ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 11-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
127-230 |
127-060 |
-0-170 |
-0.4% |
130-020 |
High |
127-230 |
127-200 |
-0-030 |
-0.1% |
130-160 |
Low |
127-010 |
127-060 |
0-050 |
0.1% |
128-000 |
Close |
126-250 |
127-140 |
0-210 |
0.5% |
128-050 |
Range |
0-220 |
0-140 |
-0-080 |
-36.4% |
2-160 |
ATR |
0-189 |
0-195 |
0-006 |
3.1% |
0-000 |
Volume |
1,382 |
43 |
-1,339 |
-96.9% |
724 |
|
Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-233 |
128-167 |
127-217 |
|
R3 |
128-093 |
128-027 |
127-178 |
|
R2 |
127-273 |
127-273 |
127-166 |
|
R1 |
127-207 |
127-207 |
127-153 |
127-240 |
PP |
127-133 |
127-133 |
127-133 |
127-150 |
S1 |
127-067 |
127-067 |
127-127 |
127-100 |
S2 |
126-313 |
126-313 |
127-114 |
|
S3 |
126-173 |
126-247 |
127-102 |
|
S4 |
126-033 |
126-107 |
127-063 |
|
|
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 |
129-155 |
2.618 |
128-247 |
1.618 |
128-107 |
1.000 |
128-020 |
0.618 |
127-287 |
HIGH |
127-200 |
0.618 |
127-147 |
0.500 |
127-130 |
0.382 |
127-113 |
LOW |
127-060 |
0.618 |
126-293 |
1.000 |
126-240 |
1.618 |
126-153 |
2.618 |
126-013 |
4.250 |
125-105 |
|
|
Fisher Pivots for day following 11-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
127-137 |
127-215 |
PP |
127-133 |
127-190 |
S1 |
127-130 |
127-165 |
|