ECBOT 10 Year T-Note Future June 2011
Trading Metrics calculated at close of trading on 29-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
119-040 |
119-060 |
0-020 |
0.1% |
120-230 |
High |
119-080 |
119-100 |
0-020 |
0.1% |
120-235 |
Low |
118-260 |
118-215 |
-0-045 |
-0.1% |
119-015 |
Close |
119-025 |
118-245 |
-0-100 |
-0.3% |
119-060 |
Range |
0-140 |
0-205 |
0-065 |
46.4% |
1-220 |
ATR |
0-254 |
0-250 |
-0-003 |
-1.4% |
0-000 |
Volume |
822,188 |
931,921 |
109,733 |
13.3% |
5,291,548 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-268 |
120-142 |
119-038 |
|
R3 |
120-063 |
119-257 |
118-301 |
|
R2 |
119-178 |
119-178 |
118-283 |
|
R1 |
119-052 |
119-052 |
118-264 |
119-012 |
PP |
118-293 |
118-293 |
118-293 |
118-274 |
S1 |
118-167 |
118-167 |
118-226 |
118-128 |
S2 |
118-088 |
118-088 |
118-207 |
|
S3 |
117-203 |
117-282 |
118-189 |
|
S4 |
116-318 |
117-077 |
118-132 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-230 |
123-205 |
120-037 |
|
R3 |
123-010 |
121-305 |
119-208 |
|
R2 |
121-110 |
121-110 |
119-159 |
|
R1 |
120-085 |
120-085 |
119-110 |
119-308 |
PP |
119-210 |
119-210 |
119-210 |
119-161 |
S1 |
118-185 |
118-185 |
119-010 |
118-088 |
S2 |
117-310 |
117-310 |
118-281 |
|
S3 |
116-090 |
116-285 |
118-232 |
|
S4 |
114-190 |
115-065 |
118-083 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-011 |
2.618 |
120-317 |
1.618 |
120-112 |
1.000 |
119-305 |
0.618 |
119-227 |
HIGH |
119-100 |
0.618 |
119-022 |
0.500 |
118-318 |
0.382 |
118-293 |
LOW |
118-215 |
0.618 |
118-088 |
1.000 |
118-010 |
1.618 |
117-203 |
2.618 |
116-318 |
4.250 |
115-304 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
118-318 |
119-065 |
PP |
118-293 |
119-018 |
S1 |
118-269 |
118-292 |
|