ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
130-000 |
130-230 |
0-230 |
0.6% |
129-220 |
| High |
130-000 |
130-310 |
0-310 |
0.7% |
129-220 |
| Low |
130-000 |
130-230 |
0-230 |
0.6% |
128-200 |
| Close |
129-310 |
131-020 |
1-030 |
0.8% |
128-230 |
| Range |
0-000 |
0-080 |
0-080 |
|
1-020 |
| ATR |
0-115 |
0-130 |
0-015 |
12.7% |
0-000 |
| Volume |
2 |
9 |
7 |
350.0% |
13 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-213 |
131-197 |
131-064 |
|
| R3 |
131-133 |
131-117 |
131-042 |
|
| R2 |
131-053 |
131-053 |
131-035 |
|
| R1 |
131-037 |
131-037 |
131-027 |
131-045 |
| PP |
130-293 |
130-293 |
130-293 |
130-298 |
| S1 |
130-277 |
130-277 |
131-013 |
130-285 |
| S2 |
130-213 |
130-213 |
131-005 |
|
| S3 |
130-133 |
130-197 |
130-318 |
|
| S4 |
130-053 |
130-117 |
130-296 |
|
|
| 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 |
132-010 |
|
2.618 |
131-199 |
|
1.618 |
131-119 |
|
1.000 |
131-070 |
|
0.618 |
131-039 |
|
HIGH |
130-310 |
|
0.618 |
130-279 |
|
0.500 |
130-270 |
|
0.382 |
130-261 |
|
LOW |
130-230 |
|
0.618 |
130-181 |
|
1.000 |
130-150 |
|
1.618 |
130-101 |
|
2.618 |
130-021 |
|
4.250 |
129-210 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130-317 |
130-260 |
| PP |
130-293 |
130-180 |
| S1 |
130-270 |
130-100 |
|