ECBOT 5 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 |
118-010 |
117-205 |
-0-125 |
-0.3% |
116-317 |
| High |
118-045 |
117-237 |
-0-128 |
-0.3% |
117-265 |
| Low |
117-215 |
117-027 |
-0-188 |
-0.5% |
116-307 |
| Close |
117-242 |
117-035 |
-0-207 |
-0.5% |
117-215 |
| Range |
0-150 |
0-210 |
0-060 |
40.0% |
0-278 |
| ATR |
0-150 |
0-155 |
0-005 |
3.1% |
0-000 |
| Volume |
59,019 |
38,334 |
-20,685 |
-35.0% |
2,636,575 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-090 |
118-272 |
117-150 |
|
| R3 |
118-200 |
118-062 |
117-093 |
|
| R2 |
117-310 |
117-310 |
117-074 |
|
| R1 |
117-172 |
117-172 |
117-054 |
117-136 |
| PP |
117-100 |
117-100 |
117-100 |
117-082 |
| S1 |
116-282 |
116-282 |
117-016 |
116-246 |
| S2 |
116-210 |
116-210 |
116-316 |
|
| S3 |
116-000 |
116-072 |
116-297 |
|
| S4 |
115-110 |
115-182 |
116-240 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-030 |
119-240 |
118-048 |
|
| R3 |
119-072 |
118-282 |
117-291 |
|
| R2 |
118-114 |
118-114 |
117-266 |
|
| R1 |
118-004 |
118-004 |
117-240 |
118-059 |
| PP |
117-156 |
117-156 |
117-156 |
117-183 |
| S1 |
117-046 |
117-046 |
117-190 |
117-101 |
| S2 |
116-198 |
116-198 |
117-164 |
|
| S3 |
115-240 |
116-088 |
117-139 |
|
| S4 |
114-282 |
115-130 |
117-062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-045 |
117-027 |
1-018 |
0.9% |
0-138 |
0.4% |
2% |
False |
True |
217,572 |
| 10 |
118-045 |
116-160 |
1-205 |
1.4% |
0-146 |
0.4% |
37% |
False |
False |
430,586 |
| 20 |
118-045 |
116-060 |
1-305 |
1.7% |
0-153 |
0.4% |
47% |
False |
False |
530,632 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-160 |
0.4% |
36% |
False |
False |
531,128 |
| 60 |
119-225 |
116-060 |
3-165 |
3.0% |
0-176 |
0.5% |
26% |
False |
False |
483,009 |
| 80 |
121-150 |
116-060 |
5-090 |
4.5% |
0-180 |
0.5% |
17% |
False |
False |
414,132 |
| 100 |
121-260 |
116-060 |
5-200 |
4.8% |
0-152 |
0.4% |
16% |
False |
False |
331,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-170 |
|
2.618 |
119-147 |
|
1.618 |
118-257 |
|
1.000 |
118-127 |
|
0.618 |
118-047 |
|
HIGH |
117-237 |
|
0.618 |
117-157 |
|
0.500 |
117-132 |
|
0.382 |
117-107 |
|
LOW |
117-027 |
|
0.618 |
116-217 |
|
1.000 |
116-137 |
|
1.618 |
116-007 |
|
2.618 |
115-117 |
|
4.250 |
114-094 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-132 |
117-196 |
| PP |
117-100 |
117-142 |
| S1 |
117-067 |
117-089 |
|