
|