ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
130-200 |
130-260 |
0-060 |
0.1% |
130-090 |
High |
130-300 |
131-000 |
0-020 |
0.0% |
130-140 |
Low |
130-200 |
130-220 |
0-020 |
0.0% |
130-000 |
Close |
130-300 |
130-220 |
-0-080 |
-0.2% |
130-140 |
Range |
0-100 |
0-100 |
0-000 |
0.0% |
0-140 |
ATR |
0-000 |
0-105 |
0-105 |
|
0-000 |
Volume |
742 |
313 |
-429 |
-57.8% |
116 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-233 |
131-167 |
130-275 |
|
R3 |
131-133 |
131-067 |
130-248 |
|
R2 |
131-033 |
131-033 |
130-238 |
|
R1 |
130-287 |
130-287 |
130-229 |
130-270 |
PP |
130-253 |
130-253 |
130-253 |
130-245 |
S1 |
130-187 |
130-187 |
130-211 |
130-170 |
S2 |
130-153 |
130-153 |
130-202 |
|
S3 |
130-053 |
130-087 |
130-192 |
|
S4 |
129-273 |
129-307 |
130-165 |
|
|
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 |
132-105 |
2.618 |
131-262 |
1.618 |
131-162 |
1.000 |
131-100 |
0.618 |
131-062 |
HIGH |
131-000 |
0.618 |
130-282 |
0.500 |
130-270 |
0.382 |
130-258 |
LOW |
130-220 |
0.618 |
130-158 |
1.000 |
130-120 |
1.618 |
130-058 |
2.618 |
129-278 |
4.250 |
129-115 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
130-270 |
130-215 |
PP |
130-253 |
130-210 |
S1 |
130-237 |
130-205 |
|