ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
129-190 |
129-200 |
0-010 |
0.0% |
129-110 |
| High |
129-190 |
129-210 |
0-020 |
0.0% |
131-050 |
| Low |
129-170 |
129-000 |
-0-170 |
-0.4% |
129-110 |
| Close |
129-200 |
128-260 |
-0-260 |
-0.6% |
130-100 |
| Range |
0-020 |
0-210 |
0-190 |
950.0% |
1-260 |
| ATR |
0-148 |
0-152 |
0-004 |
3.0% |
0-000 |
| Volume |
52 |
35 |
-17 |
-32.7% |
131 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-040 |
130-200 |
129-056 |
|
| R3 |
130-150 |
129-310 |
128-318 |
|
| R2 |
129-260 |
129-260 |
128-298 |
|
| R1 |
129-100 |
129-100 |
128-279 |
129-075 |
| PP |
129-050 |
129-050 |
129-050 |
129-038 |
| S1 |
128-210 |
128-210 |
128-241 |
128-185 |
| S2 |
128-160 |
128-160 |
128-222 |
|
| S3 |
127-270 |
128-000 |
128-202 |
|
| S4 |
127-060 |
127-110 |
128-144 |
|
|
| 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 |
132-142 |
|
2.618 |
131-120 |
|
1.618 |
130-230 |
|
1.000 |
130-100 |
|
0.618 |
130-020 |
|
HIGH |
129-210 |
|
0.618 |
129-130 |
|
0.500 |
129-105 |
|
0.382 |
129-080 |
|
LOW |
129-000 |
|
0.618 |
128-190 |
|
1.000 |
128-110 |
|
1.618 |
127-300 |
|
2.618 |
127-090 |
|
4.250 |
126-068 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-105 |
130-025 |
| PP |
129-050 |
129-210 |
| S1 |
128-315 |
129-075 |
|