ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
120-090 |
120-080 |
-0-010 |
0.0% |
119-005 |
High |
120-165 |
120-185 |
0-020 |
0.1% |
120-115 |
Low |
120-060 |
119-255 |
-0-125 |
-0.3% |
119-000 |
Close |
120-110 |
120-140 |
0-030 |
0.1% |
120-055 |
Range |
0-105 |
0-250 |
0-145 |
138.1% |
1-115 |
ATR |
0-231 |
0-232 |
0-001 |
0.6% |
0-000 |
Volume |
340,882 |
222,314 |
-118,568 |
-34.8% |
4,647,726 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-197 |
122-098 |
120-278 |
|
R3 |
121-267 |
121-168 |
120-209 |
|
R2 |
121-017 |
121-017 |
120-186 |
|
R1 |
120-238 |
120-238 |
120-163 |
120-288 |
PP |
120-087 |
120-087 |
120-087 |
120-111 |
S1 |
119-308 |
119-308 |
120-117 |
120-038 |
S2 |
119-157 |
119-157 |
120-094 |
|
S3 |
118-227 |
119-058 |
120-071 |
|
S4 |
117-297 |
118-128 |
120-002 |
|
|
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 |
120-185 |
119-240 |
0-265 |
0.7% |
0-172 |
0.4% |
83% |
True |
False |
1,042,184 |
10 |
120-185 |
118-070 |
2-115 |
2.0% |
0-200 |
0.5% |
94% |
True |
False |
971,511 |
20 |
120-280 |
117-220 |
3-060 |
2.6% |
0-232 |
0.6% |
86% |
False |
False |
1,073,507 |
40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-251 |
0.7% |
72% |
False |
False |
1,073,678 |
60 |
123-150 |
117-220 |
5-250 |
4.8% |
0-285 |
0.7% |
48% |
False |
False |
990,708 |
80 |
127-080 |
117-220 |
9-180 |
7.9% |
0-290 |
0.8% |
29% |
False |
False |
809,679 |
100 |
127-080 |
117-220 |
9-180 |
7.9% |
0-268 |
0.7% |
29% |
False |
False |
648,243 |
120 |
127-080 |
117-220 |
9-180 |
7.9% |
0-247 |
0.6% |
29% |
False |
False |
540,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-288 |
2.618 |
122-200 |
1.618 |
121-270 |
1.000 |
121-115 |
0.618 |
121-020 |
HIGH |
120-185 |
0.618 |
120-090 |
0.500 |
120-060 |
0.382 |
120-030 |
LOW |
119-255 |
0.618 |
119-100 |
1.000 |
119-005 |
1.618 |
118-170 |
2.618 |
117-240 |
4.250 |
116-152 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
120-113 |
120-113 |
PP |
120-087 |
120-087 |
S1 |
120-060 |
120-060 |
|