ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
116-210 |
116-180 |
-0-030 |
-0.1% |
117-270 |
High |
116-210 |
116-180 |
-0-030 |
-0.1% |
117-270 |
Low |
116-210 |
116-180 |
-0-030 |
-0.1% |
116-230 |
Close |
116-210 |
116-180 |
-0-030 |
-0.1% |
116-230 |
Range |
|
|
|
|
|
ATR |
0-114 |
0-108 |
-0-006 |
-5.3% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 31-Mar-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 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-150 |
119-230 |
117-108 |
|
R3 |
119-110 |
118-190 |
117-009 |
|
R2 |
118-070 |
118-070 |
116-296 |
|
R1 |
117-150 |
117-150 |
116-263 |
117-090 |
PP |
117-030 |
117-030 |
117-030 |
117-000 |
S1 |
116-110 |
116-110 |
116-197 |
116-050 |
S2 |
115-310 |
115-310 |
116-164 |
|
S3 |
114-270 |
115-070 |
116-131 |
|
S4 |
113-230 |
114-030 |
116-032 |
|
|
|
|
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 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
116-180 |
116-170 |
PP |
116-180 |
116-160 |
S1 |
116-180 |
116-150 |
|