ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
130-110 |
130-020 |
-0-090 |
-0.2% |
129-190 |
| High |
130-160 |
130-020 |
-0-140 |
-0.3% |
129-210 |
| Low |
130-050 |
129-150 |
-0-220 |
-0.5% |
128-150 |
| Close |
130-100 |
129-140 |
-0-280 |
-0.7% |
129-130 |
| Range |
0-110 |
0-190 |
0-080 |
72.7% |
1-060 |
| ATR |
0-161 |
0-169 |
0-008 |
4.8% |
0-000 |
| Volume |
44 |
20 |
-24 |
-54.5% |
8,555 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-140 |
131-010 |
129-244 |
|
| R3 |
130-270 |
130-140 |
129-192 |
|
| R2 |
130-080 |
130-080 |
129-175 |
|
| R1 |
129-270 |
129-270 |
129-157 |
129-240 |
| PP |
129-210 |
129-210 |
129-210 |
129-195 |
| S1 |
129-080 |
129-080 |
129-123 |
129-050 |
| S2 |
129-020 |
129-020 |
129-105 |
|
| S3 |
128-150 |
128-210 |
129-088 |
|
| S4 |
127-280 |
128-020 |
129-036 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-237 |
132-083 |
130-019 |
|
| R3 |
131-177 |
131-023 |
129-234 |
|
| R2 |
130-117 |
130-117 |
129-200 |
|
| R1 |
129-283 |
129-283 |
129-165 |
129-170 |
| PP |
129-057 |
129-057 |
129-057 |
129-000 |
| S1 |
128-223 |
128-223 |
129-095 |
128-110 |
| S2 |
127-317 |
127-317 |
129-060 |
|
| S3 |
126-257 |
127-163 |
129-026 |
|
| S4 |
125-197 |
126-103 |
128-241 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-188 |
|
2.618 |
131-197 |
|
1.618 |
131-007 |
|
1.000 |
130-210 |
|
0.618 |
130-137 |
|
HIGH |
130-020 |
|
0.618 |
129-267 |
|
0.500 |
129-245 |
|
0.382 |
129-223 |
|
LOW |
129-150 |
|
0.618 |
129-033 |
|
1.000 |
128-280 |
|
1.618 |
128-163 |
|
2.618 |
127-293 |
|
4.250 |
126-302 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-245 |
129-315 |
| PP |
129-210 |
129-257 |
| S1 |
129-175 |
129-198 |
|