ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-000 |
119-075 |
0-075 |
0.2% |
119-040 |
| High |
119-145 |
119-130 |
-0-015 |
0.0% |
119-150 |
| Low |
118-280 |
118-210 |
-0-070 |
-0.2% |
118-090 |
| Close |
119-070 |
118-245 |
-0-145 |
-0.4% |
118-310 |
| Range |
0-185 |
0-240 |
0-055 |
29.7% |
1-060 |
| ATR |
0-241 |
0-241 |
0-000 |
0.0% |
0-000 |
| Volume |
800,454 |
1,109,023 |
308,569 |
38.5% |
5,171,605 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-062 |
120-233 |
119-057 |
|
| R3 |
120-142 |
119-313 |
118-311 |
|
| R2 |
119-222 |
119-222 |
118-289 |
|
| R1 |
119-073 |
119-073 |
118-267 |
119-028 |
| PP |
118-302 |
118-302 |
118-302 |
118-279 |
| S1 |
118-153 |
118-153 |
118-223 |
118-108 |
| S2 |
118-062 |
118-062 |
118-201 |
|
| S3 |
117-142 |
117-233 |
118-179 |
|
| S4 |
116-222 |
116-313 |
118-113 |
|
|
| 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% |
0-219 |
0.6% |
41% |
False |
False |
1,065,394 |
| 10 |
120-145 |
118-090 |
2-055 |
1.8% |
0-210 |
0.6% |
22% |
False |
False |
1,031,717 |
| 20 |
121-265 |
118-085 |
3-180 |
3.0% |
0-263 |
0.7% |
14% |
False |
False |
1,172,717 |
| 40 |
121-265 |
116-040 |
5-225 |
4.8% |
0-246 |
0.6% |
46% |
False |
False |
843,798 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-234 |
0.6% |
46% |
False |
False |
563,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-190 |
|
2.618 |
121-118 |
|
1.618 |
120-198 |
|
1.000 |
120-050 |
|
0.618 |
119-278 |
|
HIGH |
119-130 |
|
0.618 |
119-038 |
|
0.500 |
119-010 |
|
0.382 |
118-302 |
|
LOW |
118-210 |
|
0.618 |
118-062 |
|
1.000 |
117-290 |
|
1.618 |
117-142 |
|
2.618 |
116-222 |
|
4.250 |
115-150 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-010 |
118-278 |
| PP |
118-302 |
118-267 |
| S1 |
118-273 |
118-256 |
|