ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
119-110 |
118-195 |
-0-235 |
-0.6% |
121-100 |
High |
119-225 |
118-225 |
-1-000 |
-0.8% |
121-145 |
Low |
118-125 |
118-070 |
-0-055 |
-0.1% |
118-125 |
Close |
118-185 |
118-195 |
0-010 |
0.0% |
118-185 |
Range |
1-100 |
0-155 |
-0-265 |
-63.1% |
3-020 |
ATR |
0-293 |
0-283 |
-0-010 |
-3.4% |
0-000 |
Volume |
1,597,389 |
909,243 |
-688,146 |
-43.1% |
6,104,672 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-308 |
119-247 |
118-280 |
|
R3 |
119-153 |
119-092 |
118-238 |
|
R2 |
118-318 |
118-318 |
118-223 |
|
R1 |
118-257 |
118-257 |
118-209 |
118-272 |
PP |
118-163 |
118-163 |
118-163 |
118-171 |
S1 |
118-102 |
118-102 |
118-181 |
118-118 |
S2 |
118-008 |
118-008 |
118-167 |
|
S3 |
117-173 |
117-267 |
118-152 |
|
S4 |
117-018 |
117-112 |
118-110 |
|
|
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 |
120-280 |
118-070 |
2-210 |
2.2% |
0-281 |
0.7% |
15% |
False |
True |
1,210,626 |
10 |
121-145 |
118-070 |
3-075 |
2.7% |
0-282 |
0.7% |
12% |
False |
True |
1,191,346 |
20 |
121-155 |
118-070 |
3-085 |
2.8% |
0-259 |
0.7% |
12% |
False |
True |
1,113,584 |
40 |
121-155 |
118-070 |
3-085 |
2.8% |
0-296 |
0.8% |
12% |
False |
True |
941,785 |
60 |
126-110 |
118-070 |
8-040 |
6.9% |
0-308 |
0.8% |
5% |
False |
True |
821,298 |
80 |
127-080 |
118-070 |
9-010 |
7.6% |
0-287 |
0.8% |
4% |
False |
True |
617,563 |
100 |
127-080 |
118-070 |
9-010 |
7.6% |
0-260 |
0.7% |
4% |
False |
True |
494,100 |
120 |
127-080 |
118-070 |
9-010 |
7.6% |
0-225 |
0.6% |
4% |
False |
True |
411,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-244 |
2.618 |
119-311 |
1.618 |
119-156 |
1.000 |
119-060 |
0.618 |
119-001 |
HIGH |
118-225 |
0.618 |
118-166 |
0.500 |
118-148 |
0.382 |
118-129 |
LOW |
118-070 |
0.618 |
117-294 |
1.000 |
117-235 |
1.618 |
117-139 |
2.618 |
116-304 |
4.250 |
116-051 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
118-179 |
119-032 |
PP |
118-163 |
118-300 |
S1 |
118-148 |
118-248 |
|