ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
116-220 |
117-100 |
0-200 |
0.5% |
115-300 |
High |
116-220 |
117-100 |
0-200 |
0.5% |
117-100 |
Low |
116-220 |
117-100 |
0-200 |
0.5% |
115-300 |
Close |
116-220 |
117-100 |
0-200 |
0.5% |
117-100 |
Range |
|
|
|
|
|
ATR |
0-097 |
0-104 |
0-007 |
7.6% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-100 |
117-100 |
117-100 |
|
R3 |
117-100 |
117-100 |
117-100 |
|
R2 |
117-100 |
117-100 |
117-100 |
|
R1 |
117-100 |
117-100 |
117-100 |
117-100 |
PP |
117-100 |
117-100 |
117-100 |
117-100 |
S1 |
117-100 |
117-100 |
117-100 |
117-100 |
S2 |
117-100 |
117-100 |
117-100 |
|
S3 |
117-100 |
117-100 |
117-100 |
|
S4 |
117-100 |
117-100 |
117-100 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-313 |
120-167 |
118-022 |
|
R3 |
119-193 |
119-047 |
117-221 |
|
R2 |
118-073 |
118-073 |
117-181 |
|
R1 |
117-247 |
117-247 |
117-140 |
118-000 |
PP |
116-273 |
116-273 |
116-273 |
116-310 |
S1 |
116-127 |
116-127 |
117-060 |
116-200 |
S2 |
115-153 |
115-153 |
117-019 |
|
S3 |
114-033 |
115-007 |
116-299 |
|
S4 |
112-233 |
113-207 |
116-178 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-100 |
2.618 |
117-100 |
1.618 |
117-100 |
1.000 |
117-100 |
0.618 |
117-100 |
HIGH |
117-100 |
0.618 |
117-100 |
0.500 |
117-100 |
0.382 |
117-100 |
LOW |
117-100 |
0.618 |
117-100 |
1.000 |
117-100 |
1.618 |
117-100 |
2.618 |
117-100 |
4.250 |
117-100 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-100 |
117-067 |
PP |
117-100 |
117-033 |
S1 |
117-100 |
117-000 |
|