ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
116-250 |
116-170 |
-0-080 |
-0.2% |
117-040 |
High |
117-030 |
117-100 |
0-070 |
0.2% |
117-100 |
Low |
116-140 |
116-170 |
0-030 |
0.1% |
116-040 |
Close |
116-150 |
116-290 |
0-140 |
0.4% |
116-290 |
Range |
0-210 |
0-250 |
0-040 |
19.0% |
1-060 |
ATR |
0-240 |
0-242 |
0-002 |
0.9% |
0-000 |
Volume |
12,420 |
12,683 |
263 |
2.1% |
56,307 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-083 |
118-277 |
117-108 |
|
R3 |
118-153 |
118-027 |
117-039 |
|
R2 |
117-223 |
117-223 |
117-016 |
|
R1 |
117-097 |
117-097 |
116-313 |
117-160 |
PP |
116-293 |
116-293 |
116-293 |
117-005 |
S1 |
116-167 |
116-167 |
116-267 |
116-230 |
S2 |
116-043 |
116-043 |
116-244 |
|
S3 |
115-113 |
115-237 |
116-221 |
|
S4 |
114-183 |
114-307 |
116-152 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-110 |
119-260 |
117-179 |
|
R3 |
119-050 |
118-200 |
117-074 |
|
R2 |
117-310 |
117-310 |
117-040 |
|
R1 |
117-140 |
117-140 |
117-005 |
117-035 |
PP |
116-250 |
116-250 |
116-250 |
116-198 |
S1 |
116-080 |
116-080 |
116-255 |
115-295 |
S2 |
115-190 |
115-190 |
116-220 |
|
S3 |
114-130 |
115-020 |
116-186 |
|
S4 |
113-070 |
113-280 |
116-081 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-202 |
2.618 |
119-114 |
1.618 |
118-184 |
1.000 |
118-030 |
0.618 |
117-254 |
HIGH |
117-100 |
0.618 |
117-004 |
0.500 |
116-295 |
0.382 |
116-266 |
LOW |
116-170 |
0.618 |
116-016 |
1.000 |
115-240 |
1.618 |
115-086 |
2.618 |
114-156 |
4.250 |
113-068 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
116-295 |
116-270 |
PP |
116-293 |
116-250 |
S1 |
116-292 |
116-230 |
|