ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
119-110 |
119-030 |
-0-080 |
-0.2% |
118-260 |
High |
119-130 |
119-110 |
-0-020 |
-0.1% |
120-000 |
Low |
118-260 |
118-150 |
-0-110 |
-0.3% |
118-260 |
Close |
119-010 |
118-200 |
-0-130 |
-0.3% |
119-310 |
Range |
0-190 |
0-280 |
0-090 |
47.4% |
1-060 |
ATR |
0-220 |
0-224 |
0-004 |
2.0% |
0-000 |
Volume |
344 |
8,238 |
7,894 |
2,294.8% |
9,882 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-140 |
120-290 |
119-034 |
|
R3 |
120-180 |
120-010 |
118-277 |
|
R2 |
119-220 |
119-220 |
118-251 |
|
R1 |
119-050 |
119-050 |
118-226 |
118-315 |
PP |
118-260 |
118-260 |
118-260 |
118-232 |
S1 |
118-090 |
118-090 |
118-174 |
118-035 |
S2 |
117-300 |
117-300 |
118-149 |
|
S3 |
117-020 |
117-130 |
118-123 |
|
S4 |
116-060 |
116-170 |
118-046 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-050 |
122-240 |
120-199 |
|
R3 |
121-310 |
121-180 |
120-094 |
|
R2 |
120-250 |
120-250 |
120-060 |
|
R1 |
120-120 |
120-120 |
120-025 |
120-185 |
PP |
119-190 |
119-190 |
119-190 |
119-222 |
S1 |
119-060 |
119-060 |
119-275 |
119-125 |
S2 |
118-130 |
118-130 |
119-240 |
|
S3 |
117-070 |
118-000 |
119-206 |
|
S4 |
116-010 |
116-260 |
119-101 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-020 |
2.618 |
121-203 |
1.618 |
120-243 |
1.000 |
120-070 |
0.618 |
119-283 |
HIGH |
119-110 |
0.618 |
119-003 |
0.500 |
118-290 |
0.382 |
118-257 |
LOW |
118-150 |
0.618 |
117-297 |
1.000 |
117-190 |
1.618 |
117-017 |
2.618 |
116-057 |
4.250 |
114-240 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
118-290 |
119-085 |
PP |
118-260 |
119-017 |
S1 |
118-230 |
118-268 |
|