ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
118-110 |
118-285 |
0-175 |
0.5% |
119-010 |
High |
119-035 |
119-280 |
0-245 |
0.6% |
119-125 |
Low |
118-085 |
118-270 |
0-185 |
0.5% |
117-180 |
Close |
118-295 |
119-200 |
0-225 |
0.6% |
118-200 |
Range |
0-270 |
1-010 |
0-060 |
22.2% |
1-265 |
ATR |
0-233 |
0-240 |
0-007 |
3.0% |
0-000 |
Volume |
1,102,062 |
1,455,682 |
353,620 |
32.1% |
6,336,537 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-173 |
122-037 |
120-062 |
|
R3 |
121-163 |
121-027 |
119-291 |
|
R2 |
120-153 |
120-153 |
119-260 |
|
R1 |
120-017 |
120-017 |
119-230 |
120-085 |
PP |
119-143 |
119-143 |
119-143 |
119-178 |
S1 |
119-007 |
119-007 |
119-170 |
119-075 |
S2 |
118-133 |
118-133 |
119-140 |
|
S3 |
117-123 |
117-317 |
119-109 |
|
S4 |
116-113 |
116-307 |
119-018 |
|
|
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 |
124-082 |
2.618 |
122-184 |
1.618 |
121-174 |
1.000 |
120-290 |
0.618 |
120-164 |
HIGH |
119-280 |
0.618 |
119-154 |
0.500 |
119-115 |
0.382 |
119-076 |
LOW |
118-270 |
0.618 |
118-066 |
1.000 |
117-260 |
1.618 |
117-056 |
2.618 |
116-046 |
4.250 |
114-148 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
119-172 |
119-138 |
PP |
119-143 |
119-077 |
S1 |
119-115 |
119-015 |
|