ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-160 |
0-010 |
0.0% |
118-195 |
| High |
118-245 |
118-250 |
0-005 |
0.0% |
118-295 |
| Low |
118-095 |
118-070 |
-0-025 |
-0.1% |
117-220 |
| Close |
118-200 |
118-205 |
0-005 |
0.0% |
118-160 |
| Range |
0-150 |
0-180 |
0-030 |
20.0% |
1-075 |
| ATR |
0-270 |
0-264 |
-0-006 |
-2.4% |
0-000 |
| Volume |
783,579 |
1,056,525 |
272,946 |
34.8% |
5,827,565 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-075 |
120-000 |
118-304 |
|
| R3 |
119-215 |
119-140 |
118-254 |
|
| R2 |
119-035 |
119-035 |
118-238 |
|
| R1 |
118-280 |
118-280 |
118-222 |
118-318 |
| PP |
118-175 |
118-175 |
118-175 |
118-194 |
| S1 |
118-100 |
118-100 |
118-188 |
118-138 |
| S2 |
117-315 |
117-315 |
118-172 |
|
| S3 |
117-135 |
117-240 |
118-156 |
|
| S4 |
116-275 |
117-060 |
118-106 |
|
|
| 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% |
0-223 |
0.6% |
77% |
False |
False |
1,137,910 |
| 10 |
120-225 |
117-220 |
3-005 |
2.5% |
0-256 |
0.7% |
32% |
False |
False |
1,173,300 |
| 20 |
121-145 |
117-220 |
3-245 |
3.2% |
0-258 |
0.7% |
25% |
False |
False |
1,135,837 |
| 40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-270 |
0.7% |
25% |
False |
False |
958,636 |
| 60 |
124-300 |
117-220 |
7-080 |
6.1% |
0-299 |
0.8% |
13% |
False |
False |
932,197 |
| 80 |
127-080 |
117-220 |
9-180 |
8.1% |
0-289 |
0.8% |
10% |
False |
False |
701,746 |
| 100 |
127-080 |
117-220 |
9-180 |
8.1% |
0-264 |
0.7% |
10% |
False |
False |
561,683 |
| 120 |
127-080 |
117-220 |
9-180 |
8.1% |
0-236 |
0.6% |
10% |
False |
False |
468,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-055 |
|
2.618 |
120-081 |
|
1.618 |
119-221 |
|
1.000 |
119-110 |
|
0.618 |
119-041 |
|
HIGH |
118-250 |
|
0.618 |
118-181 |
|
0.500 |
118-160 |
|
0.382 |
118-139 |
|
LOW |
118-070 |
|
0.618 |
117-279 |
|
1.000 |
117-210 |
|
1.618 |
117-099 |
|
2.618 |
116-239 |
|
4.250 |
115-265 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-190 |
118-194 |
| PP |
118-175 |
118-183 |
| S1 |
118-160 |
118-172 |
|