ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
130-090 |
130-200 |
0-110 |
0.3% |
130-090 |
| High |
130-170 |
130-300 |
0-130 |
0.3% |
130-140 |
| Low |
130-090 |
130-200 |
0-110 |
0.3% |
130-000 |
| Close |
130-130 |
130-300 |
0-170 |
0.4% |
130-140 |
| Range |
0-080 |
0-100 |
0-020 |
25.0% |
0-140 |
| ATR |
|
|
|
|
|
| Volume |
6 |
742 |
736 |
12,266.7% |
116 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-247 |
131-213 |
131-035 |
|
| R3 |
131-147 |
131-113 |
131-008 |
|
| R2 |
131-047 |
131-047 |
130-318 |
|
| R1 |
131-013 |
131-013 |
130-309 |
131-030 |
| PP |
130-267 |
130-267 |
130-267 |
130-275 |
| S1 |
130-233 |
130-233 |
130-291 |
130-250 |
| S2 |
130-167 |
130-167 |
130-282 |
|
| S3 |
130-067 |
130-133 |
130-272 |
|
| S4 |
129-287 |
130-033 |
130-245 |
|
|
| 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 |
132-085 |
|
2.618 |
131-242 |
|
1.618 |
131-142 |
|
1.000 |
131-080 |
|
0.618 |
131-042 |
|
HIGH |
130-300 |
|
0.618 |
130-262 |
|
0.500 |
130-250 |
|
0.382 |
130-238 |
|
LOW |
130-200 |
|
0.618 |
130-138 |
|
1.000 |
130-100 |
|
1.618 |
130-038 |
|
2.618 |
129-258 |
|
4.250 |
129-095 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-283 |
130-265 |
| PP |
130-267 |
130-230 |
| S1 |
130-250 |
130-195 |
|