ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-280 |
118-130 |
0-170 |
0.5% |
121-100 |
| High |
118-220 |
118-225 |
0-005 |
0.0% |
121-145 |
| Low |
117-220 |
118-005 |
0-105 |
0.3% |
118-125 |
| Close |
118-185 |
118-040 |
-0-145 |
-0.4% |
118-185 |
| Range |
1-000 |
0-220 |
-0-100 |
-31.3% |
3-020 |
| ATR |
0-286 |
0-281 |
-0-005 |
-1.7% |
0-000 |
| Volume |
1,405,762 |
1,243,386 |
-162,376 |
-11.6% |
6,104,672 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-110 |
119-295 |
118-161 |
|
| R3 |
119-210 |
119-075 |
118-100 |
|
| R2 |
118-310 |
118-310 |
118-080 |
|
| R1 |
118-175 |
118-175 |
118-060 |
118-132 |
| PP |
118-090 |
118-090 |
118-090 |
118-069 |
| S1 |
117-275 |
117-275 |
118-020 |
117-232 |
| S2 |
117-190 |
117-190 |
118-000 |
|
| S3 |
116-290 |
117-055 |
117-300 |
|
| S4 |
116-070 |
116-155 |
117-239 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-212 |
126-218 |
120-084 |
|
| R3 |
125-192 |
123-198 |
119-134 |
|
| R2 |
122-172 |
122-172 |
119-045 |
|
| R1 |
120-178 |
120-178 |
118-275 |
120-005 |
| PP |
119-152 |
119-152 |
119-152 |
119-065 |
| S1 |
117-158 |
117-158 |
118-095 |
116-305 |
| S2 |
116-132 |
116-132 |
118-005 |
|
| S3 |
113-112 |
114-138 |
117-236 |
|
| S4 |
110-092 |
111-118 |
116-286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-225 |
117-220 |
2-005 |
1.7% |
0-282 |
0.7% |
22% |
False |
False |
1,244,931 |
| 10 |
121-145 |
117-220 |
3-245 |
3.2% |
0-287 |
0.8% |
12% |
False |
False |
1,207,735 |
| 20 |
121-155 |
117-220 |
3-255 |
3.2% |
0-272 |
0.7% |
12% |
False |
False |
1,158,609 |
| 40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-282 |
0.7% |
12% |
False |
False |
958,845 |
| 60 |
124-300 |
117-220 |
7-080 |
6.1% |
0-302 |
0.8% |
6% |
False |
False |
882,622 |
| 80 |
127-080 |
117-220 |
9-180 |
8.1% |
0-288 |
0.8% |
5% |
False |
False |
663,903 |
| 100 |
127-080 |
117-220 |
9-180 |
8.1% |
0-266 |
0.7% |
5% |
False |
False |
531,280 |
| 120 |
127-080 |
117-220 |
9-180 |
8.1% |
0-232 |
0.6% |
5% |
False |
False |
442,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-200 |
|
2.618 |
120-161 |
|
1.618 |
119-261 |
|
1.000 |
119-125 |
|
0.618 |
119-041 |
|
HIGH |
118-225 |
|
0.618 |
118-141 |
|
0.500 |
118-115 |
|
0.382 |
118-089 |
|
LOW |
118-005 |
|
0.618 |
117-189 |
|
1.000 |
117-105 |
|
1.618 |
116-289 |
|
2.618 |
116-069 |
|
4.250 |
115-030 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-115 |
118-068 |
| PP |
118-090 |
118-058 |
| S1 |
118-065 |
118-049 |
|