ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
117-040 |
116-242 |
-0-118 |
-0.3% |
116-030 |
| High |
117-067 |
116-252 |
-0-135 |
-0.4% |
116-280 |
| Low |
116-237 |
116-030 |
-0-207 |
-0.6% |
116-000 |
| Close |
116-267 |
116-040 |
-0-227 |
-0.6% |
116-240 |
| Range |
0-150 |
0-222 |
0-072 |
48.0% |
0-280 |
| ATR |
0-126 |
0-134 |
0-008 |
6.3% |
0-000 |
| Volume |
726,863 |
896,332 |
169,469 |
23.3% |
1,434,674 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-133 |
117-309 |
116-162 |
|
| R3 |
117-231 |
117-087 |
116-101 |
|
| R2 |
117-009 |
117-009 |
116-081 |
|
| R1 |
116-185 |
116-185 |
116-060 |
116-146 |
| PP |
116-107 |
116-107 |
116-107 |
116-088 |
| S1 |
115-283 |
115-283 |
116-020 |
115-244 |
| S2 |
115-205 |
115-205 |
115-319 |
|
| S3 |
114-303 |
115-061 |
115-299 |
|
| S4 |
114-081 |
114-159 |
115-238 |
|
|
| 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 |
119-236 |
|
2.618 |
118-193 |
|
1.618 |
117-291 |
|
1.000 |
117-154 |
|
0.618 |
117-069 |
|
HIGH |
116-252 |
|
0.618 |
116-167 |
|
0.500 |
116-141 |
|
0.382 |
116-115 |
|
LOW |
116-030 |
|
0.618 |
115-213 |
|
1.000 |
115-128 |
|
1.618 |
114-311 |
|
2.618 |
114-089 |
|
4.250 |
113-046 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-141 |
116-208 |
| PP |
116-107 |
116-152 |
| S1 |
116-074 |
116-096 |
|