ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
129-200 |
129-090 |
-0-110 |
-0.3% |
129-110 |
| High |
129-210 |
129-090 |
-0-120 |
-0.3% |
131-050 |
| Low |
129-000 |
128-150 |
-0-170 |
-0.4% |
129-110 |
| Close |
128-260 |
128-290 |
0-030 |
0.1% |
130-100 |
| Range |
0-210 |
0-260 |
0-050 |
23.8% |
1-260 |
| ATR |
0-152 |
0-160 |
0-008 |
5.1% |
0-000 |
| Volume |
35 |
8,387 |
8,352 |
23,862.9% |
131 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-103 |
130-297 |
129-113 |
|
| R3 |
130-163 |
130-037 |
129-042 |
|
| R2 |
129-223 |
129-223 |
129-018 |
|
| R1 |
129-097 |
129-097 |
128-314 |
129-030 |
| PP |
128-283 |
128-283 |
128-283 |
128-250 |
| S1 |
128-157 |
128-157 |
128-266 |
128-090 |
| S2 |
128-023 |
128-023 |
128-242 |
|
| S3 |
127-083 |
127-217 |
128-218 |
|
| S4 |
126-143 |
126-277 |
128-147 |
|
|
| 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 |
132-235 |
|
2.618 |
131-131 |
|
1.618 |
130-191 |
|
1.000 |
130-030 |
|
0.618 |
129-251 |
|
HIGH |
129-090 |
|
0.618 |
128-311 |
|
0.500 |
128-280 |
|
0.382 |
128-249 |
|
LOW |
128-150 |
|
0.618 |
127-309 |
|
1.000 |
127-210 |
|
1.618 |
127-049 |
|
2.618 |
126-109 |
|
4.250 |
125-005 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-287 |
129-020 |
| PP |
128-283 |
129-003 |
| S1 |
128-280 |
128-307 |
|