ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
116-285 |
117-040 |
0-075 |
0.2% |
116-030 |
| High |
117-040 |
117-067 |
0-027 |
0.1% |
116-280 |
| Low |
116-182 |
116-237 |
0-055 |
0.1% |
116-000 |
| Close |
117-010 |
116-267 |
-0-063 |
-0.2% |
116-240 |
| Range |
0-178 |
0-150 |
-0-028 |
-15.7% |
0-280 |
| ATR |
0-124 |
0-126 |
0-002 |
1.5% |
0-000 |
| Volume |
746,888 |
726,863 |
-20,025 |
-2.7% |
1,434,674 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-107 |
118-017 |
117-030 |
|
| R3 |
117-277 |
117-187 |
116-308 |
|
| R2 |
117-127 |
117-127 |
116-294 |
|
| R1 |
117-037 |
117-037 |
116-281 |
117-007 |
| PP |
116-297 |
116-297 |
116-297 |
116-282 |
| S1 |
116-207 |
116-207 |
116-253 |
116-177 |
| S2 |
116-147 |
116-147 |
116-240 |
|
| S3 |
115-317 |
116-057 |
116-226 |
|
| S4 |
115-167 |
115-227 |
116-184 |
|
|
| 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 |
119-064 |
|
2.618 |
118-140 |
|
1.618 |
117-310 |
|
1.000 |
117-217 |
|
0.618 |
117-160 |
|
HIGH |
117-067 |
|
0.618 |
117-010 |
|
0.500 |
116-312 |
|
0.382 |
116-294 |
|
LOW |
116-237 |
|
0.618 |
116-144 |
|
1.000 |
116-087 |
|
1.618 |
115-314 |
|
2.618 |
115-164 |
|
4.250 |
114-240 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-312 |
116-284 |
| PP |
116-297 |
116-279 |
| S1 |
116-282 |
116-273 |
|