ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
127-240 |
127-040 |
-0-200 |
-0.5% |
127-230 |
| High |
127-240 |
127-280 |
0-040 |
0.1% |
127-240 |
| Low |
127-020 |
127-010 |
-0-010 |
0.0% |
127-010 |
| Close |
127-100 |
127-280 |
0-180 |
0.4% |
127-100 |
| Range |
0-220 |
0-270 |
0-050 |
22.7% |
0-230 |
| ATR |
0-196 |
0-201 |
0-005 |
2.7% |
0-000 |
| Volume |
516 |
353 |
-163 |
-31.6% |
5,995 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-040 |
129-270 |
128-108 |
|
| R3 |
129-090 |
129-000 |
128-034 |
|
| R2 |
128-140 |
128-140 |
128-010 |
|
| R1 |
128-050 |
128-050 |
127-305 |
128-095 |
| PP |
127-190 |
127-190 |
127-190 |
127-212 |
| S1 |
127-100 |
127-100 |
127-255 |
127-145 |
| S2 |
126-240 |
126-240 |
127-230 |
|
| S3 |
125-290 |
126-150 |
127-206 |
|
| S4 |
125-020 |
125-200 |
127-132 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-167 |
129-043 |
127-226 |
|
| R3 |
128-257 |
128-133 |
127-163 |
|
| R2 |
128-027 |
128-027 |
127-142 |
|
| R1 |
127-223 |
127-223 |
127-121 |
127-170 |
| PP |
127-117 |
127-117 |
127-117 |
127-090 |
| S1 |
126-313 |
126-313 |
127-079 |
126-260 |
| S2 |
126-207 |
126-207 |
127-058 |
|
| S3 |
125-297 |
126-083 |
127-037 |
|
| S4 |
125-067 |
125-173 |
126-294 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-148 |
|
2.618 |
130-027 |
|
1.618 |
129-077 |
|
1.000 |
128-230 |
|
0.618 |
128-127 |
|
HIGH |
127-280 |
|
0.618 |
127-177 |
|
0.500 |
127-145 |
|
0.382 |
127-113 |
|
LOW |
127-010 |
|
0.618 |
126-163 |
|
1.000 |
126-060 |
|
1.618 |
125-213 |
|
2.618 |
124-263 |
|
4.250 |
123-142 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-235 |
127-235 |
| PP |
127-190 |
127-190 |
| S1 |
127-145 |
127-145 |
|