ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
118-220 |
118-185 |
-0-035 |
-0.1% |
118-195 |
High |
118-300 |
119-075 |
0-095 |
0.2% |
118-295 |
Low |
118-110 |
118-160 |
0-050 |
0.1% |
117-220 |
Close |
118-190 |
119-005 |
0-135 |
0.4% |
118-160 |
Range |
0-190 |
0-235 |
0-045 |
23.7% |
1-075 |
ATR |
0-259 |
0-257 |
-0-002 |
-0.7% |
0-000 |
Volume |
1,393,391 |
1,232,699 |
-160,692 |
-11.5% |
5,827,565 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-038 |
120-257 |
119-134 |
|
R3 |
120-123 |
120-022 |
119-070 |
|
R2 |
119-208 |
119-208 |
119-048 |
|
R1 |
119-107 |
119-107 |
119-027 |
119-158 |
PP |
118-293 |
118-293 |
118-293 |
118-319 |
S1 |
118-192 |
118-192 |
118-303 |
118-242 |
S2 |
118-058 |
118-058 |
118-282 |
|
S3 |
117-143 |
117-277 |
118-260 |
|
S4 |
116-228 |
117-042 |
118-196 |
|
|
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 |
119-075 |
118-050 |
1-025 |
0.9% |
0-200 |
0.5% |
80% |
True |
False |
1,133,298 |
10 |
119-225 |
117-220 |
2-005 |
1.7% |
0-241 |
0.6% |
66% |
False |
False |
1,189,114 |
20 |
121-145 |
117-220 |
3-245 |
3.2% |
0-251 |
0.7% |
35% |
False |
False |
1,151,816 |
40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-268 |
0.7% |
35% |
False |
False |
991,106 |
60 |
124-300 |
117-220 |
7-080 |
6.1% |
0-298 |
0.8% |
18% |
False |
False |
974,553 |
80 |
127-080 |
117-220 |
9-180 |
8.0% |
0-291 |
0.8% |
14% |
False |
False |
734,526 |
100 |
127-080 |
117-220 |
9-180 |
8.0% |
0-265 |
0.7% |
14% |
False |
False |
587,929 |
120 |
127-080 |
117-220 |
9-180 |
8.0% |
0-240 |
0.6% |
14% |
False |
False |
489,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-114 |
2.618 |
121-050 |
1.618 |
120-135 |
1.000 |
119-310 |
0.618 |
119-220 |
HIGH |
119-075 |
0.618 |
118-305 |
0.500 |
118-278 |
0.382 |
118-250 |
LOW |
118-160 |
0.618 |
118-015 |
1.000 |
117-245 |
1.618 |
117-100 |
2.618 |
116-185 |
4.250 |
115-121 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
118-309 |
118-294 |
PP |
118-293 |
118-263 |
S1 |
118-278 |
118-232 |
|