ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-075 |
118-090 |
0-015 |
0.0% |
119-000 |
| High |
118-180 |
119-095 |
0-235 |
0.6% |
119-145 |
| Low |
118-020 |
118-080 |
0-060 |
0.2% |
117-295 |
| Close |
118-145 |
119-030 |
0-205 |
0.5% |
118-120 |
| Range |
0-160 |
1-015 |
0-175 |
109.4% |
1-170 |
| ATR |
0-224 |
0-232 |
0-008 |
3.5% |
0-000 |
| Volume |
706,225 |
1,240,244 |
534,019 |
75.6% |
5,104,842 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-007 |
121-193 |
119-214 |
|
| R3 |
120-312 |
120-178 |
119-122 |
|
| R2 |
119-297 |
119-297 |
119-091 |
|
| R1 |
119-163 |
119-163 |
119-061 |
119-230 |
| PP |
118-282 |
118-282 |
118-282 |
118-315 |
| S1 |
118-148 |
118-148 |
118-319 |
118-215 |
| S2 |
117-267 |
117-267 |
118-289 |
|
| S3 |
116-252 |
117-133 |
118-258 |
|
| S4 |
115-237 |
116-118 |
118-166 |
|
|
| 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 |
119-095 |
117-295 |
1-120 |
1.2% |
0-208 |
0.5% |
85% |
True |
False |
1,028,366 |
| 10 |
119-150 |
117-295 |
1-175 |
1.3% |
0-214 |
0.6% |
76% |
False |
False |
1,046,880 |
| 20 |
121-265 |
117-295 |
3-290 |
3.3% |
0-238 |
0.6% |
30% |
False |
False |
1,100,718 |
| 40 |
121-265 |
116-230 |
5-035 |
4.3% |
0-241 |
0.6% |
46% |
False |
False |
970,932 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-239 |
0.6% |
52% |
False |
False |
649,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-239 |
|
2.618 |
122-012 |
|
1.618 |
120-317 |
|
1.000 |
120-110 |
|
0.618 |
119-302 |
|
HIGH |
119-095 |
|
0.618 |
118-287 |
|
0.500 |
118-248 |
|
0.382 |
118-208 |
|
LOW |
118-080 |
|
0.618 |
117-193 |
|
1.000 |
117-065 |
|
1.618 |
116-178 |
|
2.618 |
115-163 |
|
4.250 |
113-256 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-316 |
118-298 |
| PP |
118-282 |
118-247 |
| S1 |
118-248 |
118-195 |
|