ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
119-005 |
120-015 |
1-010 |
0.9% |
118-150 |
| High |
120-050 |
120-090 |
0-040 |
0.1% |
119-075 |
| Low |
119-000 |
119-240 |
0-240 |
0.6% |
118-070 |
| Close |
120-035 |
119-260 |
-0-095 |
-0.2% |
119-020 |
| Range |
1-050 |
0-170 |
-0-200 |
-54.1% |
1-005 |
| ATR |
0-259 |
0-252 |
-0-006 |
-2.4% |
0-000 |
| Volume |
0 |
1,632,340 |
1,632,340 |
|
5,287,771 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-173 |
121-067 |
120-034 |
|
| R3 |
121-003 |
120-217 |
119-307 |
|
| R2 |
120-153 |
120-153 |
119-291 |
|
| R1 |
120-047 |
120-047 |
119-276 |
120-015 |
| PP |
119-303 |
119-303 |
119-303 |
119-288 |
| S1 |
119-197 |
119-197 |
119-244 |
119-165 |
| S2 |
119-133 |
119-133 |
119-229 |
|
| S3 |
118-283 |
119-027 |
119-213 |
|
| S4 |
118-113 |
118-177 |
119-166 |
|
|
| 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 |
120-090 |
118-110 |
1-300 |
1.6% |
0-225 |
0.6% |
76% |
True |
False |
1,016,001 |
| 10 |
120-090 |
117-220 |
2-190 |
2.2% |
0-224 |
0.6% |
82% |
True |
False |
1,076,955 |
| 20 |
121-145 |
117-220 |
3-245 |
3.1% |
0-253 |
0.7% |
56% |
False |
False |
1,124,882 |
| 40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-267 |
0.7% |
56% |
False |
False |
1,024,197 |
| 60 |
124-180 |
117-220 |
6-280 |
5.7% |
0-294 |
0.8% |
31% |
False |
False |
994,125 |
| 80 |
127-080 |
117-220 |
9-180 |
8.0% |
0-291 |
0.8% |
22% |
False |
False |
765,098 |
| 100 |
127-080 |
117-220 |
9-180 |
8.0% |
0-266 |
0.7% |
22% |
False |
False |
612,463 |
| 120 |
127-080 |
117-220 |
9-180 |
8.0% |
0-245 |
0.6% |
22% |
False |
False |
510,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-172 |
|
2.618 |
121-215 |
|
1.618 |
121-045 |
|
1.000 |
120-260 |
|
0.618 |
120-195 |
|
HIGH |
120-090 |
|
0.618 |
120-025 |
|
0.500 |
120-005 |
|
0.382 |
119-305 |
|
LOW |
119-240 |
|
0.618 |
119-135 |
|
1.000 |
119-070 |
|
1.618 |
118-285 |
|
2.618 |
118-115 |
|
4.250 |
117-158 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-005 |
119-223 |
| PP |
119-303 |
119-187 |
| S1 |
119-282 |
119-150 |
|