ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
118-245 |
119-065 |
0-140 |
0.4% |
120-230 |
| High |
119-075 |
119-150 |
0-075 |
0.2% |
120-235 |
| Low |
118-190 |
118-245 |
0-055 |
0.1% |
119-015 |
| Close |
119-040 |
119-010 |
-0-030 |
-0.1% |
119-060 |
| Range |
0-205 |
0-225 |
0-020 |
9.8% |
1-220 |
| ATR |
0-247 |
0-246 |
-0-002 |
-0.6% |
0-000 |
| Volume |
943,901 |
1,283,835 |
339,934 |
36.0% |
5,291,548 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-063 |
120-262 |
119-134 |
|
| R3 |
120-158 |
120-037 |
119-072 |
|
| R2 |
119-253 |
119-253 |
119-051 |
|
| R1 |
119-132 |
119-132 |
119-031 |
119-080 |
| PP |
119-028 |
119-028 |
119-028 |
119-002 |
| S1 |
118-227 |
118-227 |
118-309 |
118-175 |
| S2 |
118-123 |
118-123 |
118-289 |
|
| S3 |
117-218 |
118-002 |
118-268 |
|
| S4 |
116-313 |
117-097 |
118-206 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-235 |
118-190 |
1-045 |
1.0% |
0-199 |
0.5% |
38% |
False |
False |
1,007,251 |
| 10 |
121-040 |
118-190 |
2-170 |
2.1% |
0-211 |
0.6% |
17% |
False |
False |
1,033,021 |
| 20 |
121-265 |
117-180 |
4-085 |
3.6% |
0-268 |
0.7% |
34% |
False |
False |
1,186,090 |
| 40 |
121-265 |
116-040 |
5-225 |
4.8% |
0-248 |
0.7% |
51% |
False |
False |
766,902 |
| 60 |
121-265 |
116-040 |
5-225 |
4.8% |
0-234 |
0.6% |
51% |
False |
False |
511,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-146 |
|
2.618 |
121-099 |
|
1.618 |
120-194 |
|
1.000 |
120-055 |
|
0.618 |
119-289 |
|
HIGH |
119-150 |
|
0.618 |
119-064 |
|
0.500 |
119-038 |
|
0.382 |
119-011 |
|
LOW |
118-245 |
|
0.618 |
118-106 |
|
1.000 |
118-020 |
|
1.618 |
117-201 |
|
2.618 |
116-296 |
|
4.250 |
115-249 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-038 |
119-010 |
| PP |
119-028 |
119-010 |
| S1 |
119-019 |
119-010 |
|