ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-065 |
131-185 |
0-120 |
0.3% |
130-255 |
High |
131-230 |
131-285 |
0-055 |
0.1% |
131-095 |
Low |
131-050 |
131-155 |
0-105 |
0.3% |
130-120 |
Close |
131-200 |
131-215 |
0-015 |
0.0% |
131-060 |
Range |
0-180 |
0-130 |
-0-050 |
-27.8% |
0-295 |
ATR |
0-190 |
0-186 |
-0-004 |
-2.3% |
0-000 |
Volume |
1,829,731 |
1,576,449 |
-253,282 |
-13.8% |
4,210,141 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-288 |
132-222 |
131-286 |
|
R3 |
132-158 |
132-092 |
131-251 |
|
R2 |
132-028 |
132-028 |
131-239 |
|
R1 |
131-282 |
131-282 |
131-227 |
131-315 |
PP |
131-218 |
131-218 |
131-218 |
131-235 |
S1 |
131-152 |
131-152 |
131-203 |
131-185 |
S2 |
131-088 |
131-088 |
131-191 |
|
S3 |
130-278 |
131-022 |
131-179 |
|
S4 |
130-148 |
130-212 |
131-144 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-230 |
133-120 |
131-222 |
|
R3 |
132-255 |
132-145 |
131-141 |
|
R2 |
131-280 |
131-280 |
131-114 |
|
R1 |
131-170 |
131-170 |
131-087 |
131-225 |
PP |
130-305 |
130-305 |
130-305 |
131-012 |
S1 |
130-195 |
130-195 |
131-033 |
130-250 |
S2 |
130-010 |
130-010 |
131-006 |
|
S3 |
129-035 |
129-220 |
130-299 |
|
S4 |
128-060 |
128-245 |
130-218 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-285 |
130-120 |
1-165 |
1.2% |
0-162 |
0.4% |
86% |
True |
False |
1,327,633 |
10 |
131-285 |
130-120 |
1-165 |
1.2% |
0-174 |
0.4% |
86% |
True |
False |
1,152,605 |
20 |
132-110 |
130-120 |
1-310 |
1.5% |
0-179 |
0.4% |
66% |
False |
False |
1,080,053 |
40 |
132-110 |
129-260 |
2-170 |
1.9% |
0-192 |
0.5% |
73% |
False |
False |
986,060 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-200 |
0.5% |
82% |
False |
False |
883,024 |
80 |
132-110 |
128-200 |
3-230 |
2.8% |
0-207 |
0.5% |
82% |
False |
False |
700,024 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-205 |
0.5% |
89% |
False |
False |
560,289 |
120 |
132-110 |
126-070 |
6-040 |
4.7% |
0-182 |
0.4% |
89% |
False |
False |
466,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-198 |
2.618 |
132-305 |
1.618 |
132-175 |
1.000 |
132-095 |
0.618 |
132-045 |
HIGH |
131-285 |
0.618 |
131-235 |
0.500 |
131-220 |
0.382 |
131-205 |
LOW |
131-155 |
0.618 |
131-075 |
1.000 |
131-025 |
1.618 |
130-265 |
2.618 |
130-135 |
4.250 |
129-242 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-220 |
131-191 |
PP |
131-218 |
131-167 |
S1 |
131-217 |
131-142 |
|