ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
128-100 |
127-230 |
-0-190 |
-0.5% |
130-020 |
High |
128-100 |
127-230 |
-0-190 |
-0.5% |
130-160 |
Low |
128-000 |
127-010 |
-0-310 |
-0.8% |
128-000 |
Close |
128-050 |
126-250 |
-1-120 |
-1.1% |
128-050 |
Range |
0-100 |
0-220 |
0-120 |
120.0% |
2-160 |
ATR |
0-176 |
0-189 |
0-013 |
7.5% |
0-000 |
Volume |
284 |
1,382 |
1,098 |
386.6% |
724 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-077 |
128-223 |
127-051 |
|
R3 |
128-177 |
128-003 |
126-310 |
|
R2 |
127-277 |
127-277 |
126-290 |
|
R1 |
127-103 |
127-103 |
126-270 |
127-080 |
PP |
127-057 |
127-057 |
127-057 |
127-045 |
S1 |
126-203 |
126-203 |
126-230 |
126-180 |
S2 |
126-157 |
126-157 |
126-210 |
|
S3 |
125-257 |
125-303 |
126-190 |
|
S4 |
125-037 |
125-083 |
126-129 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-123 |
134-247 |
129-170 |
|
R3 |
133-283 |
132-087 |
128-270 |
|
R2 |
131-123 |
131-123 |
128-197 |
|
R1 |
129-247 |
129-247 |
128-123 |
129-105 |
PP |
128-283 |
128-283 |
128-283 |
128-212 |
S1 |
127-087 |
127-087 |
127-297 |
126-265 |
S2 |
126-123 |
126-123 |
127-223 |
|
S3 |
123-283 |
124-247 |
127-150 |
|
S4 |
121-123 |
122-087 |
126-250 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-205 |
2.618 |
129-166 |
1.618 |
128-266 |
1.000 |
128-130 |
0.618 |
128-046 |
HIGH |
127-230 |
0.618 |
127-146 |
0.500 |
127-120 |
0.382 |
127-094 |
LOW |
127-010 |
0.618 |
126-194 |
1.000 |
126-110 |
1.618 |
125-294 |
2.618 |
125-074 |
4.250 |
124-035 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
127-120 |
128-045 |
PP |
127-057 |
127-220 |
S1 |
126-313 |
127-075 |
|