ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
116-050 |
116-250 |
0-200 |
0.5% |
119-300 |
High |
117-050 |
117-030 |
-0-020 |
-0.1% |
120-020 |
Low |
116-040 |
116-140 |
0-100 |
0.3% |
117-000 |
Close |
117-010 |
116-150 |
-0-180 |
-0.5% |
117-030 |
Range |
1-010 |
0-210 |
-0-120 |
-36.4% |
3-020 |
ATR |
0-242 |
0-240 |
-0-002 |
-0.9% |
0-000 |
Volume |
12,686 |
12,420 |
-266 |
-2.1% |
22,818 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-203 |
118-067 |
116-266 |
|
R3 |
117-313 |
117-177 |
116-208 |
|
R2 |
117-103 |
117-103 |
116-188 |
|
R1 |
116-287 |
116-287 |
116-169 |
116-250 |
PP |
116-213 |
116-213 |
116-213 |
116-195 |
S1 |
116-077 |
116-077 |
116-131 |
116-040 |
S2 |
116-003 |
116-003 |
116-112 |
|
S3 |
115-113 |
115-187 |
116-092 |
|
S4 |
114-223 |
114-297 |
116-034 |
|
|
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 |
119-282 |
2.618 |
118-260 |
1.618 |
118-050 |
1.000 |
117-240 |
0.618 |
117-160 |
HIGH |
117-030 |
0.618 |
116-270 |
0.500 |
116-245 |
0.382 |
116-220 |
LOW |
116-140 |
0.618 |
116-010 |
1.000 |
115-250 |
1.618 |
115-120 |
2.618 |
114-230 |
4.250 |
113-208 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
116-245 |
116-210 |
PP |
116-213 |
116-190 |
S1 |
116-182 |
116-170 |
|