ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
119-070 |
118-205 |
-0-185 |
-0.5% |
117-200 |
High |
119-125 |
118-230 |
-0-215 |
-0.6% |
119-020 |
Low |
118-195 |
117-255 |
-0-260 |
-0.7% |
117-200 |
Close |
118-230 |
117-265 |
-0-285 |
-0.8% |
118-300 |
Range |
0-250 |
0-295 |
0-045 |
18.0% |
1-140 |
ATR |
0-220 |
0-226 |
0-005 |
2.4% |
0-000 |
Volume |
1,193,739 |
1,347,367 |
153,628 |
12.9% |
1,831,156 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-282 |
120-088 |
118-107 |
|
R3 |
119-307 |
119-113 |
118-026 |
|
R2 |
119-012 |
119-012 |
117-319 |
|
R1 |
118-138 |
118-138 |
117-292 |
118-088 |
PP |
118-037 |
118-037 |
118-037 |
118-011 |
S1 |
117-163 |
117-163 |
117-238 |
117-112 |
S2 |
117-062 |
117-062 |
117-211 |
|
S3 |
116-087 |
116-188 |
117-184 |
|
S4 |
115-112 |
115-213 |
117-103 |
|
|
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 |
122-204 |
2.618 |
121-042 |
1.618 |
120-067 |
1.000 |
119-205 |
0.618 |
119-092 |
HIGH |
118-230 |
0.618 |
118-117 |
0.500 |
118-082 |
0.382 |
118-048 |
LOW |
117-255 |
0.618 |
117-073 |
1.000 |
116-280 |
1.618 |
116-098 |
2.618 |
115-123 |
4.250 |
113-281 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
118-082 |
118-190 |
PP |
118-037 |
118-108 |
S1 |
117-311 |
118-027 |
|