ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
120-090 |
120-230 |
0-140 |
0.4% |
119-255 |
| High |
120-250 |
120-235 |
-0-015 |
0.0% |
120-115 |
| Low |
120-070 |
120-045 |
-0-025 |
-0.1% |
119-165 |
| Close |
120-215 |
120-135 |
-0-080 |
-0.2% |
119-315 |
| Range |
0-180 |
0-190 |
0-010 |
5.6% |
0-270 |
| ATR |
0-210 |
0-208 |
-0-001 |
-0.7% |
0-000 |
| Volume |
768,885 |
891,934 |
123,049 |
16.0% |
3,764,191 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-068 |
121-292 |
120-240 |
|
| R3 |
121-198 |
121-102 |
120-187 |
|
| R2 |
121-008 |
121-008 |
120-170 |
|
| R1 |
120-232 |
120-232 |
120-152 |
120-185 |
| PP |
120-138 |
120-138 |
120-138 |
120-115 |
| S1 |
120-042 |
120-042 |
120-118 |
119-315 |
| S2 |
119-268 |
119-268 |
120-100 |
|
| S3 |
119-078 |
119-172 |
120-083 |
|
| S4 |
118-208 |
118-302 |
120-030 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-155 |
122-025 |
120-144 |
|
| R3 |
121-205 |
121-075 |
120-069 |
|
| R2 |
120-255 |
120-255 |
120-044 |
|
| R1 |
120-125 |
120-125 |
120-020 |
120-190 |
| PP |
119-305 |
119-305 |
119-305 |
120-018 |
| S1 |
119-175 |
119-175 |
119-290 |
119-240 |
| S2 |
119-035 |
119-035 |
119-266 |
|
| S3 |
118-085 |
118-225 |
119-241 |
|
| S4 |
117-135 |
117-275 |
119-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-250 |
119-240 |
1-010 |
0.9% |
0-157 |
0.4% |
65% |
False |
False |
761,687 |
| 10 |
120-250 |
118-240 |
2-010 |
1.7% |
0-190 |
0.5% |
82% |
False |
False |
958,720 |
| 20 |
120-250 |
117-295 |
2-275 |
2.4% |
0-202 |
0.5% |
87% |
False |
False |
1,002,800 |
| 40 |
121-265 |
117-180 |
4-085 |
3.5% |
0-238 |
0.6% |
67% |
False |
False |
1,102,279 |
| 60 |
121-265 |
116-040 |
5-225 |
4.7% |
0-233 |
0.6% |
75% |
False |
False |
808,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-082 |
|
2.618 |
122-092 |
|
1.618 |
121-222 |
|
1.000 |
121-105 |
|
0.618 |
121-032 |
|
HIGH |
120-235 |
|
0.618 |
120-162 |
|
0.500 |
120-140 |
|
0.382 |
120-118 |
|
LOW |
120-045 |
|
0.618 |
119-248 |
|
1.000 |
119-175 |
|
1.618 |
119-058 |
|
2.618 |
118-188 |
|
4.250 |
117-198 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-140 |
120-128 |
| PP |
120-138 |
120-122 |
| S1 |
120-137 |
120-115 |
|