ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-190 |
131-030 |
-0-160 |
-0.4% |
131-230 |
High |
131-220 |
131-070 |
-0-150 |
-0.4% |
132-110 |
Low |
130-305 |
130-280 |
-0-025 |
-0.1% |
131-095 |
Close |
131-050 |
131-030 |
-0-020 |
0.0% |
131-105 |
Range |
0-235 |
0-110 |
-0-125 |
-53.2% |
1-015 |
ATR |
0-208 |
0-201 |
-0-007 |
-3.4% |
0-000 |
Volume |
1,016,415 |
929,954 |
-86,461 |
-8.5% |
5,284,120 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-030 |
131-300 |
131-090 |
|
R3 |
131-240 |
131-190 |
131-060 |
|
R2 |
131-130 |
131-130 |
131-050 |
|
R1 |
131-080 |
131-080 |
131-040 |
131-085 |
PP |
131-020 |
131-020 |
131-020 |
131-022 |
S1 |
130-290 |
130-290 |
131-020 |
130-295 |
S2 |
130-230 |
130-230 |
131-010 |
|
S3 |
130-120 |
130-180 |
131-000 |
|
S4 |
130-010 |
130-070 |
130-290 |
|
|
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 |
130-280 |
1-145 |
1.1% |
0-188 |
0.4% |
15% |
False |
True |
979,359 |
10 |
132-110 |
130-260 |
1-170 |
1.2% |
0-186 |
0.4% |
18% |
False |
False |
1,024,598 |
20 |
132-110 |
129-260 |
2-170 |
1.9% |
0-204 |
0.5% |
51% |
False |
False |
1,011,178 |
40 |
132-110 |
129-210 |
2-220 |
2.1% |
0-197 |
0.5% |
53% |
False |
False |
797,940 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-209 |
0.5% |
66% |
False |
False |
690,193 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-214 |
0.5% |
80% |
False |
False |
518,329 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-196 |
0.5% |
80% |
False |
False |
414,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-218 |
2.618 |
132-038 |
1.618 |
131-248 |
1.000 |
131-180 |
0.618 |
131-138 |
HIGH |
131-070 |
0.618 |
131-028 |
0.500 |
131-015 |
0.382 |
131-002 |
LOW |
130-280 |
0.618 |
130-212 |
1.000 |
130-170 |
1.618 |
130-102 |
2.618 |
129-312 |
4.250 |
129-132 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-025 |
131-110 |
PP |
131-020 |
131-083 |
S1 |
131-015 |
131-057 |
|