ECBOT 10 Year T-Note Future September 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 |
117-170 |
117-150 |
-0-020 |
-0.1% |
117-170 |
| High |
117-170 |
117-150 |
-0-020 |
-0.1% |
117-200 |
| Low |
117-170 |
116-160 |
-1-010 |
-0.9% |
117-030 |
| Close |
117-170 |
116-210 |
-0-280 |
-0.7% |
117-230 |
| Range |
0-000 |
0-310 |
0-310 |
|
0-170 |
| ATR |
0-114 |
0-130 |
0-015 |
13.5% |
0-000 |
| Volume |
9 |
9 |
0 |
0.0% |
28 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-250 |
119-060 |
117-060 |
|
| R3 |
118-260 |
118-070 |
116-295 |
|
| R2 |
117-270 |
117-270 |
116-267 |
|
| R1 |
117-080 |
117-080 |
116-238 |
117-020 |
| PP |
116-280 |
116-280 |
116-280 |
116-250 |
| S1 |
116-090 |
116-090 |
116-182 |
116-030 |
| S2 |
115-290 |
115-290 |
116-153 |
|
| S3 |
114-300 |
115-100 |
116-125 |
|
| S4 |
113-310 |
114-110 |
116-040 |
|
|
| 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 |
121-188 |
|
2.618 |
120-002 |
|
1.618 |
119-012 |
|
1.000 |
118-140 |
|
0.618 |
118-022 |
|
HIGH |
117-150 |
|
0.618 |
117-032 |
|
0.500 |
116-315 |
|
0.382 |
116-278 |
|
LOW |
116-160 |
|
0.618 |
115-288 |
|
1.000 |
115-170 |
|
1.618 |
114-298 |
|
2.618 |
113-308 |
|
4.250 |
112-122 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-315 |
117-005 |
| PP |
116-280 |
116-287 |
| S1 |
116-245 |
116-248 |
|