ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-310 |
117-030 |
0-040 |
0.1% |
117-040 |
| High |
117-090 |
117-150 |
0-060 |
0.2% |
117-100 |
| Low |
116-230 |
116-280 |
0-050 |
0.1% |
116-040 |
| Close |
117-050 |
117-050 |
0-000 |
0.0% |
116-290 |
| Range |
0-180 |
0-190 |
0-010 |
5.6% |
1-060 |
| ATR |
0-232 |
0-229 |
-0-003 |
-1.3% |
0-000 |
| Volume |
19,918 |
36,424 |
16,506 |
82.9% |
56,307 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-303 |
118-207 |
117-154 |
|
| R3 |
118-113 |
118-017 |
117-102 |
|
| R2 |
117-243 |
117-243 |
117-085 |
|
| R1 |
117-147 |
117-147 |
117-067 |
117-195 |
| PP |
117-053 |
117-053 |
117-053 |
117-078 |
| S1 |
116-277 |
116-277 |
117-033 |
117-005 |
| S2 |
116-183 |
116-183 |
117-015 |
|
| S3 |
115-313 |
116-087 |
116-318 |
|
| S4 |
115-123 |
115-217 |
116-266 |
|
|
| 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 |
119-318 |
|
2.618 |
119-007 |
|
1.618 |
118-137 |
|
1.000 |
118-020 |
|
0.618 |
117-267 |
|
HIGH |
117-150 |
|
0.618 |
117-077 |
|
0.500 |
117-055 |
|
0.382 |
117-033 |
|
LOW |
116-280 |
|
0.618 |
116-163 |
|
1.000 |
116-090 |
|
1.618 |
115-293 |
|
2.618 |
115-103 |
|
4.250 |
114-112 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-055 |
117-043 |
| PP |
117-053 |
117-037 |
| S1 |
117-052 |
117-030 |
|