ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-210 |
117-280 |
-0-250 |
-0.7% |
121-100 |
| High |
118-235 |
118-220 |
-0-015 |
0.0% |
121-145 |
| Low |
117-260 |
117-220 |
-0-040 |
-0.1% |
118-125 |
| Close |
117-315 |
118-185 |
0-190 |
0.5% |
118-185 |
| Range |
0-295 |
1-000 |
0-025 |
8.5% |
3-020 |
| ATR |
0-284 |
0-286 |
0-003 |
0.9% |
0-000 |
| Volume |
1,068,875 |
1,405,762 |
336,887 |
31.5% |
6,104,672 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-102 |
120-303 |
119-041 |
|
| R3 |
120-102 |
119-303 |
118-273 |
|
| R2 |
119-102 |
119-102 |
118-244 |
|
| R1 |
118-303 |
118-303 |
118-214 |
119-042 |
| PP |
118-102 |
118-102 |
118-102 |
118-131 |
| S1 |
117-303 |
117-303 |
118-156 |
118-042 |
| S2 |
117-102 |
117-102 |
118-126 |
|
| S3 |
116-102 |
116-303 |
118-097 |
|
| S4 |
115-102 |
115-303 |
118-009 |
|
|
| 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 |
119-315 |
117-220 |
2-095 |
1.9% |
0-288 |
0.8% |
39% |
False |
True |
1,261,448 |
| 10 |
121-145 |
117-220 |
3-245 |
3.2% |
0-292 |
0.8% |
24% |
False |
True |
1,211,333 |
| 20 |
121-155 |
117-220 |
3-255 |
3.2% |
0-271 |
0.7% |
23% |
False |
True |
1,149,556 |
| 40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-290 |
0.8% |
23% |
False |
True |
958,640 |
| 60 |
124-310 |
117-220 |
7-090 |
6.1% |
0-306 |
0.8% |
12% |
False |
True |
862,260 |
| 80 |
127-080 |
117-220 |
9-180 |
8.1% |
0-288 |
0.8% |
9% |
False |
True |
648,447 |
| 100 |
127-080 |
117-220 |
9-180 |
8.1% |
0-265 |
0.7% |
9% |
False |
True |
518,846 |
| 120 |
127-080 |
117-220 |
9-180 |
8.1% |
0-230 |
0.6% |
9% |
False |
True |
432,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-300 |
|
2.618 |
121-098 |
|
1.618 |
120-098 |
|
1.000 |
119-220 |
|
0.618 |
119-098 |
|
HIGH |
118-220 |
|
0.618 |
118-098 |
|
0.500 |
118-060 |
|
0.382 |
118-022 |
|
LOW |
117-220 |
|
0.618 |
117-022 |
|
1.000 |
116-220 |
|
1.618 |
116-022 |
|
2.618 |
115-022 |
|
4.250 |
113-140 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-143 |
118-146 |
| PP |
118-102 |
118-107 |
| S1 |
118-060 |
118-068 |
|