ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
118-300 |
119-070 |
0-090 |
0.2% |
117-200 |
High |
119-080 |
119-125 |
0-045 |
0.1% |
119-020 |
Low |
118-135 |
118-195 |
0-060 |
0.2% |
117-200 |
Close |
119-040 |
118-230 |
-0-130 |
-0.3% |
118-300 |
Range |
0-265 |
0-250 |
-0-015 |
-5.7% |
1-140 |
ATR |
0-218 |
0-220 |
0-002 |
1.1% |
0-000 |
Volume |
1,456,413 |
1,193,739 |
-262,674 |
-18.0% |
1,831,156 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-080 |
120-245 |
119-048 |
|
R3 |
120-150 |
119-315 |
118-299 |
|
R2 |
119-220 |
119-220 |
118-276 |
|
R1 |
119-065 |
119-065 |
118-253 |
119-018 |
PP |
118-290 |
118-290 |
118-290 |
118-266 |
S1 |
118-135 |
118-135 |
118-207 |
118-088 |
S2 |
118-040 |
118-040 |
118-184 |
|
S3 |
117-110 |
117-205 |
118-161 |
|
S4 |
116-180 |
116-275 |
118-092 |
|
|
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 |
122-228 |
2.618 |
121-140 |
1.618 |
120-210 |
1.000 |
120-055 |
0.618 |
119-280 |
HIGH |
119-125 |
0.618 |
119-030 |
0.500 |
119-000 |
0.382 |
118-290 |
LOW |
118-195 |
0.618 |
118-040 |
1.000 |
117-265 |
1.618 |
117-110 |
2.618 |
116-180 |
4.250 |
115-092 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
119-000 |
118-290 |
PP |
118-290 |
118-270 |
S1 |
118-260 |
118-250 |
|