ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
117-100 |
117-180 |
0-080 |
0.2% |
115-280 |
High |
117-200 |
117-180 |
-0-020 |
-0.1% |
116-130 |
Low |
117-100 |
117-180 |
0-080 |
0.2% |
115-280 |
Close |
117-090 |
117-180 |
0-090 |
0.2% |
116-130 |
Range |
0-100 |
0-000 |
-0-100 |
-100.0% |
0-170 |
ATR |
|
|
|
|
|
Volume |
2 |
12 |
10 |
500.0% |
10 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-180 |
117-180 |
117-180 |
|
R3 |
117-180 |
117-180 |
117-180 |
|
R2 |
117-180 |
117-180 |
117-180 |
|
R1 |
117-180 |
117-180 |
117-180 |
117-180 |
PP |
117-180 |
117-180 |
117-180 |
117-180 |
S1 |
117-180 |
117-180 |
117-180 |
117-180 |
S2 |
117-180 |
117-180 |
117-180 |
|
S3 |
117-180 |
117-180 |
117-180 |
|
S4 |
117-180 |
117-180 |
117-180 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-263 |
117-207 |
116-224 |
|
R3 |
117-093 |
117-037 |
116-177 |
|
R2 |
116-243 |
116-243 |
116-161 |
|
R1 |
116-187 |
116-187 |
116-146 |
116-215 |
PP |
116-073 |
116-073 |
116-073 |
116-088 |
S1 |
116-017 |
116-017 |
116-114 |
116-045 |
S2 |
115-223 |
115-223 |
116-099 |
|
S3 |
115-053 |
115-167 |
116-083 |
|
S4 |
114-203 |
114-317 |
116-036 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-180 |
2.618 |
117-180 |
1.618 |
117-180 |
1.000 |
117-180 |
0.618 |
117-180 |
HIGH |
117-180 |
0.618 |
117-180 |
0.500 |
117-180 |
0.382 |
117-180 |
LOW |
117-180 |
0.618 |
117-180 |
1.000 |
117-180 |
1.618 |
117-180 |
2.618 |
117-180 |
4.250 |
117-180 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
117-180 |
117-170 |
PP |
117-180 |
117-160 |
S1 |
117-180 |
117-150 |
|