ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-030 |
131-015 |
-0-015 |
0.0% |
131-230 |
High |
131-070 |
131-065 |
-0-005 |
0.0% |
132-110 |
Low |
130-280 |
130-180 |
-0-100 |
-0.2% |
131-095 |
Close |
131-030 |
130-250 |
-0-100 |
-0.2% |
131-105 |
Range |
0-110 |
0-205 |
0-095 |
86.4% |
1-015 |
ATR |
0-201 |
0-201 |
0-000 |
0.1% |
0-000 |
Volume |
929,954 |
1,262,237 |
332,283 |
35.7% |
5,284,120 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-247 |
132-133 |
131-043 |
|
R3 |
132-042 |
131-248 |
130-306 |
|
R2 |
131-157 |
131-157 |
130-288 |
|
R1 |
131-043 |
131-043 |
130-269 |
130-318 |
PP |
130-272 |
130-272 |
130-272 |
130-249 |
S1 |
130-158 |
130-158 |
130-231 |
130-112 |
S2 |
130-067 |
130-067 |
130-212 |
|
S3 |
129-182 |
129-273 |
130-194 |
|
S4 |
128-297 |
129-068 |
130-137 |
|
|
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 |
130-180 |
1-245 |
1.4% |
0-205 |
0.5% |
12% |
False |
True |
1,043,456 |
10 |
132-110 |
130-180 |
1-250 |
1.4% |
0-184 |
0.4% |
12% |
False |
True |
1,022,247 |
20 |
132-110 |
129-260 |
2-170 |
1.9% |
0-204 |
0.5% |
38% |
False |
False |
1,029,607 |
40 |
132-110 |
129-250 |
2-180 |
2.0% |
0-197 |
0.5% |
39% |
False |
False |
816,337 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-209 |
0.5% |
58% |
False |
False |
711,125 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-214 |
0.5% |
74% |
False |
False |
534,101 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-198 |
0.5% |
74% |
False |
False |
427,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-296 |
2.618 |
132-282 |
1.618 |
132-077 |
1.000 |
131-270 |
0.618 |
131-192 |
HIGH |
131-065 |
0.618 |
130-307 |
0.500 |
130-282 |
0.382 |
130-258 |
LOW |
130-180 |
0.618 |
130-053 |
1.000 |
129-295 |
1.618 |
129-168 |
2.618 |
128-283 |
4.250 |
127-269 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
130-282 |
131-040 |
PP |
130-272 |
131-003 |
S1 |
130-261 |
130-287 |
|