ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
118-155 |
118-110 |
-0-045 |
-0.1% |
119-010 |
| High |
118-235 |
119-035 |
0-120 |
0.3% |
119-125 |
| Low |
118-070 |
118-085 |
0-015 |
0.0% |
117-180 |
| Close |
118-110 |
118-295 |
0-185 |
0.5% |
118-200 |
| Range |
0-165 |
0-270 |
0-105 |
63.6% |
1-265 |
| ATR |
0-230 |
0-233 |
0-003 |
1.2% |
0-000 |
| Volume |
990,375 |
1,102,062 |
111,687 |
11.3% |
6,336,537 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-095 |
120-305 |
119-124 |
|
| R3 |
120-145 |
120-035 |
119-049 |
|
| R2 |
119-195 |
119-195 |
119-024 |
|
| R1 |
119-085 |
119-085 |
119-000 |
119-140 |
| PP |
118-245 |
118-245 |
118-245 |
118-272 |
| S1 |
118-135 |
118-135 |
118-270 |
118-190 |
| S2 |
117-295 |
117-295 |
118-246 |
|
| S3 |
117-025 |
117-185 |
118-221 |
|
| S4 |
116-075 |
116-235 |
118-146 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-003 |
123-047 |
119-202 |
|
| R3 |
122-058 |
121-102 |
119-041 |
|
| R2 |
120-113 |
120-113 |
118-307 |
|
| R1 |
119-157 |
119-157 |
118-254 |
119-002 |
| PP |
118-168 |
118-168 |
118-168 |
118-091 |
| S1 |
117-212 |
117-212 |
118-146 |
117-058 |
| S2 |
116-223 |
116-223 |
118-093 |
|
| S3 |
114-278 |
115-267 |
118-039 |
|
| S4 |
113-013 |
114-002 |
117-198 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-222 |
|
2.618 |
121-102 |
|
1.618 |
120-152 |
|
1.000 |
119-305 |
|
0.618 |
119-202 |
|
HIGH |
119-035 |
|
0.618 |
118-252 |
|
0.500 |
118-220 |
|
0.382 |
118-188 |
|
LOW |
118-085 |
|
0.618 |
117-238 |
|
1.000 |
117-135 |
|
1.618 |
116-288 |
|
2.618 |
116-018 |
|
4.250 |
114-218 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-270 |
118-264 |
| PP |
118-245 |
118-233 |
| S1 |
118-220 |
118-202 |
|