ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
115-300 |
116-180 |
0-200 |
0.5% |
116-260 |
High |
115-300 |
116-180 |
0-200 |
0.5% |
116-260 |
Low |
115-300 |
116-180 |
0-200 |
0.5% |
115-280 |
Close |
115-300 |
116-180 |
0-200 |
0.5% |
115-280 |
Range |
|
|
|
|
|
ATR |
0-092 |
0-099 |
0-008 |
8.4% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-180 |
116-180 |
116-180 |
|
R3 |
116-180 |
116-180 |
116-180 |
|
R2 |
116-180 |
116-180 |
116-180 |
|
R1 |
116-180 |
116-180 |
116-180 |
116-180 |
PP |
116-180 |
116-180 |
116-180 |
116-180 |
S1 |
116-180 |
116-180 |
116-180 |
116-180 |
S2 |
116-180 |
116-180 |
116-180 |
|
S3 |
116-180 |
116-180 |
116-180 |
|
S4 |
116-180 |
116-180 |
116-180 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-000 |
118-120 |
116-125 |
|
R3 |
118-020 |
117-140 |
116-042 |
|
R2 |
117-040 |
117-040 |
116-015 |
|
R1 |
116-160 |
116-160 |
115-308 |
116-110 |
PP |
116-060 |
116-060 |
116-060 |
116-035 |
S1 |
115-180 |
115-180 |
115-252 |
115-130 |
S2 |
115-080 |
115-080 |
115-225 |
|
S3 |
114-100 |
114-200 |
115-198 |
|
S4 |
113-120 |
113-220 |
115-115 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-180 |
2.618 |
116-180 |
1.618 |
116-180 |
1.000 |
116-180 |
0.618 |
116-180 |
HIGH |
116-180 |
0.618 |
116-180 |
0.500 |
116-180 |
0.382 |
116-180 |
LOW |
116-180 |
0.618 |
116-180 |
1.000 |
116-180 |
1.618 |
116-180 |
2.618 |
116-180 |
4.250 |
116-180 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
116-180 |
116-143 |
PP |
116-180 |
116-107 |
S1 |
116-180 |
116-070 |
|