ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
119-050 |
119-150 |
0-100 |
0.3% |
118-170 |
High |
119-200 |
119-230 |
0-030 |
0.1% |
119-230 |
Low |
119-050 |
119-150 |
0-100 |
0.3% |
118-170 |
Close |
119-160 |
119-220 |
0-060 |
0.2% |
119-220 |
Range |
0-150 |
0-080 |
-0-070 |
-46.7% |
1-060 |
ATR |
0-157 |
0-152 |
-0-006 |
-3.5% |
0-000 |
Volume |
2,358 |
2,492 |
134 |
5.7% |
9,798 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-120 |
120-090 |
119-264 |
|
R3 |
120-040 |
120-010 |
119-242 |
|
R2 |
119-280 |
119-280 |
119-235 |
|
R1 |
119-250 |
119-250 |
119-227 |
119-265 |
PP |
119-200 |
119-200 |
119-200 |
119-208 |
S1 |
119-170 |
119-170 |
119-213 |
119-185 |
S2 |
119-120 |
119-120 |
119-205 |
|
S3 |
119-040 |
119-090 |
119-198 |
|
S4 |
118-280 |
119-010 |
119-176 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-280 |
122-150 |
120-109 |
|
R3 |
121-220 |
121-090 |
120-004 |
|
R2 |
120-160 |
120-160 |
119-290 |
|
R1 |
120-030 |
120-030 |
119-255 |
120-095 |
PP |
119-100 |
119-100 |
119-100 |
119-132 |
S1 |
118-290 |
118-290 |
119-185 |
119-035 |
S2 |
118-040 |
118-040 |
119-150 |
|
S3 |
116-300 |
117-230 |
119-116 |
|
S4 |
115-240 |
116-170 |
119-011 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-250 |
2.618 |
120-119 |
1.618 |
120-039 |
1.000 |
119-310 |
0.618 |
119-279 |
HIGH |
119-230 |
0.618 |
119-199 |
0.500 |
119-190 |
0.382 |
119-181 |
LOW |
119-150 |
0.618 |
119-101 |
1.000 |
119-070 |
1.618 |
119-021 |
2.618 |
118-261 |
4.250 |
118-130 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
119-210 |
119-178 |
PP |
119-200 |
119-137 |
S1 |
119-190 |
119-095 |
|