ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
127-260 |
127-270 |
0-010 |
0.0% |
127-040 |
| High |
128-080 |
127-270 |
-0-130 |
-0.3% |
128-080 |
| Low |
127-200 |
127-240 |
0-040 |
0.1% |
127-010 |
| Close |
127-280 |
127-250 |
-0-030 |
-0.1% |
127-250 |
| Range |
0-200 |
0-030 |
-0-170 |
-85.0% |
1-070 |
| ATR |
0-193 |
0-182 |
-0-011 |
-5.7% |
0-000 |
| Volume |
1,215 |
169 |
-1,046 |
-86.1% |
3,895 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-023 |
128-007 |
127-266 |
|
| R3 |
127-313 |
127-297 |
127-258 |
|
| R2 |
127-283 |
127-283 |
127-256 |
|
| R1 |
127-267 |
127-267 |
127-253 |
127-260 |
| PP |
127-253 |
127-253 |
127-253 |
127-250 |
| S1 |
127-237 |
127-237 |
127-247 |
127-230 |
| S2 |
127-223 |
127-223 |
127-244 |
|
| S3 |
127-193 |
127-207 |
127-242 |
|
| S4 |
127-163 |
127-177 |
127-234 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-110 |
130-250 |
128-144 |
|
| R3 |
130-040 |
129-180 |
128-037 |
|
| R2 |
128-290 |
128-290 |
128-002 |
|
| R1 |
128-110 |
128-110 |
127-286 |
128-200 |
| PP |
127-220 |
127-220 |
127-220 |
127-265 |
| S1 |
127-040 |
127-040 |
127-214 |
127-130 |
| S2 |
126-150 |
126-150 |
127-178 |
|
| S3 |
125-080 |
125-290 |
127-143 |
|
| S4 |
124-010 |
124-220 |
127-036 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-078 |
|
2.618 |
128-029 |
|
1.618 |
127-319 |
|
1.000 |
127-300 |
|
0.618 |
127-289 |
|
HIGH |
127-270 |
|
0.618 |
127-259 |
|
0.500 |
127-255 |
|
0.382 |
127-251 |
|
LOW |
127-240 |
|
0.618 |
127-221 |
|
1.000 |
127-210 |
|
1.618 |
127-191 |
|
2.618 |
127-161 |
|
4.250 |
127-112 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-255 |
127-295 |
| PP |
127-253 |
127-280 |
| S1 |
127-252 |
127-265 |
|