ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
121-020 |
120-285 |
-0-055 |
-0.1% |
120-245 |
High |
121-155 |
121-095 |
-0-060 |
-0.2% |
121-155 |
Low |
120-250 |
120-065 |
-0-185 |
-0.5% |
120-005 |
Close |
120-275 |
120-190 |
-0-085 |
-0.2% |
120-275 |
Range |
0-225 |
1-030 |
0-125 |
55.6% |
1-150 |
ATR |
0-295 |
0-298 |
0-004 |
1.3% |
0-000 |
Volume |
1,098,178 |
1,123,821 |
25,643 |
2.3% |
5,189,556 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-313 |
123-122 |
121-062 |
|
R3 |
122-283 |
122-092 |
120-286 |
|
R2 |
121-253 |
121-253 |
120-254 |
|
R1 |
121-062 |
121-062 |
120-222 |
120-302 |
PP |
120-223 |
120-223 |
120-223 |
120-184 |
S1 |
120-032 |
120-032 |
120-158 |
119-272 |
S2 |
119-193 |
119-193 |
120-126 |
|
S3 |
118-163 |
119-002 |
120-094 |
|
S4 |
117-133 |
117-292 |
119-318 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-062 |
124-158 |
121-214 |
|
R3 |
123-232 |
123-008 |
121-084 |
|
R2 |
122-082 |
122-082 |
121-041 |
|
R1 |
121-178 |
121-178 |
120-318 |
121-290 |
PP |
120-252 |
120-252 |
120-252 |
120-308 |
S1 |
120-028 |
120-028 |
120-232 |
120-140 |
S2 |
119-102 |
119-102 |
120-189 |
|
S3 |
117-272 |
118-198 |
120-146 |
|
S4 |
116-122 |
117-048 |
120-016 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-155 |
120-005 |
1-150 |
1.2% |
0-257 |
0.7% |
39% |
False |
False |
1,110,377 |
10 |
121-155 |
119-045 |
2-110 |
1.9% |
0-278 |
0.7% |
62% |
False |
False |
1,087,305 |
20 |
121-155 |
118-285 |
2-190 |
2.2% |
0-281 |
0.7% |
66% |
False |
False |
781,435 |
40 |
124-300 |
118-170 |
6-130 |
5.3% |
1-000 |
0.8% |
32% |
False |
False |
830,377 |
60 |
127-080 |
118-170 |
8-230 |
7.2% |
0-300 |
0.8% |
24% |
False |
False |
557,049 |
80 |
127-080 |
118-170 |
8-230 |
7.2% |
0-265 |
0.7% |
24% |
False |
False |
418,144 |
100 |
127-080 |
118-170 |
8-230 |
7.2% |
0-232 |
0.6% |
24% |
False |
False |
334,520 |
120 |
127-080 |
118-170 |
8-230 |
7.2% |
0-196 |
0.5% |
24% |
False |
False |
278,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-302 |
2.618 |
124-051 |
1.618 |
123-021 |
1.000 |
122-125 |
0.618 |
121-311 |
HIGH |
121-095 |
0.618 |
120-281 |
0.500 |
120-240 |
0.382 |
120-199 |
LOW |
120-065 |
0.618 |
119-169 |
1.000 |
119-035 |
1.618 |
118-139 |
2.618 |
117-109 |
4.250 |
115-178 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
120-240 |
120-270 |
PP |
120-223 |
120-243 |
S1 |
120-207 |
120-217 |
|