ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
130-260 |
130-200 |
-0-060 |
-0.1% |
130-170 |
High |
131-000 |
131-140 |
0-140 |
0.3% |
131-140 |
Low |
130-220 |
130-200 |
-0-020 |
0.0% |
130-090 |
Close |
130-220 |
131-100 |
0-200 |
0.5% |
131-100 |
Range |
0-100 |
0-260 |
0-160 |
160.0% |
1-050 |
ATR |
0-105 |
0-116 |
0-011 |
10.5% |
0-000 |
Volume |
313 |
481 |
168 |
53.7% |
1,548 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-180 |
133-080 |
131-243 |
|
R3 |
132-240 |
132-140 |
131-172 |
|
R2 |
131-300 |
131-300 |
131-148 |
|
R1 |
131-200 |
131-200 |
131-124 |
131-250 |
PP |
131-040 |
131-040 |
131-040 |
131-065 |
S1 |
130-260 |
130-260 |
131-076 |
130-310 |
S2 |
130-100 |
130-100 |
131-052 |
|
S3 |
129-160 |
130-000 |
131-028 |
|
S4 |
128-220 |
129-060 |
130-277 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-153 |
134-017 |
131-304 |
|
R3 |
133-103 |
132-287 |
131-202 |
|
R2 |
132-053 |
132-053 |
131-168 |
|
R1 |
131-237 |
131-237 |
131-134 |
131-305 |
PP |
131-003 |
131-003 |
131-003 |
131-038 |
S1 |
130-187 |
130-187 |
131-066 |
130-255 |
S2 |
129-273 |
129-273 |
131-032 |
|
S3 |
128-223 |
129-137 |
130-318 |
|
S4 |
127-173 |
128-087 |
130-216 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-285 |
2.618 |
133-181 |
1.618 |
132-241 |
1.000 |
132-080 |
0.618 |
131-301 |
HIGH |
131-140 |
0.618 |
131-041 |
0.500 |
131-010 |
0.382 |
130-299 |
LOW |
130-200 |
0.618 |
130-039 |
1.000 |
129-260 |
1.618 |
129-099 |
2.618 |
128-159 |
4.250 |
127-055 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
131-070 |
131-070 |
PP |
131-040 |
131-040 |
S1 |
131-010 |
131-010 |
|