ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
117-295 |
118-170 |
0-195 |
0.5% |
119-010 |
High |
118-230 |
118-275 |
0-045 |
0.1% |
119-125 |
Low |
117-180 |
118-050 |
0-190 |
0.5% |
117-180 |
Close |
118-200 |
118-195 |
-0-005 |
0.0% |
118-200 |
Range |
1-050 |
0-225 |
-0-145 |
-39.2% |
1-265 |
ATR |
0-236 |
0-235 |
-0-001 |
-0.3% |
0-000 |
Volume |
1,423,248 |
953,068 |
-470,180 |
-33.0% |
6,336,537 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-208 |
120-107 |
118-319 |
|
R3 |
119-303 |
119-202 |
118-257 |
|
R2 |
119-078 |
119-078 |
118-236 |
|
R1 |
118-297 |
118-297 |
118-216 |
119-028 |
PP |
118-173 |
118-173 |
118-173 |
118-199 |
S1 |
118-072 |
118-072 |
118-174 |
118-122 |
S2 |
117-268 |
117-268 |
118-154 |
|
S3 |
117-043 |
117-167 |
118-133 |
|
S4 |
116-138 |
116-262 |
118-071 |
|
|
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 |
121-271 |
2.618 |
120-224 |
1.618 |
119-319 |
1.000 |
119-180 |
0.618 |
119-094 |
HIGH |
118-275 |
0.618 |
118-189 |
0.500 |
118-162 |
0.382 |
118-136 |
LOW |
118-050 |
0.618 |
117-231 |
1.000 |
117-145 |
1.618 |
117-006 |
2.618 |
116-101 |
4.250 |
115-054 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
118-184 |
118-152 |
PP |
118-173 |
118-110 |
S1 |
118-162 |
118-068 |
|