ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
118-205 |
117-295 |
-0-230 |
-0.6% |
119-010 |
High |
118-230 |
118-230 |
0-000 |
0.0% |
119-125 |
Low |
117-255 |
117-180 |
-0-075 |
-0.2% |
117-180 |
Close |
117-265 |
118-200 |
0-255 |
0.7% |
118-200 |
Range |
0-295 |
1-050 |
0-075 |
25.4% |
1-265 |
ATR |
0-226 |
0-236 |
0-010 |
4.6% |
0-000 |
Volume |
1,347,367 |
1,423,248 |
75,881 |
5.6% |
6,336,537 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-247 |
121-113 |
119-084 |
|
R3 |
120-197 |
120-063 |
118-302 |
|
R2 |
119-147 |
119-147 |
118-268 |
|
R1 |
119-013 |
119-013 |
118-234 |
119-080 |
PP |
118-097 |
118-097 |
118-097 |
118-130 |
S1 |
117-283 |
117-283 |
118-166 |
118-030 |
S2 |
117-047 |
117-047 |
118-132 |
|
S3 |
115-317 |
116-233 |
118-098 |
|
S4 |
114-267 |
115-183 |
117-316 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-003 |
123-047 |
119-202 |
|
R3 |
122-058 |
121-102 |
119-041 |
|
R2 |
120-113 |
120-113 |
118-307 |
|
R1 |
119-157 |
119-157 |
118-254 |
119-002 |
PP |
118-168 |
118-168 |
118-168 |
118-091 |
S1 |
117-212 |
117-212 |
118-146 |
117-058 |
S2 |
116-223 |
116-223 |
118-093 |
|
S3 |
114-278 |
115-267 |
118-039 |
|
S4 |
113-013 |
114-002 |
117-198 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-202 |
2.618 |
121-239 |
1.618 |
120-189 |
1.000 |
119-280 |
0.618 |
119-139 |
HIGH |
118-230 |
0.618 |
118-089 |
0.500 |
118-045 |
0.382 |
118-001 |
LOW |
117-180 |
0.618 |
116-271 |
1.000 |
116-130 |
1.618 |
115-221 |
2.618 |
114-171 |
4.250 |
112-208 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
118-148 |
118-184 |
PP |
118-097 |
118-168 |
S1 |
118-045 |
118-152 |
|