ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 19-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
131-010 |
131-050 |
0-040 |
0.1% |
130-170 |
High |
131-020 |
131-060 |
0-040 |
0.1% |
131-140 |
Low |
131-010 |
130-110 |
-0-220 |
-0.5% |
130-090 |
Close |
131-010 |
130-140 |
-0-190 |
-0.5% |
131-100 |
Range |
0-010 |
0-270 |
0-260 |
2,600.0% |
1-050 |
ATR |
0-115 |
0-126 |
0-011 |
9.7% |
0-000 |
Volume |
177 |
240 |
63 |
35.6% |
1,548 |
|
Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-060 |
132-210 |
130-288 |
|
R3 |
132-110 |
131-260 |
130-214 |
|
R2 |
131-160 |
131-160 |
130-190 |
|
R1 |
130-310 |
130-310 |
130-165 |
130-260 |
PP |
130-210 |
130-210 |
130-210 |
130-185 |
S1 |
130-040 |
130-040 |
130-115 |
129-310 |
S2 |
129-260 |
129-260 |
130-090 |
|
S3 |
128-310 |
129-090 |
130-066 |
|
S4 |
128-040 |
128-140 |
129-312 |
|
|
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 |
134-248 |
2.618 |
133-127 |
1.618 |
132-177 |
1.000 |
132-010 |
0.618 |
131-227 |
HIGH |
131-060 |
0.618 |
130-277 |
0.500 |
130-245 |
0.382 |
130-213 |
LOW |
130-110 |
0.618 |
129-263 |
1.000 |
129-160 |
1.618 |
128-313 |
2.618 |
128-043 |
4.250 |
126-242 |
|
|
Fisher Pivots for day following 19-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
130-245 |
130-275 |
PP |
130-210 |
130-230 |
S1 |
130-175 |
130-185 |
|