ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
120-230 |
120-045 |
-0-185 |
-0.5% |
119-260 |
High |
120-235 |
120-080 |
-0-155 |
-0.4% |
121-265 |
Low |
119-270 |
119-255 |
-0-015 |
0.0% |
119-175 |
Close |
120-065 |
120-015 |
-0-050 |
-0.1% |
120-220 |
Range |
0-285 |
0-145 |
-0-140 |
-49.1% |
2-090 |
ATR |
0-282 |
0-273 |
-0-010 |
-3.5% |
0-000 |
Volume |
1,068,095 |
987,363 |
-80,732 |
-7.6% |
7,307,367 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-125 |
121-055 |
120-095 |
|
R3 |
120-300 |
120-230 |
120-055 |
|
R2 |
120-155 |
120-155 |
120-042 |
|
R1 |
120-085 |
120-085 |
120-028 |
120-048 |
PP |
120-010 |
120-010 |
120-010 |
119-311 |
S1 |
119-260 |
119-260 |
120-002 |
119-222 |
S2 |
119-185 |
119-185 |
119-308 |
|
S3 |
119-040 |
119-115 |
119-295 |
|
S4 |
118-215 |
118-290 |
119-255 |
|
|
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 |
122-056 |
2.618 |
121-140 |
1.618 |
120-315 |
1.000 |
120-225 |
0.618 |
120-170 |
HIGH |
120-080 |
0.618 |
120-025 |
0.500 |
120-008 |
0.382 |
119-310 |
LOW |
119-255 |
0.618 |
119-165 |
1.000 |
119-110 |
1.618 |
119-020 |
2.618 |
118-195 |
4.250 |
117-279 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
120-012 |
120-148 |
PP |
120-010 |
120-103 |
S1 |
120-008 |
120-059 |
|