ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
130-200 |
129-190 |
-1-010 |
-0.8% |
129-110 |
High |
131-050 |
129-190 |
-1-180 |
-1.2% |
131-050 |
Low |
130-100 |
129-170 |
-0-250 |
-0.6% |
129-110 |
Close |
130-100 |
129-200 |
-0-220 |
-0.5% |
130-100 |
Range |
0-270 |
0-020 |
-0-250 |
-92.6% |
1-260 |
ATR |
0-140 |
0-148 |
0-008 |
5.6% |
0-000 |
Volume |
115 |
52 |
-63 |
-54.8% |
131 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-247 |
129-243 |
129-211 |
|
R3 |
129-227 |
129-223 |
129-206 |
|
R2 |
129-207 |
129-207 |
129-204 |
|
R1 |
129-203 |
129-203 |
129-202 |
129-205 |
PP |
129-187 |
129-187 |
129-187 |
129-188 |
S1 |
129-183 |
129-183 |
129-198 |
129-185 |
S2 |
129-167 |
129-167 |
129-196 |
|
S3 |
129-147 |
129-163 |
129-194 |
|
S4 |
129-127 |
129-143 |
129-189 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-227 |
134-263 |
131-099 |
|
R3 |
133-287 |
133-003 |
130-260 |
|
R2 |
132-027 |
132-027 |
130-206 |
|
R1 |
131-063 |
131-063 |
130-153 |
131-205 |
PP |
130-087 |
130-087 |
130-087 |
130-158 |
S1 |
129-123 |
129-123 |
130-047 |
129-265 |
S2 |
128-147 |
128-147 |
129-314 |
|
S3 |
126-207 |
127-183 |
129-260 |
|
S4 |
124-267 |
125-243 |
129-101 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-275 |
2.618 |
129-242 |
1.618 |
129-222 |
1.000 |
129-210 |
0.618 |
129-202 |
HIGH |
129-190 |
0.618 |
129-182 |
0.500 |
129-180 |
0.382 |
129-178 |
LOW |
129-170 |
0.618 |
129-158 |
1.000 |
129-150 |
1.618 |
129-138 |
2.618 |
129-118 |
4.250 |
129-085 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
129-193 |
130-110 |
PP |
129-187 |
130-033 |
S1 |
129-180 |
129-277 |
|