ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
118-220 |
118-160 |
-0-060 |
-0.2% |
116-290 |
High |
118-310 |
119-020 |
0-030 |
0.1% |
117-270 |
Low |
118-130 |
118-160 |
0-030 |
0.1% |
116-230 |
Close |
118-160 |
118-250 |
0-090 |
0.2% |
117-200 |
Range |
0-180 |
0-180 |
0-000 |
0.0% |
1-040 |
ATR |
0-231 |
0-227 |
-0-004 |
-1.6% |
0-000 |
Volume |
304,944 |
612,276 |
307,332 |
100.8% |
142,192 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-150 |
120-060 |
119-029 |
|
R3 |
119-290 |
119-200 |
118-300 |
|
R2 |
119-110 |
119-110 |
118-283 |
|
R1 |
119-020 |
119-020 |
118-266 |
119-065 |
PP |
118-250 |
118-250 |
118-250 |
118-272 |
S1 |
118-160 |
118-160 |
118-234 |
118-205 |
S2 |
118-070 |
118-070 |
118-217 |
|
S3 |
117-210 |
117-300 |
118-200 |
|
S4 |
117-030 |
117-120 |
118-151 |
|
|
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 |
121-145 |
2.618 |
120-171 |
1.618 |
119-311 |
1.000 |
119-200 |
0.618 |
119-131 |
HIGH |
119-020 |
0.618 |
118-271 |
0.500 |
118-250 |
0.382 |
118-229 |
LOW |
118-160 |
0.618 |
118-049 |
1.000 |
117-300 |
1.618 |
117-189 |
2.618 |
117-009 |
4.250 |
116-035 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
118-250 |
118-203 |
PP |
118-250 |
118-157 |
S1 |
118-250 |
118-110 |
|