ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-075 |
-0-075 |
-0.2% |
119-000 |
| High |
118-155 |
118-180 |
0-025 |
0.1% |
119-145 |
| Low |
117-295 |
118-020 |
0-045 |
0.1% |
117-295 |
| Close |
118-120 |
118-145 |
0-025 |
0.1% |
118-120 |
| Range |
0-180 |
0-160 |
-0-020 |
-11.1% |
1-170 |
| ATR |
0-229 |
0-224 |
-0-005 |
-2.2% |
0-000 |
| Volume |
899,790 |
706,225 |
-193,565 |
-21.5% |
5,104,842 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-275 |
119-210 |
118-233 |
|
| R3 |
119-115 |
119-050 |
118-189 |
|
| R2 |
118-275 |
118-275 |
118-174 |
|
| R1 |
118-210 |
118-210 |
118-160 |
118-242 |
| PP |
118-115 |
118-115 |
118-115 |
118-131 |
| S1 |
118-050 |
118-050 |
118-130 |
118-082 |
| S2 |
117-275 |
117-275 |
118-116 |
|
| S3 |
117-115 |
117-210 |
118-101 |
|
| S4 |
116-275 |
117-050 |
118-057 |
|
|
| 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 |
119-130 |
117-295 |
1-155 |
1.3% |
0-189 |
0.5% |
36% |
False |
False |
1,002,122 |
| 10 |
119-150 |
117-295 |
1-175 |
1.3% |
0-200 |
0.5% |
34% |
False |
False |
1,016,048 |
| 20 |
121-265 |
117-295 |
3-290 |
3.3% |
0-244 |
0.6% |
14% |
False |
False |
1,121,391 |
| 40 |
121-265 |
116-230 |
5-035 |
4.3% |
0-236 |
0.6% |
34% |
False |
False |
940,231 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-235 |
0.6% |
41% |
False |
False |
628,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-220 |
|
2.618 |
119-279 |
|
1.618 |
119-119 |
|
1.000 |
119-020 |
|
0.618 |
118-279 |
|
HIGH |
118-180 |
|
0.618 |
118-119 |
|
0.500 |
118-100 |
|
0.382 |
118-081 |
|
LOW |
118-020 |
|
0.618 |
117-241 |
|
1.000 |
117-180 |
|
1.618 |
117-081 |
|
2.618 |
116-241 |
|
4.250 |
115-300 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-130 |
118-130 |
| PP |
118-115 |
118-115 |
| S1 |
118-100 |
118-100 |
|