ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-010 |
130-255 |
-0-075 |
-0.2% |
131-035 |
High |
131-025 |
130-270 |
-0-075 |
-0.2% |
131-245 |
Low |
130-190 |
130-120 |
-0-070 |
-0.2% |
130-190 |
Close |
130-295 |
130-205 |
-0-090 |
-0.2% |
130-295 |
Range |
0-155 |
0-150 |
-0-005 |
-3.2% |
1-055 |
ATR |
0-199 |
0-198 |
-0-002 |
-0.9% |
0-000 |
Volume |
825,779 |
978,155 |
152,376 |
18.5% |
4,681,687 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-008 |
131-257 |
130-288 |
|
R3 |
131-178 |
131-107 |
130-246 |
|
R2 |
131-028 |
131-028 |
130-232 |
|
R1 |
130-277 |
130-277 |
130-219 |
130-238 |
PP |
130-198 |
130-198 |
130-198 |
130-179 |
S1 |
130-127 |
130-127 |
130-191 |
130-088 |
S2 |
130-048 |
130-048 |
130-178 |
|
S3 |
129-218 |
129-297 |
130-164 |
|
S4 |
129-068 |
129-147 |
130-122 |
|
|
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 |
130-120 |
1-125 |
1.1% |
0-186 |
0.4% |
19% |
False |
True |
977,576 |
10 |
131-245 |
130-120 |
1-125 |
1.1% |
0-186 |
0.4% |
19% |
False |
True |
986,467 |
20 |
132-110 |
129-275 |
2-155 |
1.9% |
0-197 |
0.5% |
31% |
False |
False |
1,032,526 |
40 |
132-110 |
129-250 |
2-180 |
2.0% |
0-193 |
0.5% |
34% |
False |
False |
857,044 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-209 |
0.5% |
54% |
False |
False |
819,824 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-218 |
0.5% |
72% |
False |
False |
617,239 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-204 |
0.5% |
72% |
False |
False |
493,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-268 |
2.618 |
132-023 |
1.618 |
131-193 |
1.000 |
131-100 |
0.618 |
131-043 |
HIGH |
130-270 |
0.618 |
130-213 |
0.500 |
130-195 |
0.382 |
130-177 |
LOW |
130-120 |
0.618 |
130-027 |
1.000 |
129-290 |
1.618 |
129-197 |
2.618 |
129-047 |
4.250 |
128-122 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
130-202 |
131-018 |
PP |
130-198 |
130-293 |
S1 |
130-195 |
130-249 |
|