ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
128-240 |
129-110 |
0-190 |
0.5% |
129-220 |
| High |
128-240 |
129-200 |
0-280 |
0.7% |
129-220 |
| Low |
128-240 |
129-110 |
0-190 |
0.5% |
128-200 |
| Close |
128-230 |
129-220 |
0-310 |
0.8% |
128-230 |
| Range |
0-000 |
0-090 |
0-090 |
|
1-020 |
| ATR |
|
|
|
|
|
| Volume |
3 |
2 |
-1 |
-33.3% |
13 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-127 |
130-103 |
129-270 |
|
| R3 |
130-037 |
130-013 |
129-245 |
|
| R2 |
129-267 |
129-267 |
129-236 |
|
| R1 |
129-243 |
129-243 |
129-228 |
129-255 |
| PP |
129-177 |
129-177 |
129-177 |
129-182 |
| S1 |
129-153 |
129-153 |
129-212 |
129-165 |
| S2 |
129-087 |
129-087 |
129-204 |
|
| S3 |
128-317 |
129-063 |
129-195 |
|
| S4 |
128-227 |
128-293 |
129-170 |
|
|
| 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 |
130-262 |
|
2.618 |
130-116 |
|
1.618 |
130-026 |
|
1.000 |
129-290 |
|
0.618 |
129-256 |
|
HIGH |
129-200 |
|
0.618 |
129-166 |
|
0.500 |
129-155 |
|
0.382 |
129-144 |
|
LOW |
129-110 |
|
0.618 |
129-054 |
|
1.000 |
129-020 |
|
1.618 |
128-284 |
|
2.618 |
128-194 |
|
4.250 |
128-048 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-198 |
129-160 |
| PP |
129-177 |
129-100 |
| S1 |
129-155 |
129-040 |
|