ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-115 |
118-150 |
0-035 |
0.1% |
119-000 |
| High |
118-225 |
118-155 |
-0-070 |
-0.2% |
119-145 |
| Low |
118-040 |
117-295 |
-0-065 |
-0.2% |
117-295 |
| Close |
118-150 |
118-120 |
-0-030 |
-0.1% |
118-120 |
| Range |
0-185 |
0-180 |
-0-005 |
-2.7% |
1-170 |
| ATR |
0-233 |
0-229 |
-0-004 |
-1.6% |
0-000 |
| Volume |
1,265,802 |
899,790 |
-366,012 |
-28.9% |
5,104,842 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-303 |
119-232 |
118-219 |
|
| R3 |
119-123 |
119-052 |
118-170 |
|
| R2 |
118-263 |
118-263 |
118-153 |
|
| R1 |
118-192 |
118-192 |
118-136 |
118-138 |
| PP |
118-083 |
118-083 |
118-083 |
118-056 |
| S1 |
118-012 |
118-012 |
118-104 |
117-278 |
| S2 |
117-223 |
117-223 |
118-087 |
|
| S3 |
117-043 |
117-152 |
118-070 |
|
| S4 |
116-183 |
116-292 |
118-021 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-057 |
122-098 |
119-070 |
|
| R3 |
121-207 |
120-248 |
118-255 |
|
| R2 |
120-037 |
120-037 |
118-210 |
|
| R1 |
119-078 |
119-078 |
118-165 |
118-292 |
| PP |
118-187 |
118-187 |
118-187 |
118-134 |
| S1 |
117-228 |
117-228 |
118-075 |
117-122 |
| S2 |
117-017 |
117-017 |
118-030 |
|
| S3 |
115-167 |
116-058 |
117-305 |
|
| S4 |
113-317 |
114-208 |
117-170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-145 |
117-295 |
1-170 |
1.3% |
0-194 |
0.5% |
30% |
False |
True |
1,020,968 |
| 10 |
119-150 |
117-295 |
1-175 |
1.3% |
0-198 |
0.5% |
29% |
False |
True |
1,027,644 |
| 20 |
121-265 |
117-295 |
3-290 |
3.3% |
0-250 |
0.7% |
12% |
False |
True |
1,143,768 |
| 40 |
121-265 |
116-170 |
5-095 |
4.5% |
0-239 |
0.6% |
35% |
False |
False |
922,893 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-236 |
0.6% |
39% |
False |
False |
616,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-280 |
|
2.618 |
119-306 |
|
1.618 |
119-126 |
|
1.000 |
119-015 |
|
0.618 |
118-266 |
|
HIGH |
118-155 |
|
0.618 |
118-086 |
|
0.500 |
118-065 |
|
0.382 |
118-044 |
|
LOW |
117-295 |
|
0.618 |
117-184 |
|
1.000 |
117-115 |
|
1.618 |
117-004 |
|
2.618 |
116-144 |
|
4.250 |
115-170 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-102 |
118-125 |
| PP |
118-083 |
118-123 |
| S1 |
118-065 |
118-122 |
|