ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
118-100 |
118-120 |
0-020 |
0.1% |
117-030 |
High |
118-100 |
118-200 |
0-100 |
0.3% |
118-100 |
Low |
118-100 |
118-120 |
0-020 |
0.1% |
116-300 |
Close |
118-120 |
118-280 |
0-160 |
0.4% |
118-120 |
Range |
0-000 |
0-080 |
0-080 |
|
1-120 |
ATR |
0-119 |
0-117 |
-0-003 |
-2.4% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
18 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-120 |
119-120 |
119-004 |
|
R3 |
119-040 |
119-040 |
118-302 |
|
R2 |
118-280 |
118-280 |
118-295 |
|
R1 |
118-280 |
118-280 |
118-287 |
118-280 |
PP |
118-200 |
118-200 |
118-200 |
118-200 |
S1 |
118-200 |
118-200 |
118-273 |
118-200 |
S2 |
118-120 |
118-120 |
118-265 |
|
S3 |
118-040 |
118-120 |
118-258 |
|
S4 |
117-280 |
118-040 |
118-236 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-000 |
121-180 |
119-042 |
|
R3 |
120-200 |
120-060 |
118-241 |
|
R2 |
119-080 |
119-080 |
118-201 |
|
R1 |
118-260 |
118-260 |
118-160 |
119-010 |
PP |
117-280 |
117-280 |
117-280 |
117-315 |
S1 |
117-140 |
117-140 |
118-080 |
117-210 |
S2 |
116-160 |
116-160 |
118-039 |
|
S3 |
115-040 |
116-020 |
117-319 |
|
S4 |
113-240 |
114-220 |
117-198 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-220 |
2.618 |
119-089 |
1.618 |
119-009 |
1.000 |
118-280 |
0.618 |
118-249 |
HIGH |
118-200 |
0.618 |
118-169 |
0.500 |
118-160 |
0.382 |
118-151 |
LOW |
118-120 |
0.618 |
118-071 |
1.000 |
118-040 |
1.618 |
117-311 |
2.618 |
117-231 |
4.250 |
117-100 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
118-240 |
118-193 |
PP |
118-200 |
118-107 |
S1 |
118-160 |
118-020 |
|