ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
116-290 |
116-310 |
0-020 |
0.1% |
117-040 |
High |
117-070 |
117-090 |
0-020 |
0.1% |
117-100 |
Low |
116-230 |
116-230 |
0-000 |
0.0% |
116-040 |
Close |
117-030 |
117-050 |
0-020 |
0.1% |
116-290 |
Range |
0-160 |
0-180 |
0-020 |
12.5% |
1-060 |
ATR |
0-236 |
0-232 |
-0-004 |
-1.7% |
0-000 |
Volume |
12,204 |
19,918 |
7,714 |
63.2% |
56,307 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-237 |
118-163 |
117-149 |
|
R3 |
118-057 |
117-303 |
117-100 |
|
R2 |
117-197 |
117-197 |
117-083 |
|
R1 |
117-123 |
117-123 |
117-066 |
117-160 |
PP |
117-017 |
117-017 |
117-017 |
117-035 |
S1 |
116-263 |
116-263 |
117-034 |
116-300 |
S2 |
116-157 |
116-157 |
117-017 |
|
S3 |
115-297 |
116-083 |
117-000 |
|
S4 |
115-117 |
115-223 |
116-271 |
|
|
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 |
119-215 |
2.618 |
118-241 |
1.618 |
118-061 |
1.000 |
117-270 |
0.618 |
117-201 |
HIGH |
117-090 |
0.618 |
117-021 |
0.500 |
117-000 |
0.382 |
116-299 |
LOW |
116-230 |
0.618 |
116-119 |
1.000 |
116-050 |
1.618 |
115-259 |
2.618 |
115-079 |
4.250 |
114-105 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
117-033 |
117-025 |
PP |
117-017 |
117-000 |
S1 |
117-000 |
116-295 |
|