ECBOT 10 Year T-Note Future September 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 |
117-290 |
117-130 |
-0-160 |
-0.4% |
117-170 |
| High |
117-290 |
117-130 |
-0-160 |
-0.4% |
117-200 |
| Low |
117-290 |
117-120 |
-0-170 |
-0.5% |
117-030 |
| Close |
117-290 |
117-300 |
0-010 |
0.0% |
117-230 |
| Range |
0-000 |
0-010 |
0-010 |
|
0-170 |
| ATR |
0-109 |
0-113 |
0-004 |
4.0% |
0-000 |
| Volume |
3 |
3 |
0 |
0.0% |
28 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-213 |
117-267 |
117-306 |
|
| R3 |
117-203 |
117-257 |
117-303 |
|
| R2 |
117-193 |
117-193 |
117-302 |
|
| R1 |
117-247 |
117-247 |
117-301 |
117-220 |
| PP |
117-183 |
117-183 |
117-183 |
117-170 |
| S1 |
117-237 |
117-237 |
117-299 |
117-210 |
| S2 |
117-173 |
117-173 |
117-298 |
|
| S3 |
117-163 |
117-227 |
117-297 |
|
| S4 |
117-153 |
117-217 |
117-294 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-023 |
118-297 |
118-004 |
|
| R3 |
118-173 |
118-127 |
117-277 |
|
| R2 |
118-003 |
118-003 |
117-261 |
|
| R1 |
117-277 |
117-277 |
117-246 |
117-300 |
| PP |
117-153 |
117-153 |
117-153 |
117-165 |
| S1 |
117-107 |
117-107 |
117-214 |
117-130 |
| S2 |
116-303 |
116-303 |
117-199 |
|
| S3 |
116-133 |
116-257 |
117-183 |
|
| S4 |
115-283 |
116-087 |
117-136 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-172 |
|
2.618 |
117-156 |
|
1.618 |
117-146 |
|
1.000 |
117-140 |
|
0.618 |
117-136 |
|
HIGH |
117-130 |
|
0.618 |
117-126 |
|
0.500 |
117-125 |
|
0.382 |
117-124 |
|
LOW |
117-120 |
|
0.618 |
117-114 |
|
1.000 |
117-110 |
|
1.618 |
117-104 |
|
2.618 |
117-094 |
|
4.250 |
117-078 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-242 |
117-253 |
| PP |
117-183 |
117-207 |
| S1 |
117-125 |
117-160 |
|