ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
129-050 |
128-200 |
-0-170 |
-0.4% |
129-100 |
High |
129-050 |
128-200 |
-0-170 |
-0.4% |
130-000 |
Low |
129-050 |
128-200 |
-0-170 |
-0.4% |
129-010 |
Close |
129-050 |
128-200 |
-0-170 |
-0.4% |
130-000 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
1 |
3 |
2 |
200.0% |
10 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-200 |
128-200 |
128-200 |
|
R3 |
128-200 |
128-200 |
128-200 |
|
R2 |
128-200 |
128-200 |
128-200 |
|
R1 |
128-200 |
128-200 |
128-200 |
128-200 |
PP |
128-200 |
128-200 |
128-200 |
128-200 |
S1 |
128-200 |
128-200 |
128-200 |
128-200 |
S2 |
128-200 |
128-200 |
128-200 |
|
S3 |
128-200 |
128-200 |
128-200 |
|
S4 |
128-200 |
128-200 |
128-200 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-187 |
132-083 |
130-170 |
|
R3 |
131-197 |
131-093 |
130-085 |
|
R2 |
130-207 |
130-207 |
130-057 |
|
R1 |
130-103 |
130-103 |
130-028 |
130-155 |
PP |
129-217 |
129-217 |
129-217 |
129-242 |
S1 |
129-113 |
129-113 |
129-292 |
129-165 |
S2 |
128-227 |
128-227 |
129-263 |
|
S3 |
127-237 |
128-123 |
129-235 |
|
S4 |
126-247 |
127-133 |
129-150 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-200 |
2.618 |
128-200 |
1.618 |
128-200 |
1.000 |
128-200 |
0.618 |
128-200 |
HIGH |
128-200 |
0.618 |
128-200 |
0.500 |
128-200 |
0.382 |
128-200 |
LOW |
128-200 |
0.618 |
128-200 |
1.000 |
128-200 |
1.618 |
128-200 |
2.618 |
128-200 |
4.250 |
128-200 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
128-200 |
128-305 |
PP |
128-200 |
128-270 |
S1 |
128-200 |
128-235 |
|