ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
130-170 |
130-090 |
-0-080 |
-0.2% |
130-090 |
| High |
130-170 |
130-170 |
0-000 |
0.0% |
130-140 |
| Low |
130-170 |
130-090 |
-0-080 |
-0.2% |
130-000 |
| Close |
130-170 |
130-130 |
-0-040 |
-0.1% |
130-140 |
| Range |
0-000 |
0-080 |
0-080 |
|
0-140 |
| ATR |
|
|
|
|
|
| Volume |
6 |
6 |
0 |
0.0% |
116 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-050 |
131-010 |
130-174 |
|
| R3 |
130-290 |
130-250 |
130-152 |
|
| R2 |
130-210 |
130-210 |
130-145 |
|
| R1 |
130-170 |
130-170 |
130-137 |
130-190 |
| PP |
130-130 |
130-130 |
130-130 |
130-140 |
| S1 |
130-090 |
130-090 |
130-123 |
130-110 |
| S2 |
130-050 |
130-050 |
130-115 |
|
| S3 |
129-290 |
130-010 |
130-108 |
|
| S4 |
129-210 |
129-250 |
130-086 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-193 |
131-147 |
130-217 |
|
| R3 |
131-053 |
131-007 |
130-178 |
|
| R2 |
130-233 |
130-233 |
130-166 |
|
| R1 |
130-187 |
130-187 |
130-153 |
130-210 |
| PP |
130-093 |
130-093 |
130-093 |
130-105 |
| S1 |
130-047 |
130-047 |
130-127 |
130-070 |
| S2 |
129-273 |
129-273 |
130-114 |
|
| S3 |
129-133 |
129-227 |
130-102 |
|
| S4 |
128-313 |
129-087 |
130-063 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-190 |
|
2.618 |
131-059 |
|
1.618 |
130-299 |
|
1.000 |
130-250 |
|
0.618 |
130-219 |
|
HIGH |
130-170 |
|
0.618 |
130-139 |
|
0.500 |
130-130 |
|
0.382 |
130-121 |
|
LOW |
130-090 |
|
0.618 |
130-041 |
|
1.000 |
130-010 |
|
1.618 |
129-281 |
|
2.618 |
129-201 |
|
4.250 |
129-070 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-130 |
130-122 |
| PP |
130-130 |
130-113 |
| S1 |
130-130 |
130-105 |
|