ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
118-170 |
118-155 |
-0-015 |
0.0% |
119-010 |
High |
118-275 |
118-235 |
-0-040 |
-0.1% |
119-125 |
Low |
118-050 |
118-070 |
0-020 |
0.1% |
117-180 |
Close |
118-195 |
118-110 |
-0-085 |
-0.2% |
118-200 |
Range |
0-225 |
0-165 |
-0-060 |
-26.7% |
1-265 |
ATR |
0-235 |
0-230 |
-0-005 |
-2.1% |
0-000 |
Volume |
953,068 |
990,375 |
37,307 |
3.9% |
6,336,537 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-313 |
119-217 |
118-201 |
|
R3 |
119-148 |
119-052 |
118-155 |
|
R2 |
118-303 |
118-303 |
118-140 |
|
R1 |
118-207 |
118-207 |
118-125 |
118-172 |
PP |
118-138 |
118-138 |
118-138 |
118-121 |
S1 |
118-042 |
118-042 |
118-095 |
118-008 |
S2 |
117-293 |
117-293 |
118-080 |
|
S3 |
117-128 |
117-197 |
118-065 |
|
S4 |
116-283 |
117-032 |
118-019 |
|
|
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 |
120-296 |
2.618 |
120-027 |
1.618 |
119-182 |
1.000 |
119-080 |
0.618 |
119-017 |
HIGH |
118-235 |
0.618 |
118-172 |
0.500 |
118-152 |
0.382 |
118-133 |
LOW |
118-070 |
0.618 |
117-288 |
1.000 |
117-225 |
1.618 |
117-123 |
2.618 |
116-278 |
4.250 |
116-009 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
118-152 |
118-096 |
PP |
118-138 |
118-082 |
S1 |
118-124 |
118-068 |
|