ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-030 |
119-110 |
0-080 |
0.2% |
119-000 |
| High |
119-135 |
119-245 |
0-110 |
0.3% |
119-145 |
| Low |
118-240 |
119-020 |
0-100 |
0.3% |
117-295 |
| Close |
119-125 |
119-065 |
-0-060 |
-0.2% |
118-120 |
| Range |
0-215 |
0-225 |
0-010 |
4.7% |
1-170 |
| ATR |
0-231 |
0-230 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,089,312 |
1,329,066 |
239,754 |
22.0% |
5,104,842 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-145 |
121-010 |
119-189 |
|
| R3 |
120-240 |
120-105 |
119-127 |
|
| R2 |
120-015 |
120-015 |
119-106 |
|
| R1 |
119-200 |
119-200 |
119-086 |
119-155 |
| PP |
119-110 |
119-110 |
119-110 |
119-088 |
| S1 |
118-295 |
118-295 |
119-044 |
118-250 |
| S2 |
118-205 |
118-205 |
119-024 |
|
| S3 |
117-300 |
118-070 |
119-003 |
|
| S4 |
117-075 |
117-165 |
118-261 |
|
|
| 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 |
119-245 |
117-295 |
1-270 |
1.5% |
0-223 |
0.6% |
69% |
True |
False |
1,052,927 |
| 10 |
119-245 |
117-295 |
1-270 |
1.5% |
0-214 |
0.6% |
69% |
True |
False |
1,065,944 |
| 20 |
121-040 |
117-295 |
3-065 |
2.7% |
0-213 |
0.6% |
40% |
False |
False |
1,049,483 |
| 40 |
121-265 |
117-050 |
4-215 |
3.9% |
0-243 |
0.6% |
44% |
False |
False |
1,029,983 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-240 |
0.6% |
54% |
False |
False |
689,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-241 |
|
2.618 |
121-194 |
|
1.618 |
120-289 |
|
1.000 |
120-150 |
|
0.618 |
120-064 |
|
HIGH |
119-245 |
|
0.618 |
119-159 |
|
0.500 |
119-132 |
|
0.382 |
119-106 |
|
LOW |
119-020 |
|
0.618 |
118-201 |
|
1.000 |
118-115 |
|
1.618 |
117-296 |
|
2.618 |
117-071 |
|
4.250 |
116-024 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-132 |
119-044 |
| PP |
119-110 |
119-023 |
| S1 |
119-088 |
119-002 |
|