ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
119-295 |
119-225 |
-0-070 |
-0.2% |
120-090 |
High |
120-040 |
120-160 |
0-120 |
0.3% |
120-230 |
Low |
119-210 |
119-225 |
0-015 |
0.0% |
118-315 |
Close |
119-245 |
120-100 |
0-175 |
0.5% |
120-000 |
Range |
0-150 |
0-255 |
0-105 |
70.0% |
1-235 |
ATR |
0-236 |
0-237 |
0-001 |
0.6% |
0-000 |
Volume |
18,159 |
11,604 |
-6,555 |
-36.1% |
778,857 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-180 |
122-075 |
120-240 |
|
R3 |
121-245 |
121-140 |
120-170 |
|
R2 |
120-310 |
120-310 |
120-147 |
|
R1 |
120-205 |
120-205 |
120-123 |
120-258 |
PP |
120-055 |
120-055 |
120-055 |
120-081 |
S1 |
119-270 |
119-270 |
120-077 |
120-002 |
S2 |
119-120 |
119-120 |
120-053 |
|
S3 |
118-185 |
119-015 |
120-030 |
|
S4 |
117-250 |
118-080 |
119-280 |
|
|
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 |
120-160 |
118-315 |
1-165 |
1.3% |
0-249 |
0.6% |
88% |
True |
False |
36,994 |
10 |
120-230 |
118-315 |
1-235 |
1.4% |
0-218 |
0.6% |
77% |
False |
False |
385,576 |
20 |
120-230 |
117-220 |
3-010 |
2.5% |
0-221 |
0.6% |
87% |
False |
False |
731,266 |
40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-244 |
0.6% |
69% |
False |
False |
930,110 |
60 |
121-155 |
117-220 |
3-255 |
3.2% |
0-269 |
0.7% |
69% |
False |
False |
875,809 |
80 |
126-060 |
117-220 |
8-160 |
7.1% |
0-287 |
0.7% |
31% |
False |
False |
811,956 |
100 |
127-080 |
117-220 |
9-180 |
7.9% |
0-274 |
0.7% |
27% |
False |
False |
650,985 |
120 |
127-080 |
117-220 |
9-180 |
7.9% |
0-255 |
0.7% |
27% |
False |
False |
542,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-284 |
2.618 |
122-188 |
1.618 |
121-253 |
1.000 |
121-095 |
0.618 |
120-318 |
HIGH |
120-160 |
0.618 |
120-063 |
0.500 |
120-032 |
0.382 |
120-002 |
LOW |
119-225 |
0.618 |
119-067 |
1.000 |
118-290 |
1.618 |
118-132 |
2.618 |
117-197 |
4.250 |
116-101 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
120-078 |
120-072 |
PP |
120-055 |
120-043 |
S1 |
120-032 |
120-015 |
|