ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
127-270 |
127-280 |
0-010 |
0.0% |
127-040 |
| High |
127-270 |
127-280 |
0-010 |
0.0% |
128-080 |
| Low |
127-240 |
127-230 |
-0-010 |
0.0% |
127-010 |
| Close |
127-250 |
127-150 |
-0-100 |
-0.2% |
127-250 |
| Range |
0-030 |
0-050 |
0-020 |
66.7% |
1-070 |
| ATR |
0-182 |
0-173 |
-0-009 |
-5.2% |
0-000 |
| Volume |
169 |
388 |
219 |
129.6% |
3,895 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-050 |
127-310 |
127-178 |
|
| R3 |
128-000 |
127-260 |
127-164 |
|
| R2 |
127-270 |
127-270 |
127-159 |
|
| R1 |
127-210 |
127-210 |
127-155 |
127-215 |
| PP |
127-220 |
127-220 |
127-220 |
127-222 |
| S1 |
127-160 |
127-160 |
127-145 |
127-165 |
| S2 |
127-170 |
127-170 |
127-141 |
|
| S3 |
127-120 |
127-110 |
127-136 |
|
| S4 |
127-070 |
127-060 |
127-122 |
|
|
| 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 |
128-172 |
|
2.618 |
128-091 |
|
1.618 |
128-041 |
|
1.000 |
128-010 |
|
0.618 |
127-311 |
|
HIGH |
127-280 |
|
0.618 |
127-261 |
|
0.500 |
127-255 |
|
0.382 |
127-249 |
|
LOW |
127-230 |
|
0.618 |
127-199 |
|
1.000 |
127-180 |
|
1.618 |
127-149 |
|
2.618 |
127-099 |
|
4.250 |
127-018 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-255 |
127-300 |
| PP |
127-220 |
127-250 |
| S1 |
127-185 |
127-200 |
|