ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
129-150 |
129-210 |
0-060 |
0.1% |
127-070 |
High |
130-000 |
129-240 |
-0-080 |
-0.2% |
130-030 |
Low |
129-140 |
129-060 |
-0-080 |
-0.2% |
127-070 |
Close |
129-260 |
129-090 |
-0-170 |
-0.4% |
129-150 |
Range |
0-180 |
0-180 |
0-000 |
0.0% |
2-280 |
ATR |
0-234 |
0-232 |
-0-002 |
-1.1% |
0-000 |
Volume |
6,193 |
2,387 |
-3,806 |
-61.5% |
22,515 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-030 |
130-240 |
129-189 |
|
R3 |
130-170 |
130-060 |
129-140 |
|
R2 |
129-310 |
129-310 |
129-123 |
|
R1 |
129-200 |
129-200 |
129-106 |
129-165 |
PP |
129-130 |
129-130 |
129-130 |
129-112 |
S1 |
129-020 |
129-020 |
129-074 |
128-305 |
S2 |
128-270 |
128-270 |
129-057 |
|
S3 |
128-090 |
128-160 |
129-040 |
|
S4 |
127-230 |
127-300 |
128-311 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-177 |
136-123 |
131-016 |
|
R3 |
134-217 |
133-163 |
130-083 |
|
R2 |
131-257 |
131-257 |
129-319 |
|
R1 |
130-203 |
130-203 |
129-234 |
131-070 |
PP |
128-297 |
128-297 |
128-297 |
129-070 |
S1 |
127-243 |
127-243 |
129-066 |
128-110 |
S2 |
126-017 |
126-017 |
128-301 |
|
S3 |
123-057 |
124-283 |
128-217 |
|
S4 |
120-097 |
122-003 |
127-284 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-045 |
2.618 |
131-071 |
1.618 |
130-211 |
1.000 |
130-100 |
0.618 |
130-031 |
HIGH |
129-240 |
0.618 |
129-171 |
0.500 |
129-150 |
0.382 |
129-129 |
LOW |
129-060 |
0.618 |
128-269 |
1.000 |
128-200 |
1.618 |
128-089 |
2.618 |
127-229 |
4.250 |
126-255 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
129-150 |
129-150 |
PP |
129-130 |
129-130 |
S1 |
129-110 |
129-110 |
|