ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
117-030 |
117-050 |
0-020 |
0.1% |
117-040 |
High |
117-150 |
117-270 |
0-120 |
0.3% |
117-100 |
Low |
116-280 |
117-050 |
0-090 |
0.2% |
116-040 |
Close |
117-050 |
117-190 |
0-140 |
0.4% |
116-290 |
Range |
0-190 |
0-220 |
0-030 |
15.8% |
1-060 |
ATR |
0-229 |
0-228 |
-0-001 |
-0.3% |
0-000 |
Volume |
36,424 |
31,272 |
-5,152 |
-14.1% |
56,307 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-190 |
119-090 |
117-311 |
|
R3 |
118-290 |
118-190 |
117-250 |
|
R2 |
118-070 |
118-070 |
117-230 |
|
R1 |
117-290 |
117-290 |
117-210 |
118-020 |
PP |
117-170 |
117-170 |
117-170 |
117-195 |
S1 |
117-070 |
117-070 |
117-170 |
117-120 |
S2 |
116-270 |
116-270 |
117-150 |
|
S3 |
116-050 |
116-170 |
117-130 |
|
S4 |
115-150 |
115-270 |
117-069 |
|
|
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 |
120-245 |
2.618 |
119-206 |
1.618 |
118-306 |
1.000 |
118-170 |
0.618 |
118-086 |
HIGH |
117-270 |
0.618 |
117-186 |
0.500 |
117-160 |
0.382 |
117-134 |
LOW |
117-050 |
0.618 |
116-234 |
1.000 |
116-150 |
1.618 |
116-014 |
2.618 |
115-114 |
4.250 |
114-075 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
117-180 |
117-157 |
PP |
117-170 |
117-123 |
S1 |
117-160 |
117-090 |
|