ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
131-050 |
130-060 |
-0-310 |
-0.7% |
131-120 |
High |
131-060 |
130-090 |
-0-290 |
-0.7% |
131-120 |
Low |
130-110 |
129-300 |
-0-130 |
-0.3% |
129-300 |
Close |
130-140 |
129-310 |
-0-150 |
-0.4% |
129-310 |
Range |
0-270 |
0-110 |
-0-160 |
-59.3% |
1-140 |
ATR |
0-126 |
0-128 |
0-002 |
2.0% |
0-000 |
Volume |
240 |
109 |
-131 |
-54.6% |
938 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-030 |
130-280 |
130-050 |
|
R3 |
130-240 |
130-170 |
130-020 |
|
R2 |
130-130 |
130-130 |
130-010 |
|
R1 |
130-060 |
130-060 |
130-000 |
130-040 |
PP |
130-020 |
130-020 |
130-020 |
130-010 |
S1 |
129-270 |
129-270 |
129-300 |
129-250 |
S2 |
129-230 |
129-230 |
129-290 |
|
S3 |
129-120 |
129-160 |
129-280 |
|
S4 |
129-010 |
129-050 |
129-250 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-237 |
133-253 |
130-243 |
|
R3 |
133-097 |
132-113 |
130-116 |
|
R2 |
131-277 |
131-277 |
130-074 |
|
R1 |
130-293 |
130-293 |
130-032 |
130-215 |
PP |
130-137 |
130-137 |
130-137 |
130-098 |
S1 |
129-153 |
129-153 |
129-268 |
129-075 |
S2 |
128-317 |
128-317 |
129-226 |
|
S3 |
127-177 |
128-013 |
129-184 |
|
S4 |
126-037 |
126-193 |
129-057 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-238 |
2.618 |
131-058 |
1.618 |
130-268 |
1.000 |
130-200 |
0.618 |
130-158 |
HIGH |
130-090 |
0.618 |
130-048 |
0.500 |
130-035 |
0.382 |
130-022 |
LOW |
129-300 |
0.618 |
129-232 |
1.000 |
129-190 |
1.618 |
129-122 |
2.618 |
129-012 |
4.250 |
128-152 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
130-035 |
130-180 |
PP |
130-020 |
130-117 |
S1 |
130-005 |
130-053 |
|