ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
117-300 |
118-070 |
0-090 |
0.2% |
117-210 |
| High |
117-300 |
118-070 |
0-090 |
0.2% |
117-230 |
| Low |
117-300 |
118-070 |
0-090 |
0.2% |
117-130 |
| Close |
117-300 |
118-160 |
0-180 |
0.5% |
117-160 |
| Range |
|
|
|
|
|
| ATR |
0-095 |
0-094 |
0-000 |
-0.4% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-100 |
118-130 |
118-160 |
|
| R3 |
118-100 |
118-130 |
118-160 |
|
| R2 |
118-100 |
118-100 |
118-160 |
|
| R1 |
118-130 |
118-130 |
118-160 |
118-115 |
| PP |
118-100 |
118-100 |
118-100 |
118-092 |
| S1 |
118-130 |
118-130 |
118-160 |
118-115 |
| S2 |
118-100 |
118-100 |
118-160 |
|
| S3 |
118-100 |
118-130 |
118-160 |
|
| S4 |
118-100 |
118-130 |
118-160 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-153 |
118-097 |
117-215 |
|
| R3 |
118-053 |
117-317 |
117-188 |
|
| R2 |
117-273 |
117-273 |
117-178 |
|
| R1 |
117-217 |
117-217 |
117-169 |
117-195 |
| PP |
117-173 |
117-173 |
117-173 |
117-162 |
| S1 |
117-117 |
117-117 |
117-151 |
117-095 |
| S2 |
117-073 |
117-073 |
117-142 |
|
| S3 |
116-293 |
117-017 |
117-132 |
|
| S4 |
116-193 |
116-237 |
117-105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-070 |
117-160 |
0-230 |
0.6% |
0-000 |
0.0% |
139% |
True |
False |
2 |
| 10 |
118-070 |
116-220 |
1-170 |
1.3% |
0-000 |
0.0% |
118% |
True |
False |
2 |
| 20 |
118-070 |
115-280 |
2-110 |
2.0% |
0-000 |
0.0% |
112% |
True |
False |
2 |
| 40 |
118-300 |
115-210 |
3-090 |
2.8% |
0-000 |
0.0% |
87% |
False |
False |
2 |
| 60 |
118-300 |
114-050 |
4-250 |
4.0% |
0-000 |
0.0% |
91% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-070 |
|
2.618 |
118-070 |
|
1.618 |
118-070 |
|
1.000 |
118-070 |
|
0.618 |
118-070 |
|
HIGH |
118-070 |
|
0.618 |
118-070 |
|
0.500 |
118-070 |
|
0.382 |
118-070 |
|
LOW |
118-070 |
|
0.618 |
118-070 |
|
1.000 |
118-070 |
|
1.618 |
118-070 |
|
2.618 |
118-070 |
|
4.250 |
118-070 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-130 |
118-115 |
| PP |
118-100 |
118-070 |
| S1 |
118-070 |
118-025 |
|