ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
119-260 |
119-260 |
0-000 |
0.0% |
118-170 |
| High |
120-050 |
120-135 |
0-085 |
0.2% |
120-050 |
| Low |
119-155 |
119-175 |
0-020 |
0.1% |
118-050 |
| Close |
119-220 |
120-060 |
0-160 |
0.4% |
119-220 |
| Range |
0-215 |
0-280 |
0-065 |
30.2% |
2-000 |
| ATR |
0-238 |
0-241 |
0-003 |
1.3% |
0-000 |
| Volume |
1,216,610 |
1,153,748 |
-62,862 |
-5.2% |
5,717,797 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-217 |
122-098 |
120-214 |
|
| R3 |
121-257 |
121-138 |
120-137 |
|
| R2 |
120-297 |
120-297 |
120-111 |
|
| R1 |
120-178 |
120-178 |
120-086 |
120-238 |
| PP |
120-017 |
120-017 |
120-017 |
120-046 |
| S1 |
119-218 |
119-218 |
120-034 |
119-278 |
| S2 |
119-057 |
119-057 |
120-009 |
|
| S3 |
118-097 |
118-258 |
119-303 |
|
| S4 |
117-137 |
117-298 |
119-226 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-107 |
124-163 |
120-252 |
|
| R3 |
123-107 |
122-163 |
120-076 |
|
| R2 |
121-107 |
121-107 |
120-017 |
|
| R1 |
120-163 |
120-163 |
119-279 |
120-295 |
| PP |
119-107 |
119-107 |
119-107 |
119-172 |
| S1 |
118-163 |
118-163 |
119-161 |
118-295 |
| S2 |
117-107 |
117-107 |
119-103 |
|
| S3 |
115-107 |
116-163 |
119-044 |
|
| S4 |
113-107 |
114-163 |
118-188 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-045 |
|
2.618 |
122-228 |
|
1.618 |
121-268 |
|
1.000 |
121-095 |
|
0.618 |
120-308 |
|
HIGH |
120-135 |
|
0.618 |
120-028 |
|
0.500 |
119-315 |
|
0.382 |
119-282 |
|
LOW |
119-175 |
|
0.618 |
119-002 |
|
1.000 |
118-215 |
|
1.618 |
118-042 |
|
2.618 |
117-082 |
|
4.250 |
115-265 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-038 |
120-001 |
| PP |
120-017 |
119-262 |
| S1 |
119-315 |
119-202 |
|