ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
116-170 |
116-290 |
0-120 |
0.3% |
117-040 |
High |
117-100 |
117-070 |
-0-030 |
-0.1% |
117-100 |
Low |
116-170 |
116-230 |
0-060 |
0.2% |
116-040 |
Close |
116-290 |
117-030 |
0-060 |
0.2% |
116-290 |
Range |
0-250 |
0-160 |
-0-090 |
-36.0% |
1-060 |
ATR |
0-242 |
0-236 |
-0-006 |
-2.4% |
0-000 |
Volume |
12,683 |
12,204 |
-479 |
-3.8% |
56,307 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-163 |
118-097 |
117-118 |
|
R3 |
118-003 |
117-257 |
117-074 |
|
R2 |
117-163 |
117-163 |
117-059 |
|
R1 |
117-097 |
117-097 |
117-045 |
117-130 |
PP |
117-003 |
117-003 |
117-003 |
117-020 |
S1 |
116-257 |
116-257 |
117-015 |
116-290 |
S2 |
116-163 |
116-163 |
117-001 |
|
S3 |
116-003 |
116-097 |
116-306 |
|
S4 |
115-163 |
115-257 |
116-262 |
|
|
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 |
119-110 |
2.618 |
118-169 |
1.618 |
118-009 |
1.000 |
117-230 |
0.618 |
117-169 |
HIGH |
117-070 |
0.618 |
117-009 |
0.500 |
116-310 |
0.382 |
116-291 |
LOW |
116-230 |
0.618 |
116-131 |
1.000 |
116-070 |
1.618 |
115-291 |
2.618 |
115-131 |
4.250 |
114-190 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
117-017 |
117-007 |
PP |
117-003 |
116-303 |
S1 |
116-310 |
116-280 |
|