ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
118-155 |
118-110 |
-0-045 |
-0.1% |
119-010 |
High |
118-235 |
119-035 |
0-120 |
0.3% |
119-125 |
Low |
118-070 |
118-085 |
0-015 |
0.0% |
117-180 |
Close |
118-110 |
118-295 |
0-185 |
0.5% |
118-200 |
Range |
0-165 |
0-270 |
0-105 |
63.6% |
1-265 |
ATR |
0-230 |
0-233 |
0-003 |
1.2% |
0-000 |
Volume |
990,375 |
1,102,062 |
111,687 |
11.3% |
6,336,537 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-095 |
120-305 |
119-124 |
|
R3 |
120-145 |
120-035 |
119-049 |
|
R2 |
119-195 |
119-195 |
119-024 |
|
R1 |
119-085 |
119-085 |
119-000 |
119-140 |
PP |
118-245 |
118-245 |
118-245 |
118-272 |
S1 |
118-135 |
118-135 |
118-270 |
118-190 |
S2 |
117-295 |
117-295 |
118-246 |
|
S3 |
117-025 |
117-185 |
118-221 |
|
S4 |
116-075 |
116-235 |
118-146 |
|
|
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 |
122-222 |
2.618 |
121-102 |
1.618 |
120-152 |
1.000 |
119-305 |
0.618 |
119-202 |
HIGH |
119-035 |
0.618 |
118-252 |
0.500 |
118-220 |
0.382 |
118-188 |
LOW |
118-085 |
0.618 |
117-238 |
1.000 |
117-135 |
1.618 |
116-288 |
2.618 |
116-018 |
4.250 |
114-218 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
118-270 |
118-264 |
PP |
118-245 |
118-233 |
S1 |
118-220 |
118-202 |
|