ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
118-065 |
118-150 |
0-085 |
0.2% |
118-195 |
High |
118-295 |
118-245 |
-0-050 |
-0.1% |
118-295 |
Low |
118-050 |
118-095 |
0-045 |
0.1% |
117-220 |
Close |
118-160 |
118-200 |
0-040 |
0.1% |
118-160 |
Range |
0-245 |
0-150 |
-0-095 |
-38.8% |
1-075 |
ATR |
0-280 |
0-270 |
-0-009 |
-3.3% |
0-000 |
Volume |
1,200,299 |
783,579 |
-416,720 |
-34.7% |
5,827,565 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-310 |
119-245 |
118-282 |
|
R3 |
119-160 |
119-095 |
118-241 |
|
R2 |
119-010 |
119-010 |
118-228 |
|
R1 |
118-265 |
118-265 |
118-214 |
118-298 |
PP |
118-180 |
118-180 |
118-180 |
118-196 |
S1 |
118-115 |
118-115 |
118-186 |
118-148 |
S2 |
118-030 |
118-030 |
118-172 |
|
S3 |
117-200 |
117-285 |
118-159 |
|
S4 |
117-050 |
117-135 |
118-118 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-023 |
121-167 |
119-057 |
|
R3 |
120-268 |
120-092 |
118-269 |
|
R2 |
119-193 |
119-193 |
118-232 |
|
R1 |
119-017 |
119-017 |
118-196 |
118-228 |
PP |
118-118 |
118-118 |
118-118 |
118-064 |
S1 |
117-262 |
117-262 |
118-124 |
117-152 |
S2 |
117-043 |
117-043 |
118-088 |
|
S3 |
115-288 |
116-187 |
118-051 |
|
S4 |
114-213 |
115-112 |
117-263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-295 |
117-220 |
1-075 |
1.0% |
0-246 |
0.6% |
76% |
False |
False |
1,140,380 |
10 |
120-280 |
117-220 |
3-060 |
2.7% |
0-264 |
0.7% |
29% |
False |
False |
1,175,503 |
20 |
121-145 |
117-220 |
3-245 |
3.2% |
0-267 |
0.7% |
25% |
False |
False |
1,139,202 |
40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-273 |
0.7% |
25% |
False |
False |
951,519 |
60 |
124-300 |
117-220 |
7-080 |
6.1% |
0-300 |
0.8% |
13% |
False |
False |
915,047 |
80 |
127-080 |
117-220 |
9-180 |
8.1% |
0-289 |
0.8% |
10% |
False |
False |
688,586 |
100 |
127-080 |
117-220 |
9-180 |
8.1% |
0-264 |
0.7% |
10% |
False |
False |
551,118 |
120 |
127-080 |
117-220 |
9-180 |
8.1% |
0-235 |
0.6% |
10% |
False |
False |
459,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-242 |
2.618 |
119-318 |
1.618 |
119-168 |
1.000 |
119-075 |
0.618 |
119-018 |
HIGH |
118-245 |
0.618 |
118-188 |
0.500 |
118-170 |
0.382 |
118-152 |
LOW |
118-095 |
0.618 |
118-002 |
1.000 |
117-265 |
1.618 |
117-172 |
2.618 |
117-022 |
4.250 |
116-098 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
118-190 |
118-183 |
PP |
118-180 |
118-167 |
S1 |
118-170 |
118-150 |
|