ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
118-000 |
117-040 |
-0-280 |
-0.7% |
119-300 |
High |
118-100 |
117-060 |
-1-040 |
-1.0% |
120-020 |
Low |
117-000 |
116-240 |
-0-080 |
-0.2% |
117-000 |
Close |
117-030 |
117-030 |
0-000 |
0.0% |
117-030 |
Range |
1-100 |
0-140 |
-0-280 |
-66.7% |
3-020 |
ATR |
0-237 |
0-230 |
-0-007 |
-2.9% |
0-000 |
Volume |
4,991 |
12,064 |
7,073 |
141.7% |
22,818 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-103 |
118-047 |
117-107 |
|
R3 |
117-283 |
117-227 |
117-068 |
|
R2 |
117-143 |
117-143 |
117-056 |
|
R1 |
117-087 |
117-087 |
117-043 |
117-045 |
PP |
117-003 |
117-003 |
117-003 |
116-302 |
S1 |
116-267 |
116-267 |
117-017 |
116-225 |
S2 |
116-183 |
116-183 |
117-004 |
|
S3 |
116-043 |
116-127 |
116-312 |
|
S4 |
115-223 |
115-307 |
116-273 |
|
|
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 |
119-015 |
2.618 |
118-107 |
1.618 |
117-287 |
1.000 |
117-200 |
0.618 |
117-147 |
HIGH |
117-060 |
0.618 |
117-007 |
0.500 |
116-310 |
0.382 |
116-293 |
LOW |
116-240 |
0.618 |
116-153 |
1.000 |
116-100 |
1.618 |
116-013 |
2.618 |
115-193 |
4.250 |
114-285 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
117-017 |
117-205 |
PP |
117-003 |
117-147 |
S1 |
116-310 |
117-088 |
|