ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
119-300 |
119-100 |
-0-200 |
-0.5% |
117-030 |
High |
119-300 |
119-130 |
-0-170 |
-0.4% |
118-100 |
Low |
119-300 |
119-100 |
-0-200 |
-0.5% |
116-300 |
Close |
119-300 |
119-200 |
-0-100 |
-0.3% |
118-120 |
Range |
0-000 |
0-030 |
0-030 |
|
1-120 |
ATR |
0-124 |
0-129 |
0-005 |
4.4% |
0-000 |
Volume |
5 |
5 |
0 |
0.0% |
18 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-233 |
119-247 |
119-216 |
|
R3 |
119-203 |
119-217 |
119-208 |
|
R2 |
119-173 |
119-173 |
119-206 |
|
R1 |
119-187 |
119-187 |
119-203 |
119-180 |
PP |
119-143 |
119-143 |
119-143 |
119-140 |
S1 |
119-157 |
119-157 |
119-197 |
119-150 |
S2 |
119-113 |
119-113 |
119-194 |
|
S3 |
119-083 |
119-127 |
119-192 |
|
S4 |
119-053 |
119-097 |
119-184 |
|
|
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 |
119-258 |
2.618 |
119-209 |
1.618 |
119-179 |
1.000 |
119-160 |
0.618 |
119-149 |
HIGH |
119-130 |
0.618 |
119-119 |
0.500 |
119-115 |
0.382 |
119-111 |
LOW |
119-100 |
0.618 |
119-081 |
1.000 |
119-070 |
1.618 |
119-051 |
2.618 |
119-021 |
4.250 |
118-292 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
119-172 |
119-183 |
PP |
119-143 |
119-167 |
S1 |
119-115 |
119-150 |
|