ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
118-160 |
118-220 |
0-060 |
0.2% |
118-195 |
High |
118-250 |
118-300 |
0-050 |
0.1% |
118-295 |
Low |
118-070 |
118-110 |
0-040 |
0.1% |
117-220 |
Close |
118-205 |
118-190 |
-0-015 |
0.0% |
118-160 |
Range |
0-180 |
0-190 |
0-010 |
5.6% |
1-075 |
ATR |
0-264 |
0-259 |
-0-005 |
-2.0% |
0-000 |
Volume |
1,056,525 |
1,393,391 |
336,866 |
31.9% |
5,827,565 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-130 |
120-030 |
118-294 |
|
R3 |
119-260 |
119-160 |
118-242 |
|
R2 |
119-070 |
119-070 |
118-225 |
|
R1 |
118-290 |
118-290 |
118-207 |
118-245 |
PP |
118-200 |
118-200 |
118-200 |
118-178 |
S1 |
118-100 |
118-100 |
118-173 |
118-055 |
S2 |
118-010 |
118-010 |
118-155 |
|
S3 |
117-140 |
117-230 |
118-138 |
|
S4 |
116-270 |
117-040 |
118-086 |
|
|
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 |
118-300 |
118-005 |
0-295 |
0.8% |
0-197 |
0.5% |
63% |
True |
False |
1,135,436 |
10 |
119-315 |
117-220 |
2-095 |
1.9% |
0-242 |
0.6% |
39% |
False |
False |
1,198,442 |
20 |
121-145 |
117-220 |
3-245 |
3.2% |
0-260 |
0.7% |
24% |
False |
False |
1,159,275 |
40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-267 |
0.7% |
24% |
False |
False |
975,670 |
60 |
124-300 |
117-220 |
7-080 |
6.1% |
0-300 |
0.8% |
13% |
False |
False |
954,495 |
80 |
127-080 |
117-220 |
9-180 |
8.1% |
0-290 |
0.8% |
9% |
False |
False |
719,143 |
100 |
127-080 |
117-220 |
9-180 |
8.1% |
0-264 |
0.7% |
9% |
False |
False |
575,614 |
120 |
127-080 |
117-220 |
9-180 |
8.1% |
0-238 |
0.6% |
9% |
False |
False |
479,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-148 |
2.618 |
120-157 |
1.618 |
119-287 |
1.000 |
119-170 |
0.618 |
119-097 |
HIGH |
118-300 |
0.618 |
118-227 |
0.500 |
118-205 |
0.382 |
118-183 |
LOW |
118-110 |
0.618 |
117-313 |
1.000 |
117-240 |
1.618 |
117-123 |
2.618 |
116-253 |
4.250 |
115-262 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
118-205 |
118-188 |
PP |
118-200 |
118-187 |
S1 |
118-195 |
118-185 |
|