ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
131-180 |
131-180 |
0-000 |
0.0% |
130-240 |
High |
131-230 |
131-225 |
-0-005 |
0.0% |
131-235 |
Low |
131-055 |
131-065 |
0-010 |
0.0% |
130-145 |
Close |
131-190 |
131-085 |
-0-105 |
-0.2% |
131-175 |
Range |
0-175 |
0-160 |
-0-015 |
-8.6% |
1-090 |
ATR |
0-201 |
0-198 |
-0-003 |
-1.5% |
0-000 |
Volume |
812,126 |
854,328 |
42,202 |
5.2% |
3,933,996 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-285 |
132-185 |
131-173 |
|
R3 |
132-125 |
132-025 |
131-129 |
|
R2 |
131-285 |
131-285 |
131-114 |
|
R1 |
131-185 |
131-185 |
131-100 |
131-155 |
PP |
131-125 |
131-125 |
131-125 |
131-110 |
S1 |
131-025 |
131-025 |
131-070 |
130-315 |
S2 |
130-285 |
130-285 |
131-056 |
|
S3 |
130-125 |
130-185 |
131-041 |
|
S4 |
129-285 |
130-025 |
130-317 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-028 |
134-192 |
132-080 |
|
R3 |
133-258 |
133-102 |
131-288 |
|
R2 |
132-168 |
132-168 |
131-250 |
|
R1 |
132-012 |
132-012 |
131-213 |
132-090 |
PP |
131-078 |
131-078 |
131-078 |
131-118 |
S1 |
130-242 |
130-242 |
131-137 |
131-000 |
S2 |
129-308 |
129-308 |
131-100 |
|
S3 |
128-218 |
129-152 |
131-062 |
|
S4 |
127-128 |
128-062 |
130-270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-235 |
130-220 |
1-015 |
0.8% |
0-187 |
0.4% |
55% |
False |
False |
871,080 |
10 |
131-235 |
130-030 |
1-205 |
1.2% |
0-188 |
0.4% |
71% |
False |
False |
817,583 |
20 |
131-235 |
129-250 |
1-305 |
1.5% |
0-182 |
0.4% |
76% |
False |
False |
614,258 |
40 |
131-235 |
128-200 |
3-035 |
2.4% |
0-210 |
0.5% |
85% |
False |
False |
637,750 |
60 |
131-235 |
126-070 |
5-165 |
4.2% |
0-217 |
0.5% |
92% |
False |
False |
426,566 |
80 |
131-235 |
126-070 |
5-165 |
4.2% |
0-203 |
0.5% |
92% |
False |
False |
320,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-265 |
2.618 |
133-004 |
1.618 |
132-164 |
1.000 |
132-065 |
0.618 |
132-004 |
HIGH |
131-225 |
0.618 |
131-164 |
0.500 |
131-145 |
0.382 |
131-126 |
LOW |
131-065 |
0.618 |
130-286 |
1.000 |
130-225 |
1.618 |
130-126 |
2.618 |
129-286 |
4.250 |
129-025 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
131-145 |
131-100 |
PP |
131-125 |
131-095 |
S1 |
131-105 |
131-090 |
|