ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
118-160 |
118-000 |
-0-160 |
-0.4% |
119-300 |
High |
118-170 |
118-100 |
-0-070 |
-0.2% |
120-020 |
Low |
117-310 |
117-000 |
-0-310 |
-0.8% |
117-000 |
Close |
118-050 |
117-030 |
-1-020 |
-0.9% |
117-030 |
Range |
0-180 |
1-100 |
0-240 |
133.3% |
3-020 |
ATR |
0-223 |
0-237 |
0-014 |
6.3% |
0-000 |
Volume |
6,368 |
4,991 |
-1,377 |
-21.6% |
22,818 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-130 |
120-180 |
117-261 |
|
R3 |
120-030 |
119-080 |
117-146 |
|
R2 |
118-250 |
118-250 |
117-107 |
|
R1 |
117-300 |
117-300 |
117-068 |
117-225 |
PP |
117-150 |
117-150 |
117-150 |
117-112 |
S1 |
116-200 |
116-200 |
116-312 |
116-125 |
S2 |
116-050 |
116-050 |
116-273 |
|
S3 |
114-270 |
115-100 |
116-234 |
|
S4 |
113-170 |
114-000 |
116-119 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-077 |
125-073 |
118-249 |
|
R3 |
124-057 |
122-053 |
117-300 |
|
R2 |
121-037 |
121-037 |
117-210 |
|
R1 |
119-033 |
119-033 |
117-120 |
118-185 |
PP |
118-017 |
118-017 |
118-017 |
117-252 |
S1 |
116-013 |
116-013 |
116-260 |
115-165 |
S2 |
114-317 |
114-317 |
116-170 |
|
S3 |
111-297 |
112-313 |
116-080 |
|
S4 |
108-277 |
109-293 |
115-131 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-285 |
2.618 |
121-240 |
1.618 |
120-140 |
1.000 |
119-200 |
0.618 |
119-040 |
HIGH |
118-100 |
0.618 |
117-260 |
0.500 |
117-210 |
0.382 |
117-160 |
LOW |
117-000 |
0.618 |
116-060 |
1.000 |
115-220 |
1.618 |
114-280 |
2.618 |
113-180 |
4.250 |
111-135 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
117-210 |
118-055 |
PP |
117-150 |
117-260 |
S1 |
117-090 |
117-145 |
|