ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
120-105 |
119-290 |
-0-135 |
-0.4% |
120-050 |
| High |
120-225 |
119-315 |
-0-230 |
-0.6% |
121-100 |
| Low |
119-225 |
119-065 |
-0-160 |
-0.4% |
119-280 |
| Close |
119-285 |
119-140 |
-0-145 |
-0.4% |
121-050 |
| Range |
1-000 |
0-250 |
-0-070 |
-21.9% |
1-140 |
| ATR |
0-285 |
0-283 |
-0-003 |
-0.9% |
0-000 |
| Volume |
1,141,970 |
1,325,973 |
184,003 |
16.1% |
5,628,858 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-142 |
119-278 |
|
| R3 |
121-033 |
120-212 |
119-209 |
|
| R2 |
120-103 |
120-103 |
119-186 |
|
| R1 |
119-282 |
119-282 |
119-163 |
119-228 |
| PP |
119-173 |
119-173 |
119-173 |
119-146 |
| S1 |
119-032 |
119-032 |
119-117 |
118-298 |
| S2 |
118-243 |
118-243 |
119-094 |
|
| S3 |
117-313 |
118-102 |
119-071 |
|
| S4 |
117-063 |
117-172 |
119-002 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-030 |
124-180 |
121-303 |
|
| R3 |
123-210 |
123-040 |
121-176 |
|
| R2 |
122-070 |
122-070 |
121-134 |
|
| R1 |
121-220 |
121-220 |
121-092 |
121-305 |
| PP |
120-250 |
120-250 |
120-250 |
120-292 |
| S1 |
120-080 |
120-080 |
121-008 |
120-165 |
| S2 |
119-110 |
119-110 |
120-286 |
|
| S3 |
117-290 |
118-260 |
120-244 |
|
| S4 |
116-150 |
117-120 |
120-117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-145 |
119-065 |
2-080 |
1.9% |
0-292 |
0.8% |
10% |
False |
True |
1,170,540 |
| 10 |
121-145 |
119-065 |
2-080 |
1.9% |
0-261 |
0.7% |
10% |
False |
True |
1,114,518 |
| 20 |
121-155 |
119-065 |
2-090 |
1.9% |
0-262 |
0.7% |
10% |
False |
True |
1,108,930 |
| 40 |
121-210 |
118-170 |
3-040 |
2.6% |
0-300 |
0.8% |
29% |
False |
False |
950,577 |
| 60 |
126-260 |
118-170 |
8-090 |
6.9% |
0-310 |
0.8% |
11% |
False |
False |
779,824 |
| 80 |
127-080 |
118-170 |
8-230 |
7.3% |
0-284 |
0.7% |
10% |
False |
False |
586,252 |
| 100 |
127-080 |
118-170 |
8-230 |
7.3% |
0-256 |
0.7% |
10% |
False |
False |
469,033 |
| 120 |
127-080 |
118-170 |
8-230 |
7.3% |
0-220 |
0.6% |
10% |
False |
False |
390,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-098 |
|
2.618 |
122-010 |
|
1.618 |
121-080 |
|
1.000 |
120-245 |
|
0.618 |
120-150 |
|
HIGH |
119-315 |
|
0.618 |
119-220 |
|
0.500 |
119-190 |
|
0.382 |
119-160 |
|
LOW |
119-065 |
|
0.618 |
118-230 |
|
1.000 |
118-135 |
|
1.618 |
117-300 |
|
2.618 |
117-050 |
|
4.250 |
115-282 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-190 |
120-012 |
| PP |
119-173 |
119-268 |
| S1 |
119-157 |
119-204 |
|