ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 02-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
Open |
119-150 |
119-250 |
0-100 |
0.3% |
118-170 |
High |
119-230 |
120-000 |
0-090 |
0.2% |
119-230 |
Low |
119-150 |
119-190 |
0-040 |
0.1% |
118-170 |
Close |
119-220 |
119-250 |
0-030 |
0.1% |
119-220 |
Range |
0-080 |
0-130 |
0-050 |
62.5% |
1-060 |
ATR |
0-152 |
0-150 |
-0-002 |
-1.0% |
0-000 |
Volume |
2,492 |
2,069 |
-423 |
-17.0% |
9,798 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-003 |
120-257 |
120-002 |
|
R3 |
120-193 |
120-127 |
119-286 |
|
R2 |
120-063 |
120-063 |
119-274 |
|
R1 |
119-317 |
119-317 |
119-262 |
119-315 |
PP |
119-253 |
119-253 |
119-253 |
119-252 |
S1 |
119-187 |
119-187 |
119-238 |
119-185 |
S2 |
119-123 |
119-123 |
119-226 |
|
S3 |
118-313 |
119-057 |
119-214 |
|
S4 |
118-183 |
118-247 |
119-178 |
|
|
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 |
121-232 |
2.618 |
121-020 |
1.618 |
120-210 |
1.000 |
120-130 |
0.618 |
120-080 |
HIGH |
120-000 |
0.618 |
119-270 |
0.500 |
119-255 |
0.382 |
119-240 |
LOW |
119-190 |
0.618 |
119-110 |
1.000 |
119-060 |
1.618 |
118-300 |
2.618 |
118-170 |
4.250 |
117-278 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
119-255 |
119-228 |
PP |
119-253 |
119-207 |
S1 |
119-252 |
119-185 |
|