ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
130-255 |
130-175 |
-0-080 |
-0.2% |
131-035 |
High |
130-270 |
131-030 |
0-080 |
0.2% |
131-245 |
Low |
130-120 |
130-120 |
0-000 |
0.0% |
130-190 |
Close |
130-205 |
131-015 |
0-130 |
0.3% |
130-295 |
Range |
0-150 |
0-230 |
0-080 |
53.3% |
1-055 |
ATR |
0-198 |
0-200 |
0-002 |
1.2% |
0-000 |
Volume |
978,155 |
988,564 |
10,409 |
1.1% |
4,681,687 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-318 |
132-237 |
131-142 |
|
R3 |
132-088 |
132-007 |
131-078 |
|
R2 |
131-178 |
131-178 |
131-057 |
|
R1 |
131-097 |
131-097 |
131-036 |
131-138 |
PP |
130-268 |
130-268 |
130-268 |
130-289 |
S1 |
130-187 |
130-187 |
130-314 |
130-228 |
S2 |
130-038 |
130-038 |
130-293 |
|
S3 |
129-128 |
129-277 |
130-272 |
|
S4 |
128-218 |
129-047 |
130-208 |
|
|
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% |
0-201 |
0.5% |
48% |
False |
True |
973,253 |
10 |
131-245 |
130-120 |
1-125 |
1.1% |
0-185 |
0.4% |
48% |
False |
True |
983,682 |
20 |
132-110 |
129-310 |
2-120 |
1.8% |
0-202 |
0.5% |
45% |
False |
False |
1,035,698 |
40 |
132-110 |
129-250 |
2-180 |
2.0% |
0-195 |
0.5% |
49% |
False |
False |
870,974 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-209 |
0.5% |
65% |
False |
False |
833,380 |
80 |
132-110 |
126-070 |
6-040 |
4.7% |
0-218 |
0.5% |
79% |
False |
False |
629,591 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-204 |
0.5% |
79% |
False |
False |
503,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-048 |
2.618 |
132-312 |
1.618 |
132-082 |
1.000 |
131-260 |
0.618 |
131-172 |
HIGH |
131-030 |
0.618 |
130-262 |
0.500 |
130-235 |
0.382 |
130-208 |
LOW |
130-120 |
0.618 |
129-298 |
1.000 |
129-210 |
1.618 |
129-068 |
2.618 |
128-158 |
4.250 |
127-102 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
130-302 |
130-302 |
PP |
130-268 |
130-268 |
S1 |
130-235 |
130-235 |
|