ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
117-150 |
117-200 |
0-050 |
0.1% |
116-290 |
High |
117-220 |
118-260 |
1-040 |
1.0% |
117-270 |
Low |
117-060 |
117-200 |
0-140 |
0.4% |
116-230 |
Close |
117-200 |
118-240 |
1-040 |
1.0% |
117-200 |
Range |
0-160 |
1-060 |
0-220 |
137.5% |
1-040 |
ATR |
0-223 |
0-235 |
0-011 |
5.0% |
0-000 |
Volume |
42,374 |
36,896 |
-5,478 |
-12.9% |
142,192 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-307 |
121-173 |
119-129 |
|
R3 |
120-247 |
120-113 |
119-024 |
|
R2 |
119-187 |
119-187 |
118-310 |
|
R1 |
119-053 |
119-053 |
118-275 |
119-120 |
PP |
118-127 |
118-127 |
118-127 |
118-160 |
S1 |
117-313 |
117-313 |
118-205 |
118-060 |
S2 |
117-067 |
117-067 |
118-170 |
|
S3 |
116-007 |
116-253 |
118-136 |
|
S4 |
114-267 |
115-193 |
118-031 |
|
|
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 |
123-275 |
2.618 |
121-295 |
1.618 |
120-235 |
1.000 |
120-000 |
0.618 |
119-175 |
HIGH |
118-260 |
0.618 |
118-115 |
0.500 |
118-070 |
0.382 |
118-025 |
LOW |
117-200 |
0.618 |
116-285 |
1.000 |
116-140 |
1.618 |
115-225 |
2.618 |
114-165 |
4.250 |
112-185 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
118-183 |
118-158 |
PP |
118-127 |
118-077 |
S1 |
118-070 |
117-315 |
|