ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
119-255 |
119-310 |
0-055 |
0.1% |
119-005 |
High |
120-115 |
120-085 |
-0-030 |
-0.1% |
120-115 |
Low |
119-250 |
119-255 |
0-005 |
0.0% |
119-000 |
Close |
120-015 |
120-055 |
0-040 |
0.1% |
120-055 |
Range |
0-185 |
0-150 |
-0-035 |
-18.9% |
1-115 |
ATR |
0-247 |
0-240 |
-0-007 |
-2.8% |
0-000 |
Volume |
1,868,295 |
1,147,091 |
-721,204 |
-38.6% |
4,647,726 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-155 |
121-095 |
120-138 |
|
R3 |
121-005 |
120-265 |
120-096 |
|
R2 |
120-175 |
120-175 |
120-082 |
|
R1 |
120-115 |
120-115 |
120-069 |
120-145 |
PP |
120-025 |
120-025 |
120-025 |
120-040 |
S1 |
119-285 |
119-285 |
120-041 |
119-315 |
S2 |
119-195 |
119-195 |
120-028 |
|
S3 |
119-045 |
119-135 |
120-014 |
|
S4 |
118-215 |
118-305 |
119-292 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-295 |
123-130 |
120-294 |
|
R3 |
122-180 |
122-015 |
120-175 |
|
R2 |
121-065 |
121-065 |
120-135 |
|
R1 |
120-220 |
120-220 |
120-095 |
120-302 |
PP |
119-270 |
119-270 |
119-270 |
119-311 |
S1 |
119-105 |
119-105 |
120-015 |
119-188 |
S2 |
118-155 |
118-155 |
119-295 |
|
S3 |
117-040 |
117-310 |
119-255 |
|
S4 |
115-245 |
116-195 |
119-136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-115 |
118-210 |
1-225 |
1.4% |
0-207 |
0.5% |
89% |
False |
False |
1,093,860 |
10 |
120-115 |
118-050 |
2-065 |
1.8% |
0-204 |
0.5% |
91% |
False |
False |
1,113,579 |
20 |
121-145 |
117-220 |
3-245 |
3.1% |
0-245 |
0.6% |
66% |
False |
False |
1,160,657 |
40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-252 |
0.7% |
65% |
False |
False |
1,075,016 |
60 |
124-050 |
117-220 |
6-150 |
5.4% |
0-292 |
0.8% |
38% |
False |
False |
1,026,041 |
80 |
127-080 |
117-220 |
9-180 |
8.0% |
0-291 |
0.8% |
26% |
False |
False |
802,713 |
100 |
127-080 |
117-220 |
9-180 |
8.0% |
0-268 |
0.7% |
26% |
False |
False |
642,613 |
120 |
127-080 |
117-220 |
9-180 |
8.0% |
0-245 |
0.6% |
26% |
False |
False |
535,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-082 |
2.618 |
121-158 |
1.618 |
121-008 |
1.000 |
120-235 |
0.618 |
120-178 |
HIGH |
120-085 |
0.618 |
120-028 |
0.500 |
120-010 |
0.382 |
119-312 |
LOW |
119-255 |
0.618 |
119-162 |
1.000 |
119-105 |
1.618 |
119-012 |
2.618 |
118-182 |
4.250 |
117-258 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
120-040 |
120-042 |
PP |
120-025 |
120-030 |
S1 |
120-010 |
120-018 |
|