ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
118-230 |
119-010 |
0-100 |
0.3% |
117-200 |
High |
119-010 |
119-090 |
0-080 |
0.2% |
119-020 |
Low |
118-170 |
118-300 |
0-130 |
0.3% |
117-200 |
Close |
118-300 |
119-015 |
0-035 |
0.1% |
118-300 |
Range |
0-160 |
0-110 |
-0-050 |
-31.3% |
1-140 |
ATR |
0-222 |
0-214 |
-0-008 |
-3.6% |
0-000 |
Volume |
877,040 |
915,770 |
38,730 |
4.4% |
1,831,156 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-038 |
119-297 |
119-076 |
|
R3 |
119-248 |
119-187 |
119-045 |
|
R2 |
119-138 |
119-138 |
119-035 |
|
R1 |
119-077 |
119-077 |
119-025 |
119-108 |
PP |
119-028 |
119-028 |
119-028 |
119-044 |
S1 |
118-287 |
118-287 |
119-005 |
118-318 |
S2 |
118-238 |
118-238 |
118-315 |
|
S3 |
118-128 |
118-177 |
118-305 |
|
S4 |
118-018 |
118-067 |
118-274 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-273 |
122-107 |
119-233 |
|
R3 |
121-133 |
120-287 |
119-106 |
|
R2 |
119-313 |
119-313 |
119-064 |
|
R1 |
119-147 |
119-147 |
119-022 |
119-230 |
PP |
118-173 |
118-173 |
118-173 |
118-215 |
S1 |
118-007 |
118-007 |
118-258 |
118-090 |
S2 |
117-033 |
117-033 |
118-216 |
|
S3 |
115-213 |
116-187 |
118-174 |
|
S4 |
114-073 |
115-047 |
118-047 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-238 |
2.618 |
120-058 |
1.618 |
119-268 |
1.000 |
119-200 |
0.618 |
119-158 |
HIGH |
119-090 |
0.618 |
119-048 |
0.500 |
119-035 |
0.382 |
119-022 |
LOW |
118-300 |
0.618 |
118-232 |
1.000 |
118-190 |
1.618 |
118-122 |
2.618 |
118-012 |
4.250 |
117-152 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
119-035 |
118-318 |
PP |
119-028 |
118-302 |
S1 |
119-022 |
118-285 |
|