ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-035 |
131-095 |
0-060 |
0.1% |
131-175 |
High |
131-130 |
131-185 |
0-055 |
0.1% |
131-260 |
Low |
130-285 |
131-030 |
0-065 |
0.2% |
130-180 |
Close |
131-040 |
131-170 |
0-130 |
0.3% |
131-125 |
Range |
0-165 |
0-155 |
-0-010 |
-6.1% |
1-080 |
ATR |
0-201 |
0-197 |
-0-003 |
-1.6% |
0-000 |
Volume |
771,958 |
1,010,180 |
238,222 |
30.9% |
4,898,519 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-273 |
132-217 |
131-255 |
|
R3 |
132-118 |
132-062 |
131-213 |
|
R2 |
131-283 |
131-283 |
131-198 |
|
R1 |
131-227 |
131-227 |
131-184 |
131-255 |
PP |
131-128 |
131-128 |
131-128 |
131-142 |
S1 |
131-072 |
131-072 |
131-156 |
131-100 |
S2 |
130-293 |
130-293 |
131-142 |
|
S3 |
130-138 |
130-237 |
131-127 |
|
S4 |
129-303 |
130-082 |
131-085 |
|
|
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 |
131-185 |
130-180 |
1-005 |
0.8% |
0-169 |
0.4% |
95% |
True |
False |
994,111 |
10 |
132-105 |
130-180 |
1-245 |
1.3% |
0-179 |
0.4% |
55% |
False |
False |
993,286 |
20 |
132-110 |
129-260 |
2-170 |
1.9% |
0-202 |
0.5% |
68% |
False |
False |
1,038,154 |
40 |
132-110 |
129-250 |
2-180 |
1.9% |
0-194 |
0.5% |
68% |
False |
False |
823,157 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-208 |
0.5% |
78% |
False |
False |
757,215 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-214 |
0.5% |
87% |
False |
False |
568,799 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-202 |
0.5% |
87% |
False |
False |
455,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-204 |
2.618 |
132-271 |
1.618 |
132-116 |
1.000 |
132-020 |
0.618 |
131-281 |
HIGH |
131-185 |
0.618 |
131-126 |
0.500 |
131-108 |
0.382 |
131-089 |
LOW |
131-030 |
0.618 |
130-254 |
1.000 |
130-195 |
1.618 |
130-099 |
2.618 |
129-264 |
4.250 |
129-011 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-149 |
131-136 |
PP |
131-128 |
131-102 |
S1 |
131-108 |
131-068 |
|