ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
117-140 |
117-120 |
-0-020 |
-0.1% |
116-140 |
High |
117-140 |
117-120 |
-0-020 |
-0.1% |
117-140 |
Low |
117-140 |
117-120 |
-0-020 |
-0.1% |
116-050 |
Close |
117-140 |
117-120 |
-0-020 |
-0.1% |
117-120 |
Range |
|
|
|
|
|
ATR |
0-133 |
0-125 |
-0-008 |
-6.1% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-120 |
117-120 |
117-120 |
|
R3 |
117-120 |
117-120 |
117-120 |
|
R2 |
117-120 |
117-120 |
117-120 |
|
R1 |
117-120 |
117-120 |
117-120 |
117-120 |
PP |
117-120 |
117-120 |
117-120 |
117-120 |
S1 |
117-120 |
117-120 |
117-120 |
117-120 |
S2 |
117-120 |
117-120 |
117-120 |
|
S3 |
117-120 |
117-120 |
117-120 |
|
S4 |
117-120 |
117-120 |
117-120 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-267 |
120-123 |
118-026 |
|
R3 |
119-177 |
119-033 |
117-233 |
|
R2 |
118-087 |
118-087 |
117-195 |
|
R1 |
117-263 |
117-263 |
117-158 |
118-015 |
PP |
116-317 |
116-317 |
116-317 |
117-032 |
S1 |
116-173 |
116-173 |
117-082 |
116-245 |
S2 |
115-227 |
115-227 |
117-045 |
|
S3 |
114-137 |
115-083 |
117-007 |
|
S4 |
113-047 |
113-313 |
116-214 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-120 |
2.618 |
117-120 |
1.618 |
117-120 |
1.000 |
117-120 |
0.618 |
117-120 |
HIGH |
117-120 |
0.618 |
117-120 |
0.500 |
117-120 |
0.382 |
117-120 |
LOW |
117-120 |
0.618 |
117-120 |
1.000 |
117-120 |
1.618 |
117-120 |
2.618 |
117-120 |
4.250 |
117-120 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
117-120 |
117-090 |
PP |
117-120 |
117-060 |
S1 |
117-120 |
117-030 |
|