ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-175 |
131-190 |
0-015 |
0.0% |
131-230 |
High |
131-260 |
131-220 |
-0-040 |
-0.1% |
132-110 |
Low |
131-115 |
130-305 |
-0-130 |
-0.3% |
131-095 |
Close |
131-215 |
131-050 |
-0-165 |
-0.4% |
131-105 |
Range |
0-145 |
0-235 |
0-090 |
62.1% |
1-015 |
ATR |
0-206 |
0-208 |
0-002 |
1.0% |
0-000 |
Volume |
693,683 |
1,016,415 |
322,732 |
46.5% |
5,284,120 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-150 |
133-015 |
131-179 |
|
R3 |
132-235 |
132-100 |
131-115 |
|
R2 |
132-000 |
132-000 |
131-093 |
|
R1 |
131-185 |
131-185 |
131-072 |
131-135 |
PP |
131-085 |
131-085 |
131-085 |
131-060 |
S1 |
130-270 |
130-270 |
131-028 |
130-220 |
S2 |
130-170 |
130-170 |
131-007 |
|
S3 |
129-255 |
130-035 |
130-305 |
|
S4 |
129-020 |
129-120 |
130-241 |
|
|
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 |
132-105 |
130-305 |
1-120 |
1.0% |
0-189 |
0.5% |
15% |
False |
True |
992,460 |
10 |
132-110 |
129-310 |
2-120 |
1.8% |
0-220 |
0.5% |
50% |
False |
False |
1,087,713 |
20 |
132-110 |
129-260 |
2-170 |
1.9% |
0-205 |
0.5% |
53% |
False |
False |
1,000,947 |
40 |
132-110 |
129-210 |
2-220 |
2.0% |
0-200 |
0.5% |
56% |
False |
False |
793,949 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-212 |
0.5% |
68% |
False |
False |
674,775 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-215 |
0.5% |
81% |
False |
False |
506,749 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-194 |
0.5% |
81% |
False |
False |
405,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-259 |
2.618 |
133-195 |
1.618 |
132-280 |
1.000 |
132-135 |
0.618 |
132-045 |
HIGH |
131-220 |
0.618 |
131-130 |
0.500 |
131-102 |
0.382 |
131-075 |
LOW |
130-305 |
0.618 |
130-160 |
1.000 |
130-070 |
1.618 |
129-245 |
2.618 |
129-010 |
4.250 |
127-266 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-102 |
131-205 |
PP |
131-085 |
131-153 |
S1 |
131-068 |
131-102 |
|