ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
119-010 |
118-300 |
-0-030 |
-0.1% |
117-200 |
High |
119-090 |
119-080 |
-0-010 |
0.0% |
119-020 |
Low |
118-300 |
118-135 |
-0-165 |
-0.4% |
117-200 |
Close |
119-015 |
119-040 |
0-025 |
0.1% |
118-300 |
Range |
0-110 |
0-265 |
0-155 |
140.9% |
1-140 |
ATR |
0-214 |
0-218 |
0-004 |
1.7% |
0-000 |
Volume |
915,770 |
1,456,413 |
540,643 |
59.0% |
1,831,156 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-133 |
121-032 |
119-186 |
|
R3 |
120-188 |
120-087 |
119-113 |
|
R2 |
119-243 |
119-243 |
119-089 |
|
R1 |
119-142 |
119-142 |
119-064 |
119-192 |
PP |
118-298 |
118-298 |
118-298 |
119-004 |
S1 |
118-197 |
118-197 |
119-016 |
118-248 |
S2 |
118-033 |
118-033 |
118-311 |
|
S3 |
117-088 |
117-252 |
118-287 |
|
S4 |
116-143 |
116-307 |
118-214 |
|
|
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 |
122-246 |
2.618 |
121-134 |
1.618 |
120-189 |
1.000 |
120-025 |
0.618 |
119-244 |
HIGH |
119-080 |
0.618 |
118-299 |
0.500 |
118-268 |
0.382 |
118-236 |
LOW |
118-135 |
0.618 |
117-291 |
1.000 |
117-190 |
1.618 |
117-026 |
2.618 |
116-081 |
4.250 |
114-289 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
119-009 |
119-011 |
PP |
118-298 |
118-302 |
S1 |
118-268 |
118-272 |
|