ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-255 |
120-035 |
0-100 |
0.3% |
118-075 |
| High |
120-080 |
120-115 |
0-035 |
0.1% |
119-295 |
| Low |
119-165 |
119-275 |
0-110 |
0.3% |
118-020 |
| Close |
120-060 |
120-080 |
0-020 |
0.1% |
119-260 |
| Range |
0-235 |
0-160 |
-0-075 |
-31.9% |
1-275 |
| ATR |
0-234 |
0-229 |
-0-005 |
-2.3% |
0-000 |
| Volume |
1,404,372 |
892,939 |
-511,433 |
-36.4% |
5,427,928 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-210 |
121-145 |
120-168 |
|
| R3 |
121-050 |
120-305 |
120-124 |
|
| R2 |
120-210 |
120-210 |
120-109 |
|
| R1 |
120-145 |
120-145 |
120-095 |
120-178 |
| PP |
120-050 |
120-050 |
120-050 |
120-066 |
| S1 |
119-305 |
119-305 |
120-065 |
120-018 |
| S2 |
119-210 |
119-210 |
120-051 |
|
| S3 |
119-050 |
119-145 |
120-036 |
|
| S4 |
118-210 |
118-305 |
119-312 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-270 |
124-060 |
120-267 |
|
| R3 |
122-315 |
122-105 |
120-104 |
|
| R2 |
121-040 |
121-040 |
120-049 |
|
| R1 |
120-150 |
120-150 |
119-315 |
120-255 |
| PP |
119-085 |
119-085 |
119-085 |
119-138 |
| S1 |
118-195 |
118-195 |
119-205 |
118-300 |
| S2 |
117-130 |
117-130 |
119-151 |
|
| S3 |
115-175 |
116-240 |
119-096 |
|
| S4 |
113-220 |
114-285 |
118-253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-115 |
118-240 |
1-195 |
1.3% |
0-223 |
0.6% |
93% |
True |
False |
1,155,754 |
| 10 |
120-115 |
117-295 |
2-140 |
2.0% |
0-216 |
0.6% |
96% |
True |
False |
1,092,060 |
| 20 |
120-145 |
117-295 |
2-170 |
2.1% |
0-213 |
0.6% |
92% |
False |
False |
1,061,888 |
| 40 |
121-265 |
117-180 |
4-085 |
3.5% |
0-240 |
0.6% |
63% |
False |
False |
1,111,229 |
| 60 |
121-265 |
116-040 |
5-225 |
4.7% |
0-240 |
0.6% |
72% |
False |
False |
745,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-155 |
|
2.618 |
121-214 |
|
1.618 |
121-054 |
|
1.000 |
120-275 |
|
0.618 |
120-214 |
|
HIGH |
120-115 |
|
0.618 |
120-054 |
|
0.500 |
120-035 |
|
0.382 |
120-016 |
|
LOW |
119-275 |
|
0.618 |
119-176 |
|
1.000 |
119-115 |
|
1.618 |
119-016 |
|
2.618 |
118-176 |
|
4.250 |
117-235 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-065 |
120-022 |
| PP |
120-050 |
119-283 |
| S1 |
120-035 |
119-225 |
|