ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
130-275 |
131-035 |
0-080 |
0.2% |
131-175 |
High |
131-160 |
131-130 |
-0-030 |
-0.1% |
131-260 |
Low |
130-270 |
130-285 |
0-015 |
0.0% |
130-180 |
Close |
131-125 |
131-040 |
-0-085 |
-0.2% |
131-125 |
Range |
0-210 |
0-165 |
-0-045 |
-21.4% |
1-080 |
ATR |
0-203 |
0-201 |
-0-003 |
-1.3% |
0-000 |
Volume |
996,230 |
771,958 |
-224,272 |
-22.5% |
4,898,519 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-220 |
132-135 |
131-131 |
|
R3 |
132-055 |
131-290 |
131-085 |
|
R2 |
131-210 |
131-210 |
131-070 |
|
R1 |
131-125 |
131-125 |
131-055 |
131-168 |
PP |
131-045 |
131-045 |
131-045 |
131-066 |
S1 |
130-280 |
130-280 |
131-025 |
131-002 |
S2 |
130-200 |
130-200 |
131-010 |
|
S3 |
130-035 |
130-115 |
130-315 |
|
S4 |
129-190 |
129-270 |
130-269 |
|
|
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 |
131-220 |
130-180 |
1-040 |
0.9% |
0-185 |
0.4% |
50% |
False |
False |
995,358 |
10 |
132-110 |
130-180 |
1-250 |
1.4% |
0-184 |
0.4% |
32% |
False |
False |
1,007,502 |
20 |
132-110 |
129-260 |
2-170 |
1.9% |
0-203 |
0.5% |
52% |
False |
False |
1,028,252 |
40 |
132-110 |
129-250 |
2-180 |
2.0% |
0-195 |
0.5% |
52% |
False |
False |
817,857 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-208 |
0.5% |
67% |
False |
False |
740,478 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-214 |
0.5% |
80% |
False |
False |
556,194 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-200 |
0.5% |
80% |
False |
False |
445,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-191 |
2.618 |
132-242 |
1.618 |
132-077 |
1.000 |
131-295 |
0.618 |
131-232 |
HIGH |
131-130 |
0.618 |
131-067 |
0.500 |
131-048 |
0.382 |
131-028 |
LOW |
130-285 |
0.618 |
130-183 |
1.000 |
130-120 |
1.618 |
130-018 |
2.618 |
129-173 |
4.250 |
128-224 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-048 |
131-030 |
PP |
131-045 |
131-020 |
S1 |
131-042 |
131-010 |
|