ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 29-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
117-210 |
117-070 |
-0-140 |
-0.4% |
118-180 |
High |
117-220 |
117-070 |
-0-150 |
-0.4% |
118-200 |
Low |
117-210 |
117-060 |
-0-150 |
-0.4% |
118-010 |
Close |
117-190 |
117-090 |
-0-100 |
-0.3% |
117-230 |
Range |
0-010 |
0-010 |
0-000 |
0.0% |
0-190 |
ATR |
0-124 |
0-124 |
0-000 |
0.4% |
0-000 |
Volume |
13 |
5 |
-8 |
-61.5% |
46 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-103 |
117-107 |
117-096 |
|
R3 |
117-093 |
117-097 |
117-093 |
|
R2 |
117-083 |
117-083 |
117-092 |
|
R1 |
117-087 |
117-087 |
117-091 |
117-085 |
PP |
117-073 |
117-073 |
117-073 |
117-072 |
S1 |
117-077 |
117-077 |
117-089 |
117-075 |
S2 |
117-063 |
117-063 |
117-088 |
|
S3 |
117-053 |
117-067 |
117-087 |
|
S4 |
117-043 |
117-057 |
117-084 |
|
|
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 |
117-112 |
2.618 |
117-096 |
1.618 |
117-086 |
1.000 |
117-080 |
0.618 |
117-076 |
HIGH |
117-070 |
0.618 |
117-066 |
0.500 |
117-065 |
0.382 |
117-064 |
LOW |
117-060 |
0.618 |
117-054 |
1.000 |
117-050 |
1.618 |
117-044 |
2.618 |
117-034 |
4.250 |
117-018 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
117-082 |
117-195 |
PP |
117-073 |
117-160 |
S1 |
117-065 |
117-125 |
|