ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-015 |
130-275 |
-0-060 |
-0.1% |
131-175 |
High |
131-065 |
131-160 |
0-095 |
0.2% |
131-260 |
Low |
130-180 |
130-270 |
0-090 |
0.2% |
130-180 |
Close |
130-250 |
131-125 |
0-195 |
0.5% |
131-125 |
Range |
0-205 |
0-210 |
0-005 |
2.4% |
1-080 |
ATR |
0-201 |
0-203 |
0-002 |
1.0% |
0-000 |
Volume |
1,262,237 |
996,230 |
-266,007 |
-21.1% |
4,898,519 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-068 |
132-307 |
131-240 |
|
R3 |
132-178 |
132-097 |
131-183 |
|
R2 |
131-288 |
131-288 |
131-164 |
|
R1 |
131-207 |
131-207 |
131-144 |
131-248 |
PP |
131-078 |
131-078 |
131-078 |
131-099 |
S1 |
130-317 |
130-317 |
131-106 |
131-038 |
S2 |
130-188 |
130-188 |
131-086 |
|
S3 |
129-298 |
130-107 |
131-067 |
|
S4 |
129-088 |
129-217 |
131-010 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-002 |
134-143 |
132-025 |
|
R3 |
133-242 |
133-063 |
131-235 |
|
R2 |
132-162 |
132-162 |
131-198 |
|
R1 |
131-303 |
131-303 |
131-162 |
131-192 |
PP |
131-082 |
131-082 |
131-082 |
131-026 |
S1 |
130-223 |
130-223 |
131-088 |
130-112 |
S2 |
130-002 |
130-002 |
131-052 |
|
S3 |
128-242 |
129-143 |
131-015 |
|
S4 |
127-162 |
128-063 |
130-225 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-260 |
130-180 |
1-080 |
1.0% |
0-181 |
0.4% |
66% |
False |
False |
979,703 |
10 |
132-110 |
130-180 |
1-250 |
1.4% |
0-184 |
0.4% |
46% |
False |
False |
1,018,263 |
20 |
132-110 |
129-260 |
2-170 |
1.9% |
0-208 |
0.5% |
62% |
False |
False |
1,036,295 |
40 |
132-110 |
129-250 |
2-180 |
2.0% |
0-196 |
0.5% |
63% |
False |
False |
819,282 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-208 |
0.5% |
74% |
False |
False |
727,703 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-213 |
0.5% |
84% |
False |
False |
546,549 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-199 |
0.5% |
84% |
False |
False |
437,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-092 |
2.618 |
133-070 |
1.618 |
132-180 |
1.000 |
132-050 |
0.618 |
131-290 |
HIGH |
131-160 |
0.618 |
131-080 |
0.500 |
131-055 |
0.382 |
131-030 |
LOW |
130-270 |
0.618 |
130-140 |
1.000 |
130-060 |
1.618 |
129-250 |
2.618 |
129-040 |
4.250 |
128-018 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-102 |
131-087 |
PP |
131-078 |
131-048 |
S1 |
131-055 |
131-010 |
|