ECBOT 10 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-185 |
131-190 |
0-005 |
0.0% |
130-255 |
High |
131-285 |
131-245 |
-0-040 |
-0.1% |
131-095 |
Low |
131-155 |
131-010 |
-0-145 |
-0.3% |
130-120 |
Close |
131-215 |
131-085 |
-0-130 |
-0.3% |
131-060 |
Range |
0-130 |
0-235 |
0-105 |
80.8% |
0-295 |
ATR |
0-186 |
0-189 |
0-004 |
1.9% |
0-000 |
Volume |
1,576,449 |
461,075 |
-1,115,374 |
-70.8% |
4,210,141 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-178 |
133-047 |
131-214 |
|
R3 |
132-263 |
132-132 |
131-150 |
|
R2 |
132-028 |
132-028 |
131-128 |
|
R1 |
131-217 |
131-217 |
131-107 |
131-165 |
PP |
131-113 |
131-113 |
131-113 |
131-088 |
S1 |
130-302 |
130-302 |
131-063 |
130-250 |
S2 |
130-198 |
130-198 |
131-042 |
|
S3 |
129-283 |
130-067 |
131-020 |
|
S4 |
129-048 |
129-152 |
130-276 |
|
|
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 |
130-235 |
1-050 |
0.9% |
0-163 |
0.4% |
46% |
False |
False |
1,222,135 |
10 |
131-285 |
130-120 |
1-165 |
1.2% |
0-182 |
0.4% |
59% |
False |
False |
1,097,694 |
20 |
132-105 |
130-120 |
1-305 |
1.5% |
0-180 |
0.4% |
46% |
False |
False |
1,045,490 |
40 |
132-110 |
129-260 |
2-170 |
1.9% |
0-192 |
0.5% |
57% |
False |
False |
990,333 |
60 |
132-110 |
128-200 |
3-230 |
2.8% |
0-200 |
0.5% |
71% |
False |
False |
867,615 |
80 |
132-110 |
128-200 |
3-230 |
2.8% |
0-208 |
0.5% |
71% |
False |
False |
705,762 |
100 |
132-110 |
126-070 |
6-040 |
4.7% |
0-206 |
0.5% |
82% |
False |
False |
564,900 |
120 |
132-110 |
126-070 |
6-040 |
4.7% |
0-184 |
0.4% |
82% |
False |
False |
470,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-284 |
2.618 |
133-220 |
1.618 |
132-305 |
1.000 |
132-160 |
0.618 |
132-070 |
HIGH |
131-245 |
0.618 |
131-155 |
0.500 |
131-128 |
0.382 |
131-100 |
LOW |
131-010 |
0.618 |
130-185 |
1.000 |
130-095 |
1.618 |
129-270 |
2.618 |
129-035 |
4.250 |
127-291 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-128 |
131-148 |
PP |
131-113 |
131-127 |
S1 |
131-099 |
131-106 |
|