ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
119-005 |
119-005 |
0-000 |
0.0% |
118-150 |
| High |
119-050 |
120-050 |
1-000 |
0.8% |
119-075 |
| Low |
118-210 |
119-000 |
0-110 |
0.3% |
118-070 |
| Close |
119-020 |
120-035 |
1-015 |
0.9% |
119-020 |
| Range |
0-160 |
1-050 |
0-210 |
131.3% |
1-005 |
| ATR |
0-250 |
0-259 |
0-009 |
3.4% |
0-000 |
| Volume |
821,577 |
0 |
-821,577 |
-100.0% |
5,287,771 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-072 |
122-263 |
120-238 |
|
| R3 |
122-022 |
121-213 |
120-137 |
|
| R2 |
120-292 |
120-292 |
120-103 |
|
| R1 |
120-163 |
120-163 |
120-069 |
120-228 |
| PP |
119-242 |
119-242 |
119-242 |
119-274 |
| S1 |
119-113 |
119-113 |
120-001 |
119-178 |
| S2 |
118-192 |
118-192 |
119-287 |
|
| S3 |
117-142 |
118-063 |
119-253 |
|
| S4 |
116-092 |
117-013 |
119-152 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-157 |
119-199 |
|
| R3 |
120-278 |
120-152 |
119-109 |
|
| R2 |
119-273 |
119-273 |
119-080 |
|
| R1 |
119-147 |
119-147 |
119-050 |
119-210 |
| PP |
118-268 |
118-268 |
118-268 |
118-300 |
| S1 |
118-142 |
118-142 |
118-310 |
118-205 |
| S2 |
117-263 |
117-263 |
118-280 |
|
| S3 |
116-258 |
117-137 |
118-251 |
|
| S4 |
115-253 |
116-132 |
118-161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-050 |
118-070 |
1-300 |
1.6% |
0-227 |
0.6% |
98% |
True |
False |
900,838 |
| 10 |
120-050 |
117-220 |
2-150 |
2.1% |
0-236 |
0.6% |
98% |
True |
False |
1,020,609 |
| 20 |
121-145 |
117-220 |
3-245 |
3.1% |
0-260 |
0.7% |
64% |
False |
False |
1,105,978 |
| 40 |
121-155 |
117-220 |
3-255 |
3.2% |
0-272 |
0.7% |
64% |
False |
False |
991,779 |
| 60 |
124-180 |
117-220 |
6-280 |
5.7% |
0-295 |
0.8% |
35% |
False |
False |
978,439 |
| 80 |
127-080 |
117-220 |
9-180 |
8.0% |
0-292 |
0.8% |
25% |
False |
False |
744,757 |
| 100 |
127-080 |
117-220 |
9-180 |
8.0% |
0-268 |
0.7% |
25% |
False |
False |
596,141 |
| 120 |
127-080 |
117-220 |
9-180 |
8.0% |
0-244 |
0.6% |
25% |
False |
False |
496,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-022 |
|
2.618 |
123-059 |
|
1.618 |
122-009 |
|
1.000 |
121-100 |
|
0.618 |
120-279 |
|
HIGH |
120-050 |
|
0.618 |
119-229 |
|
0.500 |
119-185 |
|
0.382 |
119-141 |
|
LOW |
119-000 |
|
0.618 |
118-091 |
|
1.000 |
117-270 |
|
1.618 |
117-041 |
|
2.618 |
115-311 |
|
4.250 |
114-028 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-298 |
119-272 |
| PP |
119-242 |
119-188 |
| S1 |
119-185 |
119-105 |
|