ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
130-200 |
131-120 |
0-240 |
0.6% |
130-170 |
High |
131-140 |
131-120 |
-0-020 |
0.0% |
131-140 |
Low |
130-200 |
131-010 |
0-130 |
0.3% |
130-090 |
Close |
131-100 |
131-110 |
0-010 |
0.0% |
131-100 |
Range |
0-260 |
0-110 |
-0-150 |
-57.7% |
1-050 |
ATR |
0-116 |
0-116 |
0-000 |
-0.4% |
0-000 |
Volume |
481 |
412 |
-69 |
-14.3% |
1,548 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-090 |
132-050 |
131-170 |
|
R3 |
131-300 |
131-260 |
131-140 |
|
R2 |
131-190 |
131-190 |
131-130 |
|
R1 |
131-150 |
131-150 |
131-120 |
131-115 |
PP |
131-080 |
131-080 |
131-080 |
131-062 |
S1 |
131-040 |
131-040 |
131-100 |
131-005 |
S2 |
130-290 |
130-290 |
131-090 |
|
S3 |
130-180 |
130-250 |
131-080 |
|
S4 |
130-070 |
130-140 |
131-050 |
|
|
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 |
132-268 |
2.618 |
132-088 |
1.618 |
131-298 |
1.000 |
131-230 |
0.618 |
131-188 |
HIGH |
131-120 |
0.618 |
131-078 |
0.500 |
131-065 |
0.382 |
131-052 |
LOW |
131-010 |
0.618 |
130-262 |
1.000 |
130-220 |
1.618 |
130-152 |
2.618 |
130-042 |
4.250 |
129-182 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
131-095 |
131-077 |
PP |
131-080 |
131-043 |
S1 |
131-065 |
131-010 |
|