ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
129-180 |
128-310 |
-0-190 |
-0.5% |
129-150 |
High |
129-180 |
129-260 |
0-080 |
0.2% |
130-090 |
Low |
128-300 |
128-310 |
0-010 |
0.0% |
128-300 |
Close |
129-000 |
129-230 |
0-230 |
0.6% |
129-000 |
Range |
0-200 |
0-270 |
0-070 |
35.0% |
1-110 |
ATR |
0-242 |
0-244 |
0-002 |
0.8% |
0-000 |
Volume |
6,321 |
1,548 |
-4,773 |
-75.5% |
27,234 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-010 |
131-230 |
130-058 |
|
R3 |
131-060 |
130-280 |
129-304 |
|
R2 |
130-110 |
130-110 |
129-280 |
|
R1 |
130-010 |
130-010 |
129-255 |
130-060 |
PP |
129-160 |
129-160 |
129-160 |
129-185 |
S1 |
129-060 |
129-060 |
129-205 |
129-110 |
S2 |
128-210 |
128-210 |
129-180 |
|
S3 |
127-260 |
128-110 |
129-156 |
|
S4 |
126-310 |
127-160 |
129-082 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-140 |
132-180 |
129-236 |
|
R3 |
132-030 |
131-070 |
129-118 |
|
R2 |
130-240 |
130-240 |
129-079 |
|
R1 |
129-280 |
129-280 |
129-039 |
129-205 |
PP |
129-130 |
129-130 |
129-130 |
129-092 |
S1 |
128-170 |
128-170 |
128-281 |
128-095 |
S2 |
128-020 |
128-020 |
128-241 |
|
S3 |
126-230 |
127-060 |
128-202 |
|
S4 |
125-120 |
125-270 |
128-084 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-128 |
2.618 |
132-007 |
1.618 |
131-057 |
1.000 |
130-210 |
0.618 |
130-107 |
HIGH |
129-260 |
0.618 |
129-157 |
0.500 |
129-125 |
0.382 |
129-093 |
LOW |
128-310 |
0.618 |
128-143 |
1.000 |
128-040 |
1.618 |
127-193 |
2.618 |
126-243 |
4.250 |
125-122 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
129-195 |
129-210 |
PP |
129-160 |
129-190 |
S1 |
129-125 |
129-170 |
|