ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
117-030 |
117-000 |
-0-030 |
-0.1% |
117-290 |
High |
117-030 |
117-000 |
-0-030 |
-0.1% |
117-290 |
Low |
117-010 |
116-300 |
-0-030 |
-0.1% |
116-160 |
Close |
117-140 |
117-050 |
-0-090 |
-0.2% |
117-140 |
Range |
0-020 |
0-020 |
0-000 |
0.0% |
1-130 |
ATR |
0-132 |
0-134 |
0-002 |
1.5% |
0-000 |
Volume |
1 |
12 |
11 |
1,100.0% |
51 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-070 |
117-080 |
117-061 |
|
R3 |
117-050 |
117-060 |
117-056 |
|
R2 |
117-030 |
117-030 |
117-054 |
|
R1 |
117-040 |
117-040 |
117-052 |
117-035 |
PP |
117-010 |
117-010 |
117-010 |
117-008 |
S1 |
117-020 |
117-020 |
117-048 |
117-015 |
S2 |
116-310 |
116-310 |
117-046 |
|
S3 |
116-290 |
117-000 |
117-044 |
|
S4 |
116-270 |
116-300 |
117-039 |
|
|
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 |
117-085 |
2.618 |
117-052 |
1.618 |
117-032 |
1.000 |
117-020 |
0.618 |
117-012 |
HIGH |
117-000 |
0.618 |
116-312 |
0.500 |
116-310 |
0.382 |
116-308 |
LOW |
116-300 |
0.618 |
116-288 |
1.000 |
116-280 |
1.618 |
116-268 |
2.618 |
116-248 |
4.250 |
116-215 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
117-030 |
117-038 |
PP |
117-010 |
117-027 |
S1 |
116-310 |
117-015 |
|