ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-075 |
118-245 |
-0-150 |
-0.4% |
119-040 |
| High |
119-130 |
118-275 |
-0-175 |
-0.5% |
119-150 |
| Low |
118-210 |
118-095 |
-0-115 |
-0.3% |
118-090 |
| Close |
118-245 |
118-120 |
-0-125 |
-0.3% |
118-310 |
| Range |
0-240 |
0-180 |
-0-060 |
-25.0% |
1-060 |
| ATR |
0-241 |
0-236 |
-0-004 |
-1.8% |
0-000 |
| Volume |
1,109,023 |
1,029,773 |
-79,250 |
-7.1% |
5,171,605 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-063 |
119-272 |
118-219 |
|
| R3 |
119-203 |
119-092 |
118-170 |
|
| R2 |
119-023 |
119-023 |
118-153 |
|
| R1 |
118-232 |
118-232 |
118-136 |
118-198 |
| PP |
118-163 |
118-163 |
118-163 |
118-146 |
| S1 |
118-052 |
118-052 |
118-104 |
118-018 |
| S2 |
117-303 |
117-303 |
118-087 |
|
| S3 |
117-123 |
117-192 |
118-070 |
|
| S4 |
116-263 |
117-012 |
118-021 |
|
|
| 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% |
0-214 |
0.6% |
8% |
False |
False |
1,082,569 |
| 10 |
120-065 |
118-090 |
1-295 |
1.6% |
0-210 |
0.6% |
5% |
False |
False |
1,021,089 |
| 20 |
121-265 |
118-090 |
3-175 |
3.0% |
0-259 |
0.7% |
3% |
False |
False |
1,169,103 |
| 40 |
121-265 |
116-040 |
5-225 |
4.8% |
0-243 |
0.6% |
39% |
False |
False |
869,381 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-236 |
0.6% |
39% |
False |
False |
580,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-080 |
|
2.618 |
120-106 |
|
1.618 |
119-246 |
|
1.000 |
119-135 |
|
0.618 |
119-066 |
|
HIGH |
118-275 |
|
0.618 |
118-206 |
|
0.500 |
118-185 |
|
0.382 |
118-164 |
|
LOW |
118-095 |
|
0.618 |
117-304 |
|
1.000 |
117-235 |
|
1.618 |
117-124 |
|
2.618 |
116-264 |
|
4.250 |
115-290 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-185 |
118-280 |
| PP |
118-163 |
118-227 |
| S1 |
118-142 |
118-173 |
|