ECBOT 10 Year T-Note Future September 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 |
117-130 |
117-170 |
0-040 |
0.1% |
117-170 |
High |
117-130 |
117-170 |
0-040 |
0.1% |
117-200 |
Low |
117-120 |
117-170 |
0-050 |
0.1% |
117-030 |
Close |
117-300 |
117-170 |
-0-130 |
-0.3% |
117-230 |
Range |
0-010 |
0-000 |
-0-010 |
-100.0% |
0-170 |
ATR |
0-113 |
0-114 |
0-001 |
1.1% |
0-000 |
Volume |
3 |
9 |
6 |
200.0% |
28 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-170 |
117-170 |
117-170 |
|
R3 |
117-170 |
117-170 |
117-170 |
|
R2 |
117-170 |
117-170 |
117-170 |
|
R1 |
117-170 |
117-170 |
117-170 |
117-170 |
PP |
117-170 |
117-170 |
117-170 |
117-170 |
S1 |
117-170 |
117-170 |
117-170 |
117-170 |
S2 |
117-170 |
117-170 |
117-170 |
|
S3 |
117-170 |
117-170 |
117-170 |
|
S4 |
117-170 |
117-170 |
117-170 |
|
|
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 |
117-170 |
2.618 |
117-170 |
1.618 |
117-170 |
1.000 |
117-170 |
0.618 |
117-170 |
HIGH |
117-170 |
0.618 |
117-170 |
0.500 |
117-170 |
0.382 |
117-170 |
LOW |
117-170 |
0.618 |
117-170 |
1.000 |
117-170 |
1.618 |
117-170 |
2.618 |
117-170 |
4.250 |
117-170 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
117-170 |
117-205 |
PP |
117-170 |
117-193 |
S1 |
117-170 |
117-182 |
|