ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
119-300 |
119-145 |
-0-155 |
-0.4% |
120-230 |
| High |
120-065 |
119-235 |
-0-150 |
-0.4% |
120-235 |
| Low |
119-125 |
119-015 |
-0-110 |
-0.3% |
119-015 |
| Close |
119-160 |
119-060 |
-0-100 |
-0.3% |
119-060 |
| Range |
0-260 |
0-220 |
-0-040 |
-15.4% |
1-220 |
| ATR |
0-266 |
0-263 |
-0-003 |
-1.2% |
0-000 |
| Volume |
1,045,633 |
1,054,411 |
8,778 |
0.8% |
5,291,548 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-123 |
120-312 |
119-181 |
|
| R3 |
120-223 |
120-092 |
119-120 |
|
| R2 |
120-003 |
120-003 |
119-100 |
|
| R1 |
119-192 |
119-192 |
119-080 |
119-148 |
| PP |
119-103 |
119-103 |
119-103 |
119-081 |
| S1 |
118-292 |
118-292 |
119-040 |
118-248 |
| S2 |
118-203 |
118-203 |
119-020 |
|
| S3 |
117-303 |
118-072 |
119-000 |
|
| S4 |
117-083 |
117-172 |
118-259 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-230 |
123-205 |
120-037 |
|
| R3 |
123-010 |
121-305 |
119-208 |
|
| R2 |
121-110 |
121-110 |
119-159 |
|
| R1 |
120-085 |
120-085 |
119-110 |
119-308 |
| PP |
119-210 |
119-210 |
119-210 |
119-161 |
| S1 |
118-185 |
118-185 |
119-010 |
118-088 |
| S2 |
117-310 |
117-310 |
118-281 |
|
| S3 |
116-090 |
116-285 |
118-232 |
|
| S4 |
114-190 |
115-065 |
118-083 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-210 |
|
2.618 |
121-171 |
|
1.618 |
120-271 |
|
1.000 |
120-135 |
|
0.618 |
120-051 |
|
HIGH |
119-235 |
|
0.618 |
119-151 |
|
0.500 |
119-125 |
|
0.382 |
119-099 |
|
LOW |
119-015 |
|
0.618 |
118-199 |
|
1.000 |
118-115 |
|
1.618 |
117-299 |
|
2.618 |
117-079 |
|
4.250 |
116-040 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-125 |
119-240 |
| PP |
119-103 |
119-180 |
| S1 |
119-082 |
119-120 |
|