ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
119-060 |
118-245 |
-0-135 |
-0.4% |
120-230 |
| High |
119-100 |
119-075 |
-0-025 |
-0.1% |
120-235 |
| Low |
118-215 |
118-190 |
-0-025 |
-0.1% |
119-015 |
| Close |
118-245 |
119-040 |
0-115 |
0.3% |
119-060 |
| Range |
0-205 |
0-205 |
0-000 |
0.0% |
1-220 |
| ATR |
0-250 |
0-247 |
-0-003 |
-1.3% |
0-000 |
| Volume |
931,921 |
943,901 |
11,980 |
1.3% |
5,291,548 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-290 |
120-210 |
119-153 |
|
| R3 |
120-085 |
120-005 |
119-096 |
|
| R2 |
119-200 |
119-200 |
119-078 |
|
| R1 |
119-120 |
119-120 |
119-059 |
119-160 |
| PP |
118-315 |
118-315 |
118-315 |
119-015 |
| S1 |
118-235 |
118-235 |
119-021 |
118-275 |
| S2 |
118-110 |
118-110 |
119-002 |
|
| S3 |
117-225 |
118-030 |
118-304 |
|
| S4 |
117-020 |
117-145 |
118-247 |
|
|
| 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 |
121-306 |
|
2.618 |
120-292 |
|
1.618 |
120-087 |
|
1.000 |
119-280 |
|
0.618 |
119-202 |
|
HIGH |
119-075 |
|
0.618 |
118-317 |
|
0.500 |
118-292 |
|
0.382 |
118-268 |
|
LOW |
118-190 |
|
0.618 |
118-063 |
|
1.000 |
117-305 |
|
1.618 |
117-178 |
|
2.618 |
116-293 |
|
4.250 |
115-279 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-018 |
119-022 |
| PP |
118-315 |
119-003 |
| S1 |
118-292 |
118-305 |
|