ECBOT 10 Year T-Note Future September 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 |
117-150 |
117-050 |
-0-100 |
-0.3% |
117-290 |
High |
117-150 |
117-050 |
-0-100 |
-0.3% |
117-290 |
Low |
116-160 |
117-050 |
0-210 |
0.6% |
116-160 |
Close |
116-210 |
117-140 |
0-250 |
0.7% |
117-140 |
Range |
0-310 |
0-000 |
-0-310 |
-100.0% |
1-130 |
ATR |
0-130 |
0-132 |
0-002 |
1.7% |
0-000 |
Volume |
9 |
27 |
18 |
200.0% |
51 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-080 |
117-110 |
117-140 |
|
R3 |
117-080 |
117-110 |
117-140 |
|
R2 |
117-080 |
117-080 |
117-140 |
|
R1 |
117-110 |
117-110 |
117-140 |
117-095 |
PP |
117-080 |
117-080 |
117-080 |
117-072 |
S1 |
117-110 |
117-110 |
117-140 |
117-095 |
S2 |
117-080 |
117-080 |
117-140 |
|
S3 |
117-080 |
117-110 |
117-140 |
|
S4 |
117-080 |
117-110 |
117-140 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-160 |
120-280 |
118-068 |
|
R3 |
120-030 |
119-150 |
117-264 |
|
R2 |
118-220 |
118-220 |
117-222 |
|
R1 |
118-020 |
118-020 |
117-181 |
117-215 |
PP |
117-090 |
117-090 |
117-090 |
117-028 |
S1 |
116-210 |
116-210 |
117-099 |
116-085 |
S2 |
115-280 |
115-280 |
117-058 |
|
S3 |
114-150 |
115-080 |
117-016 |
|
S4 |
113-020 |
113-270 |
116-212 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-050 |
2.618 |
117-050 |
1.618 |
117-050 |
1.000 |
117-050 |
0.618 |
117-050 |
HIGH |
117-050 |
0.618 |
117-050 |
0.500 |
117-050 |
0.382 |
117-050 |
LOW |
117-050 |
0.618 |
117-050 |
1.000 |
117-050 |
1.618 |
117-050 |
2.618 |
117-050 |
4.250 |
117-050 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
117-110 |
117-095 |
PP |
117-080 |
117-050 |
S1 |
117-050 |
117-005 |
|