ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
119-030 |
118-160 |
-0-190 |
-0.5% |
118-260 |
High |
119-110 |
118-170 |
-0-260 |
-0.7% |
120-000 |
Low |
118-150 |
117-310 |
-0-160 |
-0.4% |
118-260 |
Close |
118-200 |
118-050 |
-0-150 |
-0.4% |
119-310 |
Range |
0-280 |
0-180 |
-0-100 |
-35.7% |
1-060 |
ATR |
0-224 |
0-223 |
-0-001 |
-0.4% |
0-000 |
Volume |
8,238 |
6,368 |
-1,870 |
-22.7% |
9,882 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-290 |
119-190 |
118-149 |
|
R3 |
119-110 |
119-010 |
118-100 |
|
R2 |
118-250 |
118-250 |
118-083 |
|
R1 |
118-150 |
118-150 |
118-066 |
118-110 |
PP |
118-070 |
118-070 |
118-070 |
118-050 |
S1 |
117-290 |
117-290 |
118-034 |
117-250 |
S2 |
117-210 |
117-210 |
118-017 |
|
S3 |
117-030 |
117-110 |
118-000 |
|
S4 |
116-170 |
116-250 |
117-271 |
|
|
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 |
120-295 |
2.618 |
120-001 |
1.618 |
119-141 |
1.000 |
119-030 |
0.618 |
118-281 |
HIGH |
118-170 |
0.618 |
118-101 |
0.500 |
118-080 |
0.382 |
118-059 |
LOW |
117-310 |
0.618 |
117-199 |
1.000 |
117-130 |
1.618 |
117-019 |
2.618 |
116-159 |
4.250 |
115-185 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
118-080 |
118-220 |
PP |
118-070 |
118-163 |
S1 |
118-060 |
118-107 |
|