ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
121-190 |
120-285 |
-0-225 |
-0.6% |
119-260 |
High |
121-250 |
121-040 |
-0-210 |
-0.5% |
121-265 |
Low |
120-170 |
120-120 |
-0-050 |
-0.1% |
119-175 |
Close |
120-300 |
120-220 |
-0-080 |
-0.2% |
120-220 |
Range |
1-080 |
0-240 |
-0-160 |
-40.0% |
2-090 |
ATR |
0-286 |
0-282 |
-0-003 |
-1.1% |
0-000 |
Volume |
1,408,403 |
1,056,825 |
-351,578 |
-25.0% |
7,307,367 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-313 |
122-187 |
121-032 |
|
R3 |
122-073 |
121-267 |
120-286 |
|
R2 |
121-153 |
121-153 |
120-264 |
|
R1 |
121-027 |
121-027 |
120-242 |
120-290 |
PP |
120-233 |
120-233 |
120-233 |
120-205 |
S1 |
120-107 |
120-107 |
120-198 |
120-050 |
S2 |
119-313 |
119-313 |
120-176 |
|
S3 |
119-073 |
119-187 |
120-154 |
|
S4 |
118-153 |
118-267 |
120-088 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-170 |
126-125 |
121-302 |
|
R3 |
125-080 |
124-035 |
121-101 |
|
R2 |
122-310 |
122-310 |
121-034 |
|
R1 |
121-265 |
121-265 |
120-287 |
122-128 |
PP |
120-220 |
120-220 |
120-220 |
120-311 |
S1 |
119-175 |
119-175 |
120-153 |
120-038 |
S2 |
118-130 |
118-130 |
120-086 |
|
S3 |
116-040 |
117-085 |
120-019 |
|
S4 |
113-270 |
114-315 |
119-138 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-100 |
2.618 |
123-028 |
1.618 |
122-108 |
1.000 |
121-280 |
0.618 |
121-188 |
HIGH |
121-040 |
0.618 |
120-268 |
0.500 |
120-240 |
0.382 |
120-212 |
LOW |
120-120 |
0.618 |
119-292 |
1.000 |
119-200 |
1.618 |
119-052 |
2.618 |
118-132 |
4.250 |
117-060 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
120-240 |
120-308 |
PP |
120-233 |
120-278 |
S1 |
120-227 |
120-249 |
|