ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
117-270 |
117-200 |
-0-070 |
-0.2% |
117-280 |
High |
117-270 |
117-200 |
-0-070 |
-0.2% |
118-300 |
Low |
117-270 |
117-200 |
-0-070 |
-0.2% |
117-280 |
Close |
117-270 |
117-200 |
-0-070 |
-0.2% |
118-110 |
Range |
|
|
|
|
|
ATR |
0-131 |
0-126 |
-0-004 |
-3.3% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-200 |
117-200 |
117-200 |
|
R3 |
117-200 |
117-200 |
117-200 |
|
R2 |
117-200 |
117-200 |
117-200 |
|
R1 |
117-200 |
117-200 |
117-200 |
117-200 |
PP |
117-200 |
117-200 |
117-200 |
117-200 |
S1 |
117-200 |
117-200 |
117-200 |
117-200 |
S2 |
117-200 |
117-200 |
117-200 |
|
S3 |
117-200 |
117-200 |
117-200 |
|
S4 |
117-200 |
117-200 |
117-200 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-183 |
121-007 |
118-297 |
|
R3 |
120-163 |
119-307 |
118-204 |
|
R2 |
119-143 |
119-143 |
118-172 |
|
R1 |
118-287 |
118-287 |
118-141 |
119-055 |
PP |
118-123 |
118-123 |
118-123 |
118-168 |
S1 |
117-267 |
117-267 |
118-079 |
118-035 |
S2 |
117-103 |
117-103 |
118-048 |
|
S3 |
116-083 |
116-247 |
118-016 |
|
S4 |
115-063 |
115-227 |
117-243 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-200 |
2.618 |
117-200 |
1.618 |
117-200 |
1.000 |
117-200 |
0.618 |
117-200 |
HIGH |
117-200 |
0.618 |
117-200 |
0.500 |
117-200 |
0.382 |
117-200 |
LOW |
117-200 |
0.618 |
117-200 |
1.000 |
117-200 |
1.618 |
117-200 |
2.618 |
117-200 |
4.250 |
117-200 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
117-200 |
117-315 |
PP |
117-200 |
117-277 |
S1 |
117-200 |
117-238 |
|