ECBOT 10 Year T-Note Future December 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 |
118-070 |
118-220 |
0-150 |
0.4% |
117-270 |
High |
118-070 |
118-220 |
0-150 |
0.4% |
118-220 |
Low |
118-070 |
118-220 |
0-150 |
0.4% |
117-270 |
Close |
118-160 |
118-220 |
0-060 |
0.2% |
118-220 |
Range |
|
|
|
|
|
ATR |
0-094 |
0-092 |
-0-002 |
-2.6% |
0-000 |
Volume |
2 |
1 |
-1 |
-50.0% |
9 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-220 |
118-220 |
118-220 |
|
R3 |
118-220 |
118-220 |
118-220 |
|
R2 |
118-220 |
118-220 |
118-220 |
|
R1 |
118-220 |
118-220 |
118-220 |
118-220 |
PP |
118-220 |
118-220 |
118-220 |
118-220 |
S1 |
118-220 |
118-220 |
118-220 |
118-220 |
S2 |
118-220 |
118-220 |
118-220 |
|
S3 |
118-220 |
118-220 |
118-220 |
|
S4 |
118-220 |
118-220 |
118-220 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-300 |
120-210 |
119-048 |
|
R3 |
120-030 |
119-260 |
118-294 |
|
R2 |
119-080 |
119-080 |
118-270 |
|
R1 |
118-310 |
118-310 |
118-245 |
119-035 |
PP |
118-130 |
118-130 |
118-130 |
118-152 |
S1 |
118-040 |
118-040 |
118-195 |
118-085 |
S2 |
117-180 |
117-180 |
118-170 |
|
S3 |
116-230 |
117-090 |
118-146 |
|
S4 |
115-280 |
116-140 |
118-072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-220 |
117-270 |
0-270 |
0.7% |
0-000 |
0.0% |
100% |
True |
False |
1 |
10 |
118-220 |
117-100 |
1-120 |
1.2% |
0-000 |
0.0% |
100% |
True |
False |
1 |
20 |
118-220 |
115-280 |
2-260 |
2.4% |
0-000 |
0.0% |
100% |
True |
False |
1 |
40 |
118-300 |
115-280 |
3-020 |
2.6% |
0-000 |
0.0% |
92% |
False |
False |
1 |
60 |
118-300 |
114-050 |
4-250 |
4.0% |
0-000 |
0.0% |
95% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-220 |
2.618 |
118-220 |
1.618 |
118-220 |
1.000 |
118-220 |
0.618 |
118-220 |
HIGH |
118-220 |
0.618 |
118-220 |
0.500 |
118-220 |
0.382 |
118-220 |
LOW |
118-220 |
0.618 |
118-220 |
1.000 |
118-220 |
1.618 |
118-220 |
2.618 |
118-220 |
4.250 |
118-220 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
118-220 |
118-180 |
PP |
118-220 |
118-140 |
S1 |
118-220 |
118-100 |
|