ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
127-280 |
127-310 |
0-030 |
0.1% |
127-040 |
| High |
127-280 |
128-130 |
0-170 |
0.4% |
128-080 |
| Low |
127-230 |
127-300 |
0-070 |
0.2% |
127-010 |
| Close |
127-150 |
128-090 |
0-260 |
0.6% |
127-250 |
| Range |
0-050 |
0-150 |
0-100 |
200.0% |
1-070 |
| ATR |
0-173 |
0-182 |
0-009 |
5.2% |
0-000 |
| Volume |
388 |
733 |
345 |
88.9% |
3,895 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-197 |
129-133 |
128-172 |
|
| R3 |
129-047 |
128-303 |
128-131 |
|
| R2 |
128-217 |
128-217 |
128-118 |
|
| R1 |
128-153 |
128-153 |
128-104 |
128-185 |
| PP |
128-067 |
128-067 |
128-067 |
128-082 |
| S1 |
128-003 |
128-003 |
128-076 |
128-035 |
| S2 |
127-237 |
127-237 |
128-062 |
|
| S3 |
127-087 |
127-173 |
128-049 |
|
| S4 |
126-257 |
127-023 |
128-008 |
|
|
| 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 |
130-128 |
|
2.618 |
129-203 |
|
1.618 |
129-053 |
|
1.000 |
128-280 |
|
0.618 |
128-223 |
|
HIGH |
128-130 |
|
0.618 |
128-073 |
|
0.500 |
128-055 |
|
0.382 |
128-037 |
|
LOW |
127-300 |
|
0.618 |
127-207 |
|
1.000 |
127-150 |
|
1.618 |
127-057 |
|
2.618 |
126-227 |
|
4.250 |
125-302 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-078 |
128-067 |
| PP |
128-067 |
128-043 |
| S1 |
128-055 |
128-020 |
|