ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-200 |
118-220 |
1-020 |
0.9% |
116-290 |
| High |
118-260 |
118-310 |
0-050 |
0.1% |
117-270 |
| Low |
117-200 |
118-130 |
0-250 |
0.7% |
116-230 |
| Close |
118-240 |
118-160 |
-0-080 |
-0.2% |
117-200 |
| Range |
1-060 |
0-180 |
-0-200 |
-52.6% |
1-040 |
| ATR |
0-235 |
0-231 |
-0-004 |
-1.7% |
0-000 |
| Volume |
36,896 |
304,944 |
268,048 |
726.5% |
142,192 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-100 |
119-310 |
118-259 |
|
| R3 |
119-240 |
119-130 |
118-210 |
|
| R2 |
119-060 |
119-060 |
118-193 |
|
| R1 |
118-270 |
118-270 |
118-176 |
118-235 |
| PP |
118-200 |
118-200 |
118-200 |
118-182 |
| S1 |
118-090 |
118-090 |
118-144 |
118-055 |
| S2 |
118-020 |
118-020 |
118-127 |
|
| S3 |
117-160 |
117-230 |
118-110 |
|
| S4 |
116-300 |
117-050 |
118-061 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-247 |
120-103 |
118-078 |
|
| R3 |
119-207 |
119-063 |
117-299 |
|
| R2 |
118-167 |
118-167 |
117-266 |
|
| R1 |
118-023 |
118-023 |
117-233 |
118-095 |
| PP |
117-127 |
117-127 |
117-127 |
117-162 |
| S1 |
116-303 |
116-303 |
117-167 |
117-055 |
| S2 |
116-087 |
116-087 |
117-134 |
|
| S3 |
115-047 |
115-263 |
117-101 |
|
| S4 |
114-007 |
114-223 |
117-002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-115 |
|
2.618 |
120-141 |
|
1.618 |
119-281 |
|
1.000 |
119-170 |
|
0.618 |
119-101 |
|
HIGH |
118-310 |
|
0.618 |
118-241 |
|
0.500 |
118-220 |
|
0.382 |
118-199 |
|
LOW |
118-130 |
|
0.618 |
118-019 |
|
1.000 |
117-270 |
|
1.618 |
117-159 |
|
2.618 |
116-299 |
|
4.250 |
116-005 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-220 |
118-115 |
| PP |
118-200 |
118-070 |
| S1 |
118-180 |
118-025 |
|