ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
116-090 |
116-180 |
0-090 |
0.2% |
114-280 |
High |
116-090 |
116-180 |
0-090 |
0.2% |
115-130 |
Low |
116-090 |
116-180 |
0-090 |
0.2% |
114-280 |
Close |
116-090 |
116-180 |
0-090 |
0.2% |
115-130 |
Range |
|
|
|
|
|
ATR |
0-132 |
0-129 |
-0-003 |
-2.3% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-180 |
116-180 |
116-180 |
|
R3 |
116-180 |
116-180 |
116-180 |
|
R2 |
116-180 |
116-180 |
116-180 |
|
R1 |
116-180 |
116-180 |
116-180 |
116-180 |
PP |
116-180 |
116-180 |
116-180 |
116-180 |
S1 |
116-180 |
116-180 |
116-180 |
116-180 |
S2 |
116-180 |
116-180 |
116-180 |
|
S3 |
116-180 |
116-180 |
116-180 |
|
S4 |
116-180 |
116-180 |
116-180 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-263 |
116-207 |
115-224 |
|
R3 |
116-093 |
116-037 |
115-177 |
|
R2 |
115-243 |
115-243 |
115-161 |
|
R1 |
115-187 |
115-187 |
115-146 |
115-215 |
PP |
115-073 |
115-073 |
115-073 |
115-088 |
S1 |
115-017 |
115-017 |
115-114 |
115-045 |
S2 |
114-223 |
114-223 |
115-099 |
|
S3 |
114-053 |
114-167 |
115-083 |
|
S4 |
113-203 |
113-317 |
115-036 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-180 |
2.618 |
116-180 |
1.618 |
116-180 |
1.000 |
116-180 |
0.618 |
116-180 |
HIGH |
116-180 |
0.618 |
116-180 |
0.500 |
116-180 |
0.382 |
116-180 |
LOW |
116-180 |
0.618 |
116-180 |
1.000 |
116-180 |
1.618 |
116-180 |
2.618 |
116-180 |
4.250 |
116-180 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
116-180 |
116-165 |
PP |
116-180 |
116-150 |
S1 |
116-180 |
116-135 |
|