ECBOT 5 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
116-242 |
116-065 |
-0-177 |
-0.5% |
116-260 |
| High |
116-252 |
116-270 |
0-018 |
0.0% |
117-067 |
| Low |
116-030 |
115-285 |
-0-065 |
-0.2% |
115-285 |
| Close |
116-040 |
116-255 |
0-215 |
0.6% |
116-255 |
| Range |
0-222 |
0-305 |
0-083 |
37.4% |
1-102 |
| ATR |
0-134 |
0-146 |
0-012 |
9.1% |
0-000 |
| Volume |
896,332 |
837,235 |
-59,097 |
-6.6% |
3,695,760 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-118 |
119-012 |
117-103 |
|
| R3 |
118-133 |
118-027 |
117-019 |
|
| R2 |
117-148 |
117-148 |
116-311 |
|
| R1 |
117-042 |
117-042 |
116-283 |
117-095 |
| PP |
116-163 |
116-163 |
116-163 |
116-190 |
| S1 |
116-057 |
116-057 |
116-227 |
116-110 |
| S2 |
115-178 |
115-178 |
116-199 |
|
| S3 |
114-193 |
115-072 |
116-171 |
|
| S4 |
113-208 |
114-087 |
116-087 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-188 |
120-004 |
117-167 |
|
| R3 |
119-086 |
118-222 |
117-051 |
|
| R2 |
117-304 |
117-304 |
117-012 |
|
| R1 |
117-120 |
117-120 |
116-294 |
117-001 |
| PP |
116-202 |
116-202 |
116-202 |
116-143 |
| S1 |
116-018 |
116-018 |
116-216 |
115-219 |
| S2 |
115-100 |
115-100 |
116-178 |
|
| S3 |
113-318 |
114-236 |
116-139 |
|
| S4 |
112-216 |
113-134 |
116-023 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-286 |
|
2.618 |
119-108 |
|
1.618 |
118-123 |
|
1.000 |
117-255 |
|
0.618 |
117-138 |
|
HIGH |
116-270 |
|
0.618 |
116-153 |
|
0.500 |
116-118 |
|
0.382 |
116-082 |
|
LOW |
115-285 |
|
0.618 |
115-097 |
|
1.000 |
114-300 |
|
1.618 |
114-112 |
|
2.618 |
113-127 |
|
4.250 |
111-269 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-209 |
116-229 |
| PP |
116-163 |
116-202 |
| S1 |
116-118 |
116-176 |
|