ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
118-120 |
118-100 |
-0-020 |
-0.1% |
118-120 |
High |
118-200 |
118-100 |
-0-100 |
-0.3% |
119-300 |
Low |
118-010 |
118-010 |
0-000 |
0.0% |
118-120 |
Close |
118-170 |
118-010 |
-0-160 |
-0.4% |
119-110 |
Range |
0-190 |
0-090 |
-0-100 |
-52.6% |
1-180 |
ATR |
0-141 |
0-142 |
0-001 |
1.0% |
0-000 |
Volume |
1 |
24 |
23 |
2,300.0% |
17 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-310 |
118-250 |
118-060 |
|
R3 |
118-220 |
118-160 |
118-035 |
|
R2 |
118-130 |
118-130 |
118-026 |
|
R1 |
118-070 |
118-070 |
118-018 |
118-055 |
PP |
118-040 |
118-040 |
118-040 |
118-032 |
S1 |
117-300 |
117-300 |
118-002 |
117-285 |
S2 |
117-270 |
117-270 |
117-314 |
|
S3 |
117-180 |
117-210 |
117-305 |
|
S4 |
117-090 |
117-120 |
117-280 |
|
|
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 |
119-162 |
2.618 |
119-016 |
1.618 |
118-246 |
1.000 |
118-190 |
0.618 |
118-156 |
HIGH |
118-100 |
0.618 |
118-066 |
0.500 |
118-055 |
0.382 |
118-044 |
LOW |
118-010 |
0.618 |
117-274 |
1.000 |
117-240 |
1.618 |
117-184 |
2.618 |
117-094 |
4.250 |
116-268 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
118-055 |
118-105 |
PP |
118-040 |
118-073 |
S1 |
118-025 |
118-042 |
|