ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-250 |
119-000 |
0-070 |
0.2% |
119-040 |
| High |
119-010 |
119-145 |
0-135 |
0.4% |
119-150 |
| Low |
118-090 |
118-280 |
0-190 |
0.5% |
118-090 |
| Close |
118-310 |
119-070 |
0-080 |
0.2% |
118-310 |
| Range |
0-240 |
0-185 |
-0-055 |
-22.9% |
1-060 |
| ATR |
0-245 |
0-241 |
-0-004 |
-1.8% |
0-000 |
| Volume |
1,189,760 |
800,454 |
-389,306 |
-32.7% |
5,171,605 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-293 |
120-207 |
119-172 |
|
| R3 |
120-108 |
120-022 |
119-121 |
|
| R2 |
119-243 |
119-243 |
119-104 |
|
| R1 |
119-157 |
119-157 |
119-087 |
119-200 |
| PP |
119-058 |
119-058 |
119-058 |
119-080 |
| S1 |
118-292 |
118-292 |
119-053 |
119-015 |
| S2 |
118-193 |
118-193 |
119-036 |
|
| S3 |
118-008 |
118-107 |
119-019 |
|
| S4 |
117-143 |
117-242 |
118-288 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-150 |
121-290 |
119-199 |
|
| R3 |
121-090 |
120-230 |
119-094 |
|
| R2 |
120-030 |
120-030 |
119-060 |
|
| R1 |
119-170 |
119-170 |
119-025 |
119-070 |
| PP |
118-290 |
118-290 |
118-290 |
118-240 |
| S1 |
118-110 |
118-110 |
118-275 |
118-010 |
| S2 |
117-230 |
117-230 |
118-240 |
|
| S3 |
116-170 |
117-050 |
118-206 |
|
| S4 |
115-110 |
115-310 |
118-101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-150 |
118-090 |
1-060 |
1.0% |
0-212 |
0.6% |
79% |
False |
False |
1,029,974 |
| 10 |
120-145 |
118-090 |
2-055 |
1.8% |
0-201 |
0.5% |
43% |
False |
False |
1,019,551 |
| 20 |
121-265 |
118-070 |
3-195 |
3.0% |
0-260 |
0.7% |
28% |
False |
False |
1,166,785 |
| 40 |
121-265 |
116-040 |
5-225 |
4.8% |
0-244 |
0.6% |
54% |
False |
False |
816,374 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-235 |
0.6% |
54% |
False |
False |
544,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-291 |
|
2.618 |
120-309 |
|
1.618 |
120-124 |
|
1.000 |
120-010 |
|
0.618 |
119-259 |
|
HIGH |
119-145 |
|
0.618 |
119-074 |
|
0.500 |
119-052 |
|
0.382 |
119-031 |
|
LOW |
118-280 |
|
0.618 |
118-166 |
|
1.000 |
118-095 |
|
1.618 |
117-301 |
|
2.618 |
117-116 |
|
4.250 |
116-134 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-064 |
119-033 |
| PP |
119-058 |
118-317 |
| S1 |
119-052 |
118-280 |
|