ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
116-300 |
116-170 |
-0-130 |
-0.3% |
116-170 |
High |
116-300 |
116-170 |
-0-130 |
-0.3% |
116-230 |
Low |
116-300 |
116-170 |
-0-130 |
-0.3% |
116-090 |
Close |
116-300 |
116-170 |
-0-130 |
-0.3% |
116-230 |
Range |
|
|
|
|
|
ATR |
0-111 |
0-113 |
0-001 |
1.2% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-170 |
116-170 |
116-170 |
|
R3 |
116-170 |
116-170 |
116-170 |
|
R2 |
116-170 |
116-170 |
116-170 |
|
R1 |
116-170 |
116-170 |
116-170 |
116-170 |
PP |
116-170 |
116-170 |
116-170 |
116-170 |
S1 |
116-170 |
116-170 |
116-170 |
116-170 |
S2 |
116-170 |
116-170 |
116-170 |
|
S3 |
116-170 |
116-170 |
116-170 |
|
S4 |
116-170 |
116-170 |
116-170 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-283 |
117-237 |
116-307 |
|
R3 |
117-143 |
117-097 |
116-268 |
|
R2 |
117-003 |
117-003 |
116-256 |
|
R1 |
116-277 |
116-277 |
116-243 |
116-300 |
PP |
116-183 |
116-183 |
116-183 |
116-195 |
S1 |
116-137 |
116-137 |
116-217 |
116-160 |
S2 |
116-043 |
116-043 |
116-204 |
|
S3 |
115-223 |
115-317 |
116-192 |
|
S4 |
115-083 |
115-177 |
116-153 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-170 |
2.618 |
116-170 |
1.618 |
116-170 |
1.000 |
116-170 |
0.618 |
116-170 |
HIGH |
116-170 |
0.618 |
116-170 |
0.500 |
116-170 |
0.382 |
116-170 |
LOW |
116-170 |
0.618 |
116-170 |
1.000 |
116-170 |
1.618 |
116-170 |
2.618 |
116-170 |
4.250 |
116-170 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
116-170 |
116-235 |
PP |
116-170 |
116-213 |
S1 |
116-170 |
116-192 |
|