ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
117-130 |
117-160 |
0-030 |
0.1% |
115-300 |
High |
117-130 |
117-160 |
0-030 |
0.1% |
117-100 |
Low |
117-130 |
117-160 |
0-030 |
0.1% |
115-300 |
Close |
117-130 |
117-160 |
0-030 |
0.1% |
117-100 |
Range |
|
|
|
|
|
ATR |
0-099 |
0-094 |
-0-005 |
-5.0% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-160 |
117-160 |
117-160 |
|
R3 |
117-160 |
117-160 |
117-160 |
|
R2 |
117-160 |
117-160 |
117-160 |
|
R1 |
117-160 |
117-160 |
117-160 |
117-160 |
PP |
117-160 |
117-160 |
117-160 |
117-160 |
S1 |
117-160 |
117-160 |
117-160 |
117-160 |
S2 |
117-160 |
117-160 |
117-160 |
|
S3 |
117-160 |
117-160 |
117-160 |
|
S4 |
117-160 |
117-160 |
117-160 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117-230 |
117-100 |
0-130 |
0.3% |
0-000 |
0.0% |
46% |
False |
False |
2 |
10 |
117-230 |
115-280 |
1-270 |
1.6% |
0-000 |
0.0% |
88% |
False |
False |
2 |
20 |
117-230 |
115-280 |
1-270 |
1.6% |
0-000 |
0.0% |
88% |
False |
False |
2 |
40 |
118-300 |
115-210 |
3-090 |
2.8% |
0-000 |
0.0% |
56% |
False |
False |
2 |
60 |
118-300 |
114-050 |
4-250 |
4.1% |
0-000 |
0.0% |
70% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-160 |
2.618 |
117-160 |
1.618 |
117-160 |
1.000 |
117-160 |
0.618 |
117-160 |
HIGH |
117-160 |
0.618 |
117-160 |
0.500 |
117-160 |
0.382 |
117-160 |
LOW |
117-160 |
0.618 |
117-160 |
1.000 |
117-160 |
1.618 |
117-160 |
2.618 |
117-160 |
4.250 |
117-160 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-160 |
117-180 |
PP |
117-160 |
117-173 |
S1 |
117-160 |
117-167 |
|