ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
118-220 |
118-250 |
0-030 |
0.1% |
117-270 |
| High |
118-220 |
118-250 |
0-030 |
0.1% |
118-220 |
| Low |
118-220 |
118-250 |
0-030 |
0.1% |
117-270 |
| Close |
118-220 |
118-250 |
0-030 |
0.1% |
118-220 |
| Range |
|
|
|
|
|
| ATR |
0-092 |
0-088 |
-0-004 |
-4.8% |
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-250 |
118-250 |
118-250 |
|
| R3 |
118-250 |
118-250 |
118-250 |
|
| R2 |
118-250 |
118-250 |
118-250 |
|
| R1 |
118-250 |
118-250 |
118-250 |
118-250 |
| PP |
118-250 |
118-250 |
118-250 |
118-250 |
| S1 |
118-250 |
118-250 |
118-250 |
118-250 |
| S2 |
118-250 |
118-250 |
118-250 |
|
| S3 |
118-250 |
118-250 |
118-250 |
|
| S4 |
118-250 |
118-250 |
118-250 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-300 |
120-210 |
119-048 |
|
| R3 |
120-030 |
119-260 |
118-294 |
|
| R2 |
119-080 |
119-080 |
118-270 |
|
| R1 |
118-310 |
118-310 |
118-245 |
119-035 |
| PP |
118-130 |
118-130 |
118-130 |
118-152 |
| S1 |
118-040 |
118-040 |
118-195 |
118-085 |
| S2 |
117-180 |
117-180 |
118-170 |
|
| S3 |
116-230 |
117-090 |
118-146 |
|
| S4 |
115-280 |
116-140 |
118-072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-250 |
117-300 |
0-270 |
0.7% |
0-000 |
0.0% |
100% |
True |
False |
1 |
| 10 |
118-250 |
117-130 |
1-120 |
1.2% |
0-000 |
0.0% |
100% |
True |
False |
1 |
| 20 |
118-250 |
115-280 |
2-290 |
2.4% |
0-000 |
0.0% |
100% |
True |
False |
1 |
| 40 |
118-300 |
115-280 |
3-020 |
2.6% |
0-000 |
0.0% |
95% |
False |
False |
1 |
| 60 |
118-300 |
114-050 |
4-250 |
4.0% |
0-000 |
0.0% |
97% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-250 |
|
2.618 |
118-250 |
|
1.618 |
118-250 |
|
1.000 |
118-250 |
|
0.618 |
118-250 |
|
HIGH |
118-250 |
|
0.618 |
118-250 |
|
0.500 |
118-250 |
|
0.382 |
118-250 |
|
LOW |
118-250 |
|
0.618 |
118-250 |
|
1.000 |
118-250 |
|
1.618 |
118-250 |
|
2.618 |
118-250 |
|
4.250 |
118-250 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-250 |
118-220 |
| PP |
118-250 |
118-190 |
| S1 |
118-250 |
118-160 |
|