ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
119-105 |
119-275 |
0-170 |
0.4% |
120-090 |
High |
120-025 |
120-080 |
0-055 |
0.1% |
120-230 |
Low |
118-315 |
119-190 |
0-195 |
0.5% |
118-315 |
Close |
120-000 |
120-010 |
0-010 |
0.0% |
120-000 |
Range |
1-030 |
0-210 |
-0-140 |
-40.0% |
1-235 |
ATR |
0-245 |
0-242 |
-0-002 |
-1.0% |
0-000 |
Volume |
44,927 |
31,762 |
-13,165 |
-29.3% |
778,857 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-297 |
121-203 |
120-126 |
|
R3 |
121-087 |
120-313 |
120-068 |
|
R2 |
120-197 |
120-197 |
120-048 |
|
R1 |
120-103 |
120-103 |
120-029 |
120-150 |
PP |
119-307 |
119-307 |
119-307 |
120-010 |
S1 |
119-213 |
119-213 |
119-311 |
119-260 |
S2 |
119-097 |
119-097 |
119-292 |
|
S3 |
118-207 |
119-003 |
119-272 |
|
S4 |
117-317 |
118-113 |
119-214 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-033 |
124-092 |
120-305 |
|
R3 |
123-118 |
122-177 |
120-153 |
|
R2 |
121-203 |
121-203 |
120-102 |
|
R1 |
120-262 |
120-262 |
120-051 |
120-115 |
PP |
119-288 |
119-288 |
119-288 |
119-215 |
S1 |
119-027 |
119-027 |
119-269 |
118-200 |
S2 |
118-053 |
118-053 |
119-218 |
|
S3 |
116-138 |
117-112 |
119-167 |
|
S4 |
114-223 |
115-197 |
119-015 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-230 |
118-315 |
1-235 |
1.4% |
0-267 |
0.7% |
60% |
False |
False |
93,947 |
10 |
120-230 |
118-315 |
1-235 |
1.4% |
0-232 |
0.6% |
60% |
False |
False |
545,834 |
20 |
120-230 |
117-220 |
3-010 |
2.5% |
0-223 |
0.6% |
77% |
False |
False |
828,684 |
40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-248 |
0.6% |
62% |
False |
False |
984,063 |
60 |
121-155 |
117-220 |
3-255 |
3.2% |
0-274 |
0.7% |
62% |
False |
False |
909,609 |
80 |
126-110 |
117-220 |
8-210 |
7.2% |
0-289 |
0.8% |
27% |
False |
False |
811,918 |
100 |
127-080 |
117-220 |
9-180 |
8.0% |
0-274 |
0.7% |
25% |
False |
False |
650,709 |
120 |
127-080 |
117-220 |
9-180 |
8.0% |
0-254 |
0.7% |
25% |
False |
False |
542,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-012 |
2.618 |
121-310 |
1.618 |
121-100 |
1.000 |
120-290 |
0.618 |
120-210 |
HIGH |
120-080 |
0.618 |
120-000 |
0.500 |
119-295 |
0.382 |
119-270 |
LOW |
119-190 |
0.618 |
119-060 |
1.000 |
118-300 |
1.618 |
118-170 |
2.618 |
117-280 |
4.250 |
116-258 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
119-318 |
119-286 |
PP |
119-307 |
119-242 |
S1 |
119-295 |
119-198 |
|