ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
117-262 |
118-100 |
0-158 |
0.4% |
117-227 |
| High |
118-115 |
118-190 |
0-075 |
0.2% |
118-190 |
| Low |
117-262 |
118-075 |
0-133 |
0.4% |
117-132 |
| Close |
118-085 |
118-112 |
0-027 |
0.1% |
118-112 |
| Range |
0-173 |
0-115 |
-0-058 |
-33.5% |
1-058 |
| ATR |
0-158 |
0-155 |
-0-003 |
-1.9% |
0-000 |
| Volume |
7,171 |
6,875 |
-296 |
-4.1% |
57,098 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-151 |
119-086 |
118-175 |
|
| R3 |
119-036 |
118-291 |
118-144 |
|
| R2 |
118-241 |
118-241 |
118-133 |
|
| R1 |
118-176 |
118-176 |
118-123 |
118-208 |
| PP |
118-126 |
118-126 |
118-126 |
118-142 |
| S1 |
118-061 |
118-061 |
118-101 |
118-094 |
| S2 |
118-011 |
118-011 |
118-091 |
|
| S3 |
117-216 |
117-266 |
118-080 |
|
| S4 |
117-101 |
117-151 |
118-049 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-212 |
121-060 |
119-000 |
|
| R3 |
120-154 |
120-002 |
118-216 |
|
| R2 |
119-096 |
119-096 |
118-181 |
|
| R1 |
118-264 |
118-264 |
118-147 |
119-020 |
| PP |
118-038 |
118-038 |
118-038 |
118-076 |
| S1 |
117-206 |
117-206 |
118-077 |
117-282 |
| S2 |
116-300 |
116-300 |
118-043 |
|
| S3 |
115-242 |
116-148 |
118-008 |
|
| S4 |
114-184 |
115-090 |
117-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-190 |
117-132 |
1-058 |
1.0% |
0-134 |
0.4% |
79% |
True |
False |
11,419 |
| 10 |
118-190 |
116-287 |
1-223 |
1.4% |
0-155 |
0.4% |
86% |
True |
False |
52,314 |
| 20 |
118-190 |
116-067 |
2-123 |
2.0% |
0-145 |
0.4% |
90% |
True |
False |
328,998 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-156 |
0.4% |
84% |
False |
False |
457,503 |
| 60 |
118-240 |
116-060 |
2-180 |
2.2% |
0-163 |
0.4% |
84% |
False |
False |
427,145 |
| 80 |
120-060 |
116-060 |
4-000 |
3.4% |
0-175 |
0.5% |
54% |
False |
False |
414,739 |
| 100 |
121-260 |
116-060 |
5-200 |
4.8% |
0-162 |
0.4% |
38% |
False |
False |
332,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-039 |
|
2.618 |
119-171 |
|
1.618 |
119-056 |
|
1.000 |
118-305 |
|
0.618 |
118-261 |
|
HIGH |
118-190 |
|
0.618 |
118-146 |
|
0.500 |
118-132 |
|
0.382 |
118-119 |
|
LOW |
118-075 |
|
0.618 |
118-004 |
|
1.000 |
117-280 |
|
1.618 |
117-209 |
|
2.618 |
117-094 |
|
4.250 |
116-226 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-132 |
118-079 |
| PP |
118-126 |
118-046 |
| S1 |
118-119 |
118-012 |
|