ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 30-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
117-070 |
117-170 |
0-100 |
0.3% |
118-180 |
High |
117-070 |
117-220 |
0-150 |
0.4% |
118-200 |
Low |
117-060 |
117-170 |
0-110 |
0.3% |
118-010 |
Close |
117-090 |
117-210 |
0-120 |
0.3% |
117-230 |
Range |
0-010 |
0-050 |
0-040 |
400.0% |
0-190 |
ATR |
0-124 |
0-125 |
0-000 |
0.3% |
0-000 |
Volume |
5 |
29 |
24 |
480.0% |
46 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-030 |
118-010 |
117-238 |
|
R3 |
117-300 |
117-280 |
117-224 |
|
R2 |
117-250 |
117-250 |
117-219 |
|
R1 |
117-230 |
117-230 |
117-215 |
117-240 |
PP |
117-200 |
117-200 |
117-200 |
117-205 |
S1 |
117-180 |
117-180 |
117-205 |
117-190 |
S2 |
117-150 |
117-150 |
117-201 |
|
S3 |
117-100 |
117-130 |
117-196 |
|
S4 |
117-050 |
117-080 |
117-182 |
|
|
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 |
118-112 |
2.618 |
118-031 |
1.618 |
117-301 |
1.000 |
117-270 |
0.618 |
117-251 |
HIGH |
117-220 |
0.618 |
117-201 |
0.500 |
117-195 |
0.382 |
117-189 |
LOW |
117-170 |
0.618 |
117-139 |
1.000 |
117-120 |
1.618 |
117-089 |
2.618 |
117-039 |
4.250 |
116-278 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
117-205 |
117-187 |
PP |
117-200 |
117-163 |
S1 |
117-195 |
117-140 |
|