ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
116-260 |
116-285 |
0-025 |
0.1% |
116-030 |
| High |
116-315 |
117-040 |
0-045 |
0.1% |
116-280 |
| Low |
116-245 |
116-182 |
-0-063 |
-0.2% |
116-000 |
| Close |
116-300 |
117-010 |
0-030 |
0.1% |
116-240 |
| Range |
0-070 |
0-178 |
0-108 |
154.3% |
0-280 |
| ATR |
0-120 |
0-124 |
0-004 |
3.5% |
0-000 |
| Volume |
488,442 |
746,888 |
258,446 |
52.9% |
1,434,674 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-185 |
118-115 |
117-108 |
|
| R3 |
118-007 |
117-257 |
117-059 |
|
| R2 |
117-149 |
117-149 |
117-043 |
|
| R1 |
117-079 |
117-079 |
117-026 |
117-114 |
| PP |
116-291 |
116-291 |
116-291 |
116-308 |
| S1 |
116-221 |
116-221 |
116-314 |
116-256 |
| S2 |
116-113 |
116-113 |
116-297 |
|
| S3 |
115-255 |
116-043 |
116-281 |
|
| S4 |
115-077 |
115-185 |
116-232 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-053 |
118-267 |
117-074 |
|
| R3 |
118-093 |
117-307 |
116-317 |
|
| R2 |
117-133 |
117-133 |
116-291 |
|
| R1 |
117-027 |
117-027 |
116-266 |
117-080 |
| PP |
116-173 |
116-173 |
116-173 |
116-200 |
| S1 |
116-067 |
116-067 |
116-214 |
116-120 |
| S2 |
115-213 |
115-213 |
116-189 |
|
| S3 |
114-253 |
115-107 |
116-163 |
|
| S4 |
113-293 |
114-147 |
116-086 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-156 |
|
2.618 |
118-186 |
|
1.618 |
118-008 |
|
1.000 |
117-218 |
|
0.618 |
117-150 |
|
HIGH |
117-040 |
|
0.618 |
116-292 |
|
0.500 |
116-271 |
|
0.382 |
116-250 |
|
LOW |
116-182 |
|
0.618 |
116-072 |
|
1.000 |
116-004 |
|
1.618 |
115-214 |
|
2.618 |
115-036 |
|
4.250 |
114-066 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-310 |
116-308 |
| PP |
116-291 |
116-287 |
| S1 |
116-271 |
116-265 |
|