ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
120-175 |
119-315 |
-0-180 |
-0.5% |
119-005 |
High |
120-230 |
120-030 |
-0-200 |
-0.5% |
120-115 |
Low |
119-305 |
119-070 |
-0-235 |
-0.6% |
119-000 |
Close |
120-020 |
119-075 |
-0-265 |
-0.7% |
120-055 |
Range |
0-245 |
0-280 |
0-035 |
14.3% |
1-115 |
ATR |
0-233 |
0-237 |
0-003 |
1.4% |
0-000 |
Volume |
92,213 |
78,521 |
-13,692 |
-14.8% |
4,647,726 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-045 |
121-180 |
119-229 |
|
R3 |
121-085 |
120-220 |
119-152 |
|
R2 |
120-125 |
120-125 |
119-126 |
|
R1 |
119-260 |
119-260 |
119-101 |
119-212 |
PP |
119-165 |
119-165 |
119-165 |
119-141 |
S1 |
118-300 |
118-300 |
119-049 |
118-252 |
S2 |
118-205 |
118-205 |
119-024 |
|
S3 |
117-245 |
118-020 |
118-318 |
|
S4 |
116-285 |
117-060 |
118-241 |
|
|
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 |
120-230 |
119-070 |
1-160 |
1.3% |
0-206 |
0.5% |
1% |
False |
True |
376,204 |
10 |
120-230 |
118-160 |
2-070 |
1.9% |
0-215 |
0.6% |
33% |
False |
False |
743,593 |
20 |
120-230 |
117-220 |
3-010 |
2.5% |
0-229 |
0.6% |
51% |
False |
False |
971,017 |
40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-252 |
0.7% |
41% |
False |
False |
1,039,465 |
60 |
123-100 |
117-220 |
5-200 |
4.7% |
0-283 |
0.7% |
28% |
False |
False |
959,356 |
80 |
126-260 |
117-220 |
9-040 |
7.7% |
0-288 |
0.8% |
17% |
False |
False |
811,356 |
100 |
127-080 |
117-220 |
9-180 |
8.0% |
0-271 |
0.7% |
16% |
False |
False |
649,947 |
120 |
127-080 |
117-220 |
9-180 |
8.0% |
0-250 |
0.7% |
16% |
False |
False |
541,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-260 |
2.618 |
122-123 |
1.618 |
121-163 |
1.000 |
120-310 |
0.618 |
120-203 |
HIGH |
120-030 |
0.618 |
119-243 |
0.500 |
119-210 |
0.382 |
119-177 |
LOW |
119-070 |
0.618 |
118-217 |
1.000 |
118-110 |
1.618 |
117-257 |
2.618 |
116-297 |
4.250 |
115-160 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
119-210 |
119-310 |
PP |
119-165 |
119-232 |
S1 |
119-120 |
119-153 |
|