ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
118-100 |
118-010 |
-0-090 |
-0.2% |
118-180 |
High |
118-100 |
118-010 |
-0-090 |
-0.2% |
118-200 |
Low |
118-010 |
118-010 |
0-000 |
0.0% |
118-010 |
Close |
118-010 |
117-230 |
-0-100 |
-0.3% |
117-230 |
Range |
0-090 |
0-000 |
-0-090 |
-100.0% |
0-190 |
ATR |
0-142 |
0-132 |
-0-010 |
-7.1% |
0-000 |
Volume |
24 |
10 |
-14 |
-58.3% |
46 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-297 |
117-263 |
117-230 |
|
R3 |
117-297 |
117-263 |
117-230 |
|
R2 |
117-297 |
117-297 |
117-230 |
|
R1 |
117-263 |
117-263 |
117-230 |
117-280 |
PP |
117-297 |
117-297 |
117-297 |
117-305 |
S1 |
117-263 |
117-263 |
117-230 |
117-280 |
S2 |
117-297 |
117-297 |
117-230 |
|
S3 |
117-297 |
117-263 |
117-230 |
|
S4 |
117-297 |
117-263 |
117-230 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-290 |
119-130 |
118-014 |
|
R3 |
119-100 |
118-260 |
117-282 |
|
R2 |
118-230 |
118-230 |
117-265 |
|
R1 |
118-070 |
118-070 |
117-247 |
118-055 |
PP |
118-040 |
118-040 |
118-040 |
118-032 |
S1 |
117-200 |
117-200 |
117-213 |
117-185 |
S2 |
117-170 |
117-170 |
117-195 |
|
S3 |
116-300 |
117-010 |
117-178 |
|
S4 |
116-110 |
116-140 |
117-126 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-010 |
2.618 |
118-010 |
1.618 |
118-010 |
1.000 |
118-010 |
0.618 |
118-010 |
HIGH |
118-010 |
0.618 |
118-010 |
0.500 |
118-010 |
0.382 |
118-010 |
LOW |
118-010 |
0.618 |
118-010 |
1.000 |
118-010 |
1.618 |
118-010 |
2.618 |
118-010 |
4.250 |
118-010 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
118-010 |
118-105 |
PP |
117-297 |
118-040 |
S1 |
117-263 |
117-295 |
|