ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
118-240 |
119-070 |
0-150 |
0.4% |
118-070 |
High |
119-090 |
119-070 |
-0-020 |
-0.1% |
118-270 |
Low |
118-240 |
118-280 |
0-040 |
0.1% |
118-020 |
Close |
119-060 |
118-300 |
-0-080 |
-0.2% |
118-160 |
Range |
0-170 |
0-110 |
-0-060 |
-35.3% |
0-250 |
ATR |
0-156 |
0-152 |
-0-003 |
-2.1% |
0-000 |
Volume |
581 |
1,870 |
1,289 |
221.9% |
2,716 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-013 |
119-267 |
119-040 |
|
R3 |
119-223 |
119-157 |
119-010 |
|
R2 |
119-113 |
119-113 |
119-000 |
|
R1 |
119-047 |
119-047 |
118-310 |
119-025 |
PP |
119-003 |
119-003 |
119-003 |
118-312 |
S1 |
118-257 |
118-257 |
118-290 |
118-235 |
S2 |
118-213 |
118-213 |
118-280 |
|
S3 |
118-103 |
118-147 |
118-270 |
|
S4 |
117-313 |
118-037 |
118-240 |
|
|
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 |
120-218 |
2.618 |
120-038 |
1.618 |
119-248 |
1.000 |
119-180 |
0.618 |
119-138 |
HIGH |
119-070 |
0.618 |
119-028 |
0.500 |
119-015 |
0.382 |
119-002 |
LOW |
118-280 |
0.618 |
118-212 |
1.000 |
118-170 |
1.618 |
118-102 |
2.618 |
117-312 |
4.250 |
117-132 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
119-015 |
118-297 |
PP |
119-003 |
118-293 |
S1 |
118-312 |
118-290 |
|