ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
117-155 |
117-262 |
0-107 |
0.3% |
117-232 |
| High |
117-305 |
118-115 |
0-130 |
0.3% |
118-045 |
| Low |
117-155 |
117-262 |
0-107 |
0.3% |
116-287 |
| Close |
117-267 |
118-085 |
0-138 |
0.4% |
117-232 |
| Range |
0-150 |
0-173 |
0-023 |
15.3% |
1-078 |
| ATR |
0-157 |
0-158 |
0-001 |
0.7% |
0-000 |
| Volume |
10,961 |
7,171 |
-3,790 |
-34.6% |
466,050 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-246 |
119-179 |
118-180 |
|
| R3 |
119-073 |
119-006 |
118-133 |
|
| R2 |
118-220 |
118-220 |
118-117 |
|
| R1 |
118-153 |
118-153 |
118-101 |
118-186 |
| PP |
118-047 |
118-047 |
118-047 |
118-064 |
| S1 |
117-300 |
117-300 |
118-069 |
118-014 |
| S2 |
117-194 |
117-194 |
118-053 |
|
| S3 |
117-021 |
117-127 |
118-037 |
|
| S4 |
116-168 |
116-274 |
117-310 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-102 |
120-245 |
118-131 |
|
| R3 |
120-024 |
119-167 |
118-021 |
|
| R2 |
118-266 |
118-266 |
117-305 |
|
| R1 |
118-089 |
118-089 |
117-268 |
118-111 |
| PP |
117-188 |
117-188 |
117-188 |
117-199 |
| S1 |
117-011 |
117-011 |
117-196 |
117-033 |
| S2 |
116-110 |
116-110 |
117-159 |
|
| S3 |
115-032 |
115-253 |
117-123 |
|
| S4 |
113-274 |
114-175 |
117-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-115 |
116-287 |
1-148 |
1.2% |
0-166 |
0.4% |
94% |
True |
False |
16,022 |
| 10 |
118-115 |
116-287 |
1-148 |
1.2% |
0-152 |
0.4% |
94% |
True |
False |
116,797 |
| 20 |
118-115 |
116-067 |
2-048 |
1.8% |
0-148 |
0.4% |
96% |
True |
False |
363,749 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-157 |
0.4% |
81% |
False |
False |
469,070 |
| 60 |
118-240 |
116-060 |
2-180 |
2.2% |
0-166 |
0.4% |
81% |
False |
False |
436,722 |
| 80 |
120-060 |
116-060 |
4-000 |
3.4% |
0-178 |
0.5% |
52% |
False |
False |
414,866 |
| 100 |
121-260 |
116-060 |
5-200 |
4.8% |
0-160 |
0.4% |
37% |
False |
False |
332,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-210 |
|
2.618 |
119-248 |
|
1.618 |
119-075 |
|
1.000 |
118-288 |
|
0.618 |
118-222 |
|
HIGH |
118-115 |
|
0.618 |
118-049 |
|
0.500 |
118-028 |
|
0.382 |
118-008 |
|
LOW |
117-262 |
|
0.618 |
117-155 |
|
1.000 |
117-089 |
|
1.618 |
116-302 |
|
2.618 |
116-129 |
|
4.250 |
115-167 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-066 |
118-044 |
| PP |
118-047 |
118-004 |
| S1 |
118-028 |
117-284 |
|