ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
119-100 |
119-110 |
0-010 |
0.0% |
118-120 |
High |
119-130 |
119-110 |
-0-020 |
-0.1% |
119-300 |
Low |
119-100 |
119-110 |
0-010 |
0.0% |
118-120 |
Close |
119-200 |
119-110 |
-0-090 |
-0.2% |
119-110 |
Range |
0-030 |
0-000 |
-0-030 |
-100.0% |
1-180 |
ATR |
0-129 |
0-127 |
-0-003 |
-2.2% |
0-000 |
Volume |
5 |
3 |
-2 |
-40.0% |
17 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-110 |
119-110 |
119-110 |
|
R3 |
119-110 |
119-110 |
119-110 |
|
R2 |
119-110 |
119-110 |
119-110 |
|
R1 |
119-110 |
119-110 |
119-110 |
119-110 |
PP |
119-110 |
119-110 |
119-110 |
119-110 |
S1 |
119-110 |
119-110 |
119-110 |
119-110 |
S2 |
119-110 |
119-110 |
119-110 |
|
S3 |
119-110 |
119-110 |
119-110 |
|
S4 |
119-110 |
119-110 |
119-110 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-290 |
123-060 |
120-065 |
|
R3 |
122-110 |
121-200 |
119-248 |
|
R2 |
120-250 |
120-250 |
119-202 |
|
R1 |
120-020 |
120-020 |
119-156 |
120-135 |
PP |
119-070 |
119-070 |
119-070 |
119-128 |
S1 |
118-160 |
118-160 |
119-064 |
118-275 |
S2 |
117-210 |
117-210 |
119-018 |
|
S3 |
116-030 |
116-300 |
118-292 |
|
S4 |
114-170 |
115-120 |
118-155 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-110 |
2.618 |
119-110 |
1.618 |
119-110 |
1.000 |
119-110 |
0.618 |
119-110 |
HIGH |
119-110 |
0.618 |
119-110 |
0.500 |
119-110 |
0.382 |
119-110 |
LOW |
119-110 |
0.618 |
119-110 |
1.000 |
119-110 |
1.618 |
119-110 |
2.618 |
119-110 |
4.250 |
119-110 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
119-110 |
119-200 |
PP |
119-110 |
119-170 |
S1 |
119-110 |
119-140 |
|