ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-165 |
121-190 |
1-025 |
0.9% |
118-170 |
| High |
121-265 |
121-250 |
-0-015 |
0.0% |
120-050 |
| Low |
120-030 |
120-170 |
0-140 |
0.4% |
118-050 |
| Close |
121-080 |
120-300 |
-0-100 |
-0.3% |
119-220 |
| Range |
1-235 |
1-080 |
-0-155 |
-27.9% |
2-000 |
| ATR |
0-277 |
0-286 |
0-009 |
3.2% |
0-000 |
| Volume |
2,034,681 |
1,408,403 |
-626,278 |
-30.8% |
5,717,797 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-267 |
124-043 |
121-200 |
|
| R3 |
123-187 |
122-283 |
121-090 |
|
| R2 |
122-107 |
122-107 |
121-053 |
|
| R1 |
121-203 |
121-203 |
121-017 |
121-115 |
| PP |
121-027 |
121-027 |
121-027 |
120-302 |
| S1 |
120-123 |
120-123 |
120-263 |
120-035 |
| S2 |
119-267 |
119-267 |
120-227 |
|
| S3 |
118-187 |
119-043 |
120-190 |
|
| S4 |
117-107 |
117-283 |
120-080 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-107 |
124-163 |
120-252 |
|
| R3 |
123-107 |
122-163 |
120-076 |
|
| R2 |
121-107 |
121-107 |
120-017 |
|
| R1 |
120-163 |
120-163 |
119-279 |
120-295 |
| PP |
119-107 |
119-107 |
119-107 |
119-172 |
| S1 |
118-163 |
118-163 |
119-161 |
118-295 |
| S2 |
117-107 |
117-107 |
119-103 |
|
| S3 |
115-107 |
116-163 |
119-044 |
|
| S4 |
113-107 |
114-163 |
118-188 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-030 |
|
2.618 |
125-017 |
|
1.618 |
123-257 |
|
1.000 |
123-010 |
|
0.618 |
122-177 |
|
HIGH |
121-250 |
|
0.618 |
121-097 |
|
0.500 |
121-050 |
|
0.382 |
121-003 |
|
LOW |
120-170 |
|
0.618 |
119-243 |
|
1.000 |
119-090 |
|
1.618 |
118-163 |
|
2.618 |
117-083 |
|
4.250 |
115-070 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-050 |
120-305 |
| PP |
121-027 |
120-303 |
| S1 |
121-003 |
120-302 |
|