ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 28-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
118-010 |
117-210 |
-0-120 |
-0.3% |
118-180 |
High |
118-010 |
117-220 |
-0-110 |
-0.3% |
118-200 |
Low |
118-010 |
117-210 |
-0-120 |
-0.3% |
118-010 |
Close |
117-230 |
117-190 |
-0-040 |
-0.1% |
117-230 |
Range |
0-000 |
0-010 |
0-010 |
|
0-190 |
ATR |
0-132 |
0-124 |
-0-008 |
-6.1% |
0-000 |
Volume |
10 |
13 |
3 |
30.0% |
46 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-237 |
117-223 |
117-196 |
|
R3 |
117-227 |
117-213 |
117-193 |
|
R2 |
117-217 |
117-217 |
117-192 |
|
R1 |
117-203 |
117-203 |
117-191 |
117-205 |
PP |
117-207 |
117-207 |
117-207 |
117-208 |
S1 |
117-193 |
117-193 |
117-189 |
117-195 |
S2 |
117-197 |
117-197 |
117-188 |
|
S3 |
117-187 |
117-183 |
117-187 |
|
S4 |
117-177 |
117-173 |
117-184 |
|
|
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 |
117-262 |
2.618 |
117-246 |
1.618 |
117-236 |
1.000 |
117-230 |
0.618 |
117-226 |
HIGH |
117-220 |
0.618 |
117-216 |
0.500 |
117-215 |
0.382 |
117-214 |
LOW |
117-210 |
0.618 |
117-204 |
1.000 |
117-200 |
1.618 |
117-194 |
2.618 |
117-184 |
4.250 |
117-168 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
117-215 |
117-315 |
PP |
117-207 |
117-273 |
S1 |
117-198 |
117-232 |
|