ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-095 |
120-315 |
0-220 |
0.6% |
119-275 |
| High |
121-050 |
121-135 |
0-085 |
0.2% |
121-135 |
| Low |
120-090 |
120-255 |
0-165 |
0.4% |
119-190 |
| Close |
120-305 |
121-000 |
0-015 |
0.0% |
121-000 |
| Range |
0-280 |
0-200 |
-0-080 |
-28.6% |
1-265 |
| ATR |
0-240 |
0-237 |
-0-003 |
-1.2% |
0-000 |
| Volume |
17,172 |
20,296 |
3,124 |
18.2% |
98,993 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-303 |
122-192 |
121-110 |
|
| R3 |
122-103 |
121-312 |
121-055 |
|
| R2 |
121-223 |
121-223 |
121-037 |
|
| R1 |
121-112 |
121-112 |
121-018 |
121-168 |
| PP |
121-023 |
121-023 |
121-023 |
121-051 |
| S1 |
120-232 |
120-232 |
120-302 |
120-288 |
| S2 |
120-143 |
120-143 |
120-283 |
|
| S3 |
119-263 |
120-032 |
120-265 |
|
| S4 |
119-063 |
119-152 |
120-210 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-050 |
125-130 |
122-002 |
|
| R3 |
124-105 |
123-185 |
121-161 |
|
| R2 |
122-160 |
122-160 |
121-107 |
|
| R1 |
121-240 |
121-240 |
121-054 |
122-040 |
| PP |
120-215 |
120-215 |
120-215 |
120-275 |
| S1 |
119-295 |
119-295 |
120-266 |
120-095 |
| S2 |
118-270 |
118-270 |
120-213 |
|
| S3 |
117-005 |
118-030 |
120-159 |
|
| S4 |
115-060 |
116-085 |
119-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-135 |
119-190 |
1-265 |
1.5% |
0-219 |
0.6% |
77% |
True |
False |
19,798 |
| 10 |
121-135 |
118-315 |
2-140 |
2.0% |
0-232 |
0.6% |
83% |
True |
False |
87,785 |
| 20 |
121-135 |
118-050 |
3-085 |
2.7% |
0-218 |
0.6% |
87% |
True |
False |
600,682 |
| 40 |
121-155 |
117-220 |
3-255 |
3.1% |
0-245 |
0.6% |
87% |
False |
False |
879,646 |
| 60 |
121-155 |
117-220 |
3-255 |
3.1% |
0-260 |
0.7% |
87% |
False |
False |
839,458 |
| 80 |
124-300 |
117-220 |
7-080 |
6.0% |
0-281 |
0.7% |
46% |
False |
False |
812,137 |
| 100 |
127-080 |
117-220 |
9-180 |
7.9% |
0-274 |
0.7% |
35% |
False |
False |
651,258 |
| 120 |
127-080 |
117-220 |
9-180 |
7.9% |
0-258 |
0.7% |
35% |
False |
False |
542,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-025 |
|
2.618 |
123-019 |
|
1.618 |
122-139 |
|
1.000 |
122-015 |
|
0.618 |
121-259 |
|
HIGH |
121-135 |
|
0.618 |
121-059 |
|
0.500 |
121-035 |
|
0.382 |
121-011 |
|
LOW |
120-255 |
|
0.618 |
120-131 |
|
1.000 |
120-055 |
|
1.618 |
119-251 |
|
2.618 |
119-051 |
|
4.250 |
118-045 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-035 |
120-273 |
| PP |
121-023 |
120-227 |
| S1 |
121-012 |
120-180 |
|