ECBOT 10 Year T-Note Future June 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-230 |
0-070 |
0.2% |
117-200 |
| High |
119-020 |
119-010 |
-0-010 |
0.0% |
119-020 |
| Low |
118-160 |
118-170 |
0-010 |
0.0% |
117-200 |
| Close |
118-250 |
118-300 |
0-050 |
0.1% |
118-300 |
| Range |
0-180 |
0-160 |
-0-020 |
-11.1% |
1-140 |
| ATR |
0-227 |
0-222 |
-0-005 |
-2.1% |
0-000 |
| Volume |
612,276 |
877,040 |
264,764 |
43.2% |
1,831,156 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
120-043 |
119-068 |
|
| R3 |
119-267 |
119-203 |
119-024 |
|
| R2 |
119-107 |
119-107 |
119-009 |
|
| R1 |
119-043 |
119-043 |
118-315 |
119-075 |
| PP |
118-267 |
118-267 |
118-267 |
118-282 |
| S1 |
118-203 |
118-203 |
118-285 |
118-235 |
| S2 |
118-107 |
118-107 |
118-271 |
|
| S3 |
117-267 |
118-043 |
118-256 |
|
| S4 |
117-107 |
117-203 |
118-212 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-273 |
122-107 |
119-233 |
|
| R3 |
121-133 |
120-287 |
119-106 |
|
| R2 |
119-313 |
119-313 |
119-064 |
|
| R1 |
119-147 |
119-147 |
119-022 |
119-230 |
| PP |
118-173 |
118-173 |
118-173 |
118-215 |
| S1 |
118-007 |
118-007 |
118-258 |
118-090 |
| S2 |
117-033 |
117-033 |
118-216 |
|
| S3 |
115-213 |
116-187 |
118-174 |
|
| S4 |
114-073 |
115-047 |
118-047 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-050 |
|
2.618 |
120-109 |
|
1.618 |
119-269 |
|
1.000 |
119-170 |
|
0.618 |
119-109 |
|
HIGH |
119-010 |
|
0.618 |
118-269 |
|
0.500 |
118-250 |
|
0.382 |
118-231 |
|
LOW |
118-170 |
|
0.618 |
118-071 |
|
1.000 |
118-010 |
|
1.618 |
117-231 |
|
2.618 |
117-071 |
|
4.250 |
116-130 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-283 |
118-278 |
| PP |
118-267 |
118-257 |
| S1 |
118-250 |
118-235 |
|