ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
118-185 |
119-005 |
0-140 |
0.4% |
118-150 |
High |
119-075 |
119-050 |
-0-025 |
-0.1% |
119-075 |
Low |
118-160 |
118-210 |
0-050 |
0.1% |
118-070 |
Close |
119-005 |
119-020 |
0-015 |
0.0% |
119-020 |
Range |
0-235 |
0-160 |
-0-075 |
-31.9% |
1-005 |
ATR |
0-257 |
0-250 |
-0-007 |
-2.7% |
0-000 |
Volume |
1,232,699 |
821,577 |
-411,122 |
-33.4% |
5,287,771 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-147 |
120-083 |
119-108 |
|
R3 |
119-307 |
119-243 |
119-064 |
|
R2 |
119-147 |
119-147 |
119-049 |
|
R1 |
119-083 |
119-083 |
119-035 |
119-115 |
PP |
118-307 |
118-307 |
118-307 |
119-002 |
S1 |
118-243 |
118-243 |
119-005 |
118-275 |
S2 |
118-147 |
118-147 |
118-311 |
|
S3 |
117-307 |
118-083 |
118-296 |
|
S4 |
117-147 |
117-243 |
118-252 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-283 |
121-157 |
119-199 |
|
R3 |
120-278 |
120-152 |
119-109 |
|
R2 |
119-273 |
119-273 |
119-080 |
|
R1 |
119-147 |
119-147 |
119-050 |
119-210 |
PP |
118-268 |
118-268 |
118-268 |
118-300 |
S1 |
118-142 |
118-142 |
118-310 |
118-205 |
S2 |
117-263 |
117-263 |
118-280 |
|
S3 |
116-258 |
117-137 |
118-251 |
|
S4 |
115-253 |
116-132 |
118-161 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-075 |
118-070 |
1-005 |
0.9% |
0-183 |
0.5% |
83% |
False |
False |
1,057,554 |
10 |
119-075 |
117-220 |
1-175 |
1.3% |
0-215 |
0.6% |
89% |
False |
False |
1,111,533 |
20 |
121-145 |
117-220 |
3-245 |
3.2% |
0-250 |
0.7% |
37% |
False |
False |
1,142,443 |
40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-267 |
0.7% |
36% |
False |
False |
999,674 |
60 |
124-200 |
117-220 |
6-300 |
5.8% |
0-296 |
0.8% |
20% |
False |
False |
986,117 |
80 |
127-080 |
117-220 |
9-180 |
8.0% |
0-290 |
0.8% |
14% |
False |
False |
744,783 |
100 |
127-080 |
117-220 |
9-180 |
8.0% |
0-264 |
0.7% |
14% |
False |
False |
596,144 |
120 |
127-080 |
117-220 |
9-180 |
8.0% |
0-241 |
0.6% |
14% |
False |
False |
496,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-090 |
2.618 |
120-149 |
1.618 |
119-309 |
1.000 |
119-210 |
0.618 |
119-149 |
HIGH |
119-050 |
0.618 |
118-309 |
0.500 |
118-290 |
0.382 |
118-271 |
LOW |
118-210 |
0.618 |
118-111 |
1.000 |
118-050 |
1.618 |
117-271 |
2.618 |
117-111 |
4.250 |
116-170 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
119-003 |
118-311 |
PP |
118-307 |
118-282 |
S1 |
118-290 |
118-252 |
|