ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
117-050 |
117-150 |
0-100 |
0.3% |
116-290 |
High |
117-270 |
117-220 |
-0-050 |
-0.1% |
117-270 |
Low |
117-050 |
117-060 |
0-010 |
0.0% |
116-230 |
Close |
117-190 |
117-200 |
0-010 |
0.0% |
117-200 |
Range |
0-220 |
0-160 |
-0-060 |
-27.3% |
1-040 |
ATR |
0-228 |
0-223 |
-0-005 |
-2.1% |
0-000 |
Volume |
31,272 |
42,374 |
11,102 |
35.5% |
142,192 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-000 |
118-260 |
117-288 |
|
R3 |
118-160 |
118-100 |
117-244 |
|
R2 |
118-000 |
118-000 |
117-229 |
|
R1 |
117-260 |
117-260 |
117-215 |
117-290 |
PP |
117-160 |
117-160 |
117-160 |
117-175 |
S1 |
117-100 |
117-100 |
117-185 |
117-130 |
S2 |
117-000 |
117-000 |
117-171 |
|
S3 |
116-160 |
116-260 |
117-156 |
|
S4 |
116-000 |
116-100 |
117-112 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-247 |
120-103 |
118-078 |
|
R3 |
119-207 |
119-063 |
117-299 |
|
R2 |
118-167 |
118-167 |
117-266 |
|
R1 |
118-023 |
118-023 |
117-233 |
118-095 |
PP |
117-127 |
117-127 |
117-127 |
117-162 |
S1 |
116-303 |
116-303 |
117-167 |
117-055 |
S2 |
116-087 |
116-087 |
117-134 |
|
S3 |
115-047 |
115-263 |
117-101 |
|
S4 |
114-007 |
114-223 |
117-002 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-260 |
2.618 |
118-319 |
1.618 |
118-159 |
1.000 |
118-060 |
0.618 |
117-319 |
HIGH |
117-220 |
0.618 |
117-159 |
0.500 |
117-140 |
0.382 |
117-121 |
LOW |
117-060 |
0.618 |
116-281 |
1.000 |
116-220 |
1.618 |
116-121 |
2.618 |
115-281 |
4.250 |
115-020 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
117-180 |
117-172 |
PP |
117-160 |
117-143 |
S1 |
117-140 |
117-115 |
|