ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-130 |
118-065 |
-0-065 |
-0.2% |
118-195 |
| High |
118-225 |
118-295 |
0-070 |
0.2% |
118-295 |
| Low |
118-005 |
118-050 |
0-045 |
0.1% |
117-220 |
| Close |
118-040 |
118-160 |
0-120 |
0.3% |
118-160 |
| Range |
0-220 |
0-245 |
0-025 |
11.4% |
1-075 |
| ATR |
0-281 |
0-280 |
-0-002 |
-0.7% |
0-000 |
| Volume |
1,243,386 |
1,200,299 |
-43,087 |
-3.5% |
5,827,565 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-263 |
120-137 |
118-295 |
|
| R3 |
120-018 |
119-212 |
118-227 |
|
| R2 |
119-093 |
119-093 |
118-205 |
|
| R1 |
118-287 |
118-287 |
118-182 |
119-030 |
| PP |
118-168 |
118-168 |
118-168 |
118-200 |
| S1 |
118-042 |
118-042 |
118-138 |
118-105 |
| S2 |
117-243 |
117-243 |
118-115 |
|
| S3 |
116-318 |
117-117 |
118-093 |
|
| S4 |
116-073 |
116-192 |
118-025 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-023 |
121-167 |
119-057 |
|
| R3 |
120-268 |
120-092 |
118-269 |
|
| R2 |
119-193 |
119-193 |
118-232 |
|
| R1 |
119-017 |
119-017 |
118-196 |
118-228 |
| PP |
118-118 |
118-118 |
118-118 |
118-064 |
| S1 |
117-262 |
117-262 |
118-124 |
117-152 |
| S2 |
117-043 |
117-043 |
118-088 |
|
| S3 |
115-288 |
116-187 |
118-051 |
|
| S4 |
114-213 |
115-112 |
117-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-295 |
117-220 |
1-075 |
1.0% |
0-247 |
0.7% |
66% |
True |
False |
1,165,513 |
| 10 |
121-145 |
117-220 |
3-245 |
3.2% |
0-276 |
0.7% |
22% |
False |
False |
1,193,223 |
| 20 |
121-155 |
117-220 |
3-255 |
3.2% |
0-271 |
0.7% |
21% |
False |
False |
1,154,931 |
| 40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-278 |
0.7% |
21% |
False |
False |
959,349 |
| 60 |
124-300 |
117-220 |
7-080 |
6.1% |
0-301 |
0.8% |
11% |
False |
False |
902,427 |
| 80 |
127-080 |
117-220 |
9-180 |
8.1% |
0-289 |
0.8% |
8% |
False |
False |
678,862 |
| 100 |
127-080 |
117-220 |
9-180 |
8.1% |
0-264 |
0.7% |
8% |
False |
False |
543,283 |
| 120 |
127-080 |
117-220 |
9-180 |
8.1% |
0-234 |
0.6% |
8% |
False |
False |
452,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-056 |
|
2.618 |
120-296 |
|
1.618 |
120-051 |
|
1.000 |
119-220 |
|
0.618 |
119-126 |
|
HIGH |
118-295 |
|
0.618 |
118-201 |
|
0.500 |
118-172 |
|
0.382 |
118-144 |
|
LOW |
118-050 |
|
0.618 |
117-219 |
|
1.000 |
117-125 |
|
1.618 |
116-294 |
|
2.618 |
116-049 |
|
4.250 |
114-289 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-172 |
118-139 |
| PP |
118-168 |
118-118 |
| S1 |
118-164 |
118-098 |
|