ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
128-200 |
128-240 |
0-040 |
0.1% |
129-220 |
High |
128-200 |
128-240 |
0-040 |
0.1% |
129-220 |
Low |
128-200 |
128-240 |
0-040 |
0.1% |
128-200 |
Close |
128-200 |
128-230 |
0-030 |
0.1% |
128-230 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
3 |
3 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-237 |
128-233 |
128-230 |
|
R3 |
128-237 |
128-233 |
128-230 |
|
R2 |
128-237 |
128-237 |
128-230 |
|
R1 |
128-233 |
128-233 |
128-230 |
128-235 |
PP |
128-237 |
128-237 |
128-237 |
128-238 |
S1 |
128-233 |
128-233 |
128-230 |
128-235 |
S2 |
128-237 |
128-237 |
128-230 |
|
S3 |
128-237 |
128-233 |
128-230 |
|
S4 |
128-237 |
128-233 |
128-230 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-063 |
131-167 |
129-097 |
|
R3 |
131-043 |
130-147 |
129-004 |
|
R2 |
130-023 |
130-023 |
128-292 |
|
R1 |
129-127 |
129-127 |
128-261 |
129-065 |
PP |
129-003 |
129-003 |
129-003 |
128-292 |
S1 |
128-107 |
128-107 |
128-199 |
128-045 |
S2 |
127-303 |
127-303 |
128-168 |
|
S3 |
126-283 |
127-087 |
128-136 |
|
S4 |
125-263 |
126-067 |
128-043 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-240 |
2.618 |
128-240 |
1.618 |
128-240 |
1.000 |
128-240 |
0.618 |
128-240 |
HIGH |
128-240 |
0.618 |
128-240 |
0.500 |
128-240 |
0.382 |
128-240 |
LOW |
128-240 |
0.618 |
128-240 |
1.000 |
128-240 |
1.618 |
128-240 |
2.618 |
128-240 |
4.250 |
128-240 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
128-240 |
128-285 |
PP |
128-237 |
128-267 |
S1 |
128-233 |
128-248 |
|