ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-095 |
131-125 |
0-030 |
0.1% |
131-175 |
High |
131-185 |
131-245 |
0-060 |
0.1% |
131-260 |
Low |
131-030 |
131-065 |
0-035 |
0.1% |
130-180 |
Close |
131-170 |
131-185 |
0-015 |
0.0% |
131-125 |
Range |
0-155 |
0-180 |
0-025 |
16.1% |
1-080 |
ATR |
0-197 |
0-196 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,010,180 |
981,024 |
-29,156 |
-2.9% |
4,898,519 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-065 |
132-305 |
131-284 |
|
R3 |
132-205 |
132-125 |
131-234 |
|
R2 |
132-025 |
132-025 |
131-218 |
|
R1 |
131-265 |
131-265 |
131-202 |
131-305 |
PP |
131-165 |
131-165 |
131-165 |
131-185 |
S1 |
131-085 |
131-085 |
131-168 |
131-125 |
S2 |
130-305 |
130-305 |
131-152 |
|
S3 |
130-125 |
130-225 |
131-136 |
|
S4 |
129-265 |
130-045 |
131-086 |
|
|
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 |
131-245 |
130-180 |
1-065 |
0.9% |
0-183 |
0.4% |
84% |
True |
False |
1,004,325 |
10 |
132-105 |
130-180 |
1-245 |
1.3% |
0-186 |
0.4% |
58% |
False |
False |
991,842 |
20 |
132-110 |
129-260 |
2-170 |
1.9% |
0-203 |
0.5% |
70% |
False |
False |
1,044,489 |
40 |
132-110 |
129-250 |
2-180 |
1.9% |
0-192 |
0.5% |
70% |
False |
False |
829,374 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-208 |
0.5% |
79% |
False |
False |
773,330 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-213 |
0.5% |
88% |
False |
False |
581,047 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-203 |
0.5% |
88% |
False |
False |
465,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-050 |
2.618 |
133-076 |
1.618 |
132-216 |
1.000 |
132-105 |
0.618 |
132-036 |
HIGH |
131-245 |
0.618 |
131-176 |
0.500 |
131-155 |
0.382 |
131-134 |
LOW |
131-065 |
0.618 |
130-274 |
1.000 |
130-205 |
1.618 |
130-094 |
2.618 |
129-234 |
4.250 |
128-260 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-175 |
131-158 |
PP |
131-165 |
131-132 |
S1 |
131-155 |
131-105 |
|