ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
132-055 |
131-175 |
-0-200 |
-0.5% |
131-230 |
High |
132-105 |
131-260 |
-0-165 |
-0.4% |
132-110 |
Low |
131-095 |
131-115 |
0-020 |
0.0% |
131-095 |
Close |
131-105 |
131-215 |
0-110 |
0.3% |
131-105 |
Range |
1-010 |
0-145 |
-0-185 |
-56.1% |
1-015 |
ATR |
0-210 |
0-206 |
-0-004 |
-1.9% |
0-000 |
Volume |
1,314,991 |
693,683 |
-621,308 |
-47.2% |
5,284,120 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-312 |
132-248 |
131-295 |
|
R3 |
132-167 |
132-103 |
131-255 |
|
R2 |
132-022 |
132-022 |
131-242 |
|
R1 |
131-278 |
131-278 |
131-228 |
131-310 |
PP |
131-197 |
131-197 |
131-197 |
131-212 |
S1 |
131-133 |
131-133 |
131-202 |
131-165 |
S2 |
131-052 |
131-052 |
131-188 |
|
S3 |
130-227 |
130-308 |
131-175 |
|
S4 |
130-082 |
130-163 |
131-135 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-255 |
134-035 |
131-289 |
|
R3 |
133-240 |
133-020 |
131-197 |
|
R2 |
132-225 |
132-225 |
131-166 |
|
R1 |
132-005 |
132-005 |
131-136 |
131-268 |
PP |
131-210 |
131-210 |
131-210 |
131-181 |
S1 |
130-310 |
130-310 |
131-074 |
130-252 |
S2 |
130-195 |
130-195 |
131-044 |
|
S3 |
129-180 |
129-295 |
131-013 |
|
S4 |
128-165 |
128-280 |
130-241 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-110 |
131-095 |
1-015 |
0.8% |
0-184 |
0.4% |
36% |
False |
False |
1,019,645 |
10 |
132-110 |
129-275 |
2-155 |
1.9% |
0-208 |
0.5% |
73% |
False |
False |
1,078,584 |
20 |
132-110 |
129-260 |
2-170 |
1.9% |
0-202 |
0.5% |
73% |
False |
False |
976,112 |
40 |
132-110 |
129-125 |
2-305 |
2.2% |
0-203 |
0.5% |
77% |
False |
False |
793,497 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-214 |
0.5% |
82% |
False |
False |
657,959 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-214 |
0.5% |
89% |
False |
False |
494,050 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-192 |
0.5% |
89% |
False |
False |
395,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-236 |
2.618 |
133-000 |
1.618 |
132-175 |
1.000 |
132-085 |
0.618 |
132-030 |
HIGH |
131-260 |
0.618 |
131-205 |
0.500 |
131-188 |
0.382 |
131-170 |
LOW |
131-115 |
0.618 |
131-025 |
1.000 |
130-290 |
1.618 |
130-200 |
2.618 |
130-055 |
4.250 |
129-139 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-206 |
131-260 |
PP |
131-197 |
131-245 |
S1 |
131-188 |
131-230 |
|