ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
127-250 |
127-260 |
0-010 |
0.0% |
127-230 |
| High |
128-030 |
128-080 |
0-050 |
0.1% |
127-240 |
| Low |
127-190 |
127-200 |
0-010 |
0.0% |
127-010 |
| Close |
128-000 |
127-280 |
-0-040 |
-0.1% |
127-100 |
| Range |
0-160 |
0-200 |
0-040 |
25.0% |
0-230 |
| ATR |
0-193 |
0-193 |
0-001 |
0.3% |
0-000 |
| Volume |
1,796 |
1,215 |
-581 |
-32.3% |
5,995 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-253 |
129-147 |
128-070 |
|
| R3 |
129-053 |
128-267 |
128-015 |
|
| R2 |
128-173 |
128-173 |
127-317 |
|
| R1 |
128-067 |
128-067 |
127-298 |
128-120 |
| PP |
127-293 |
127-293 |
127-293 |
128-000 |
| S1 |
127-187 |
127-187 |
127-262 |
127-240 |
| S2 |
127-093 |
127-093 |
127-243 |
|
| S3 |
126-213 |
126-307 |
127-225 |
|
| S4 |
126-013 |
126-107 |
127-170 |
|
|
| 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 |
130-290 |
|
2.618 |
129-284 |
|
1.618 |
129-084 |
|
1.000 |
128-280 |
|
0.618 |
128-204 |
|
HIGH |
128-080 |
|
0.618 |
128-004 |
|
0.500 |
127-300 |
|
0.382 |
127-276 |
|
LOW |
127-200 |
|
0.618 |
127-076 |
|
1.000 |
127-000 |
|
1.618 |
126-196 |
|
2.618 |
125-316 |
|
4.250 |
124-310 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-300 |
127-295 |
| PP |
127-293 |
127-290 |
| S1 |
127-287 |
127-285 |
|