ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-190 |
131-010 |
-0-180 |
-0.4% |
131-035 |
High |
131-235 |
131-025 |
-0-210 |
-0.5% |
131-245 |
Low |
130-265 |
130-190 |
-0-075 |
-0.2% |
130-190 |
Close |
130-315 |
130-295 |
-0-020 |
0.0% |
130-295 |
Range |
0-290 |
0-155 |
-0-135 |
-46.6% |
1-055 |
ATR |
0-203 |
0-199 |
-0-003 |
-1.7% |
0-000 |
Volume |
1,092,746 |
825,779 |
-266,967 |
-24.4% |
4,681,687 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-102 |
132-033 |
131-060 |
|
R3 |
131-267 |
131-198 |
131-018 |
|
R2 |
131-112 |
131-112 |
131-003 |
|
R1 |
131-043 |
131-043 |
130-309 |
131-000 |
PP |
130-277 |
130-277 |
130-277 |
130-255 |
S1 |
130-208 |
130-208 |
130-281 |
130-165 |
S2 |
130-122 |
130-122 |
130-267 |
|
S3 |
129-287 |
130-053 |
130-252 |
|
S4 |
129-132 |
129-218 |
130-210 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-195 |
133-300 |
131-181 |
|
R3 |
133-140 |
132-245 |
131-078 |
|
R2 |
132-085 |
132-085 |
131-044 |
|
R1 |
131-190 |
131-190 |
131-009 |
131-110 |
PP |
131-030 |
131-030 |
131-030 |
130-310 |
S1 |
130-135 |
130-135 |
130-261 |
130-055 |
S2 |
129-295 |
129-295 |
130-226 |
|
S3 |
128-240 |
129-080 |
130-192 |
|
S4 |
127-185 |
128-025 |
130-089 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-245 |
130-190 |
1-055 |
0.9% |
0-189 |
0.5% |
28% |
False |
True |
936,337 |
10 |
131-260 |
130-180 |
1-080 |
1.0% |
0-185 |
0.4% |
29% |
False |
False |
958,020 |
20 |
132-110 |
129-260 |
2-170 |
1.9% |
0-201 |
0.5% |
44% |
False |
False |
1,030,679 |
40 |
132-110 |
129-250 |
2-180 |
2.0% |
0-194 |
0.5% |
45% |
False |
False |
850,528 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-209 |
0.5% |
62% |
False |
False |
804,844 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-218 |
0.5% |
77% |
False |
False |
605,021 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-205 |
0.5% |
77% |
False |
False |
484,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-044 |
2.618 |
132-111 |
1.618 |
131-276 |
1.000 |
131-180 |
0.618 |
131-121 |
HIGH |
131-025 |
0.618 |
130-286 |
0.500 |
130-268 |
0.382 |
130-249 |
LOW |
130-190 |
0.618 |
130-094 |
1.000 |
130-035 |
1.618 |
129-259 |
2.618 |
129-104 |
4.250 |
128-171 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
130-286 |
131-058 |
PP |
130-277 |
131-030 |
S1 |
130-268 |
131-002 |
|