ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
122-290 |
122-010 |
-0-280 |
-0.7% |
121-010 |
High |
122-290 |
122-100 |
-0-190 |
-0.5% |
123-025 |
Low |
121-260 |
121-215 |
-0-045 |
-0.1% |
120-290 |
Close |
122-050 |
121-305 |
-0-065 |
-0.2% |
121-305 |
Range |
1-030 |
0-205 |
-0-145 |
-41.4% |
2-055 |
ATR |
0-273 |
0-268 |
-0-005 |
-1.8% |
0-000 |
Volume |
4,952 |
2,240 |
-2,712 |
-54.8% |
28,426 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-288 |
123-182 |
122-098 |
|
R3 |
123-083 |
122-297 |
122-041 |
|
R2 |
122-198 |
122-198 |
122-023 |
|
R1 |
122-092 |
122-092 |
122-004 |
122-042 |
PP |
121-313 |
121-313 |
121-313 |
121-289 |
S1 |
121-207 |
121-207 |
121-286 |
121-158 |
S2 |
121-108 |
121-108 |
121-267 |
|
S3 |
120-223 |
121-002 |
121-249 |
|
S4 |
120-018 |
120-117 |
121-192 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-158 |
127-127 |
123-047 |
|
R3 |
126-103 |
125-072 |
122-176 |
|
R2 |
124-048 |
124-048 |
122-112 |
|
R1 |
123-017 |
123-017 |
122-049 |
123-192 |
PP |
121-313 |
121-313 |
121-313 |
122-081 |
S1 |
120-282 |
120-282 |
121-241 |
121-138 |
S2 |
119-258 |
119-258 |
121-178 |
|
S3 |
117-203 |
118-227 |
121-114 |
|
S4 |
115-148 |
116-172 |
120-243 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-025 |
120-290 |
2-055 |
1.8% |
1-017 |
0.9% |
48% |
False |
False |
5,685 |
10 |
123-025 |
119-190 |
3-155 |
2.9% |
0-278 |
0.7% |
68% |
False |
False |
12,741 |
20 |
123-025 |
118-210 |
4-135 |
3.6% |
0-252 |
0.6% |
75% |
False |
False |
318,778 |
40 |
123-025 |
117-220 |
5-125 |
4.4% |
0-252 |
0.6% |
79% |
False |
False |
735,297 |
60 |
123-025 |
117-220 |
5-125 |
4.4% |
0-263 |
0.7% |
79% |
False |
False |
766,997 |
80 |
124-300 |
117-220 |
7-080 |
5.9% |
0-286 |
0.7% |
59% |
False |
False |
810,610 |
100 |
127-080 |
117-220 |
9-180 |
7.8% |
0-283 |
0.7% |
45% |
False |
False |
651,377 |
120 |
127-080 |
117-220 |
9-180 |
7.8% |
0-263 |
0.7% |
45% |
False |
False |
543,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-011 |
2.618 |
123-317 |
1.618 |
123-112 |
1.000 |
122-305 |
0.618 |
122-227 |
HIGH |
122-100 |
0.618 |
122-022 |
0.500 |
121-318 |
0.382 |
121-293 |
LOW |
121-215 |
0.618 |
121-088 |
1.000 |
121-010 |
1.618 |
120-203 |
2.618 |
119-318 |
4.250 |
118-304 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
121-318 |
122-090 |
PP |
121-313 |
122-055 |
S1 |
121-309 |
122-020 |
|