ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
115-210 |
116-140 |
0-250 |
0.7% |
116-290 |
High |
115-210 |
116-140 |
0-250 |
0.7% |
116-300 |
Low |
115-210 |
116-140 |
0-250 |
0.7% |
115-210 |
Close |
115-210 |
116-140 |
0-250 |
0.7% |
116-140 |
Range |
|
|
|
|
|
ATR |
0-124 |
0-133 |
0-009 |
7.2% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-140 |
116-140 |
116-140 |
|
R3 |
116-140 |
116-140 |
116-140 |
|
R2 |
116-140 |
116-140 |
116-140 |
|
R1 |
116-140 |
116-140 |
116-140 |
116-140 |
PP |
116-140 |
116-140 |
116-140 |
116-140 |
S1 |
116-140 |
116-140 |
116-140 |
116-140 |
S2 |
116-140 |
116-140 |
116-140 |
|
S3 |
116-140 |
116-140 |
116-140 |
|
S4 |
116-140 |
116-140 |
116-140 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-060 |
119-190 |
117-046 |
|
R3 |
118-290 |
118-100 |
116-253 |
|
R2 |
117-200 |
117-200 |
116-215 |
|
R1 |
117-010 |
117-010 |
116-178 |
116-220 |
PP |
116-110 |
116-110 |
116-110 |
116-055 |
S1 |
115-240 |
115-240 |
116-102 |
115-130 |
S2 |
115-020 |
115-020 |
116-065 |
|
S3 |
113-250 |
114-150 |
116-027 |
|
S4 |
112-160 |
113-060 |
115-234 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-140 |
2.618 |
116-140 |
1.618 |
116-140 |
1.000 |
116-140 |
0.618 |
116-140 |
HIGH |
116-140 |
0.618 |
116-140 |
0.500 |
116-140 |
0.382 |
116-140 |
LOW |
116-140 |
0.618 |
116-140 |
1.000 |
116-140 |
1.618 |
116-140 |
2.618 |
116-140 |
4.250 |
116-140 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
116-140 |
116-103 |
PP |
116-140 |
116-067 |
S1 |
116-140 |
116-030 |
|