ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
119-290 |
119-110 |
-0-180 |
-0.5% |
121-100 |
| High |
119-315 |
119-225 |
-0-090 |
-0.2% |
121-145 |
| Low |
119-065 |
118-125 |
-0-260 |
-0.7% |
118-125 |
| Close |
119-140 |
118-185 |
-0-275 |
-0.7% |
118-185 |
| Range |
0-250 |
1-100 |
0-170 |
68.0% |
3-020 |
| ATR |
0-283 |
0-293 |
0-010 |
3.5% |
0-000 |
| Volume |
1,325,973 |
1,597,389 |
271,416 |
20.5% |
6,104,672 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-265 |
122-005 |
119-096 |
|
| R3 |
121-165 |
120-225 |
118-300 |
|
| R2 |
120-065 |
120-065 |
118-262 |
|
| R1 |
119-125 |
119-125 |
118-224 |
119-045 |
| PP |
118-285 |
118-285 |
118-285 |
118-245 |
| S1 |
118-025 |
118-025 |
118-146 |
117-265 |
| S2 |
117-185 |
117-185 |
118-108 |
|
| S3 |
116-085 |
116-245 |
118-070 |
|
| S4 |
114-305 |
115-145 |
117-274 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-212 |
126-218 |
120-084 |
|
| R3 |
125-192 |
123-198 |
119-134 |
|
| R2 |
122-172 |
122-172 |
119-045 |
|
| R1 |
120-178 |
120-178 |
118-275 |
120-005 |
| PP |
119-152 |
119-152 |
119-152 |
119-065 |
| S1 |
117-158 |
117-158 |
118-095 |
116-305 |
| S2 |
116-132 |
116-132 |
118-005 |
|
| S3 |
113-112 |
114-138 |
117-236 |
|
| S4 |
110-092 |
111-118 |
116-286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-145 |
118-125 |
3-020 |
2.6% |
0-304 |
0.8% |
6% |
False |
True |
1,220,934 |
| 10 |
121-145 |
118-125 |
3-020 |
2.6% |
0-285 |
0.8% |
6% |
False |
True |
1,173,353 |
| 20 |
121-155 |
118-125 |
3-030 |
2.6% |
0-273 |
0.7% |
6% |
False |
True |
1,139,443 |
| 40 |
121-155 |
118-125 |
3-030 |
2.6% |
0-299 |
0.8% |
6% |
False |
True |
950,072 |
| 60 |
126-110 |
118-125 |
7-305 |
6.7% |
0-311 |
0.8% |
2% |
False |
True |
806,329 |
| 80 |
127-080 |
118-125 |
8-275 |
7.5% |
0-287 |
0.8% |
2% |
False |
True |
606,215 |
| 100 |
127-080 |
118-125 |
8-275 |
7.5% |
0-260 |
0.7% |
2% |
False |
True |
485,007 |
| 120 |
127-080 |
118-125 |
8-275 |
7.5% |
0-224 |
0.6% |
2% |
False |
True |
404,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-090 |
|
2.618 |
123-045 |
|
1.618 |
121-265 |
|
1.000 |
121-005 |
|
0.618 |
120-165 |
|
HIGH |
119-225 |
|
0.618 |
119-065 |
|
0.500 |
119-015 |
|
0.382 |
118-285 |
|
LOW |
118-125 |
|
0.618 |
117-185 |
|
1.000 |
117-025 |
|
1.618 |
116-085 |
|
2.618 |
114-305 |
|
4.250 |
112-260 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-015 |
119-175 |
| PP |
118-285 |
119-072 |
| S1 |
118-235 |
118-288 |
|