ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
119-070 |
119-050 |
-0-020 |
-0.1% |
118-070 |
High |
119-070 |
119-200 |
0-130 |
0.3% |
118-270 |
Low |
118-280 |
119-050 |
0-090 |
0.2% |
118-020 |
Close |
118-300 |
119-160 |
0-180 |
0.5% |
118-160 |
Range |
0-110 |
0-150 |
0-040 |
36.4% |
0-250 |
ATR |
0-152 |
0-157 |
0-005 |
3.2% |
0-000 |
Volume |
1,870 |
2,358 |
488 |
26.1% |
2,716 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-267 |
120-203 |
119-242 |
|
R3 |
120-117 |
120-053 |
119-201 |
|
R2 |
119-287 |
119-287 |
119-188 |
|
R1 |
119-223 |
119-223 |
119-174 |
119-255 |
PP |
119-137 |
119-137 |
119-137 |
119-152 |
S1 |
119-073 |
119-073 |
119-146 |
119-105 |
S2 |
118-307 |
118-307 |
119-132 |
|
S3 |
118-157 |
118-243 |
119-119 |
|
S4 |
118-007 |
118-093 |
119-078 |
|
|
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 |
121-198 |
2.618 |
120-273 |
1.618 |
120-123 |
1.000 |
120-030 |
0.618 |
119-293 |
HIGH |
119-200 |
0.618 |
119-143 |
0.500 |
119-125 |
0.382 |
119-107 |
LOW |
119-050 |
0.618 |
118-277 |
1.000 |
118-220 |
1.618 |
118-127 |
2.618 |
117-297 |
4.250 |
117-052 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
119-148 |
119-127 |
PP |
119-137 |
119-093 |
S1 |
119-125 |
119-060 |
|