ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
130-060 |
130-010 |
-0-050 |
-0.1% |
131-120 |
| High |
130-090 |
130-010 |
-0-080 |
-0.2% |
131-120 |
| Low |
129-300 |
129-160 |
-0-140 |
-0.3% |
129-300 |
| Close |
129-310 |
129-210 |
-0-100 |
-0.2% |
129-310 |
| Range |
0-110 |
0-170 |
0-060 |
54.5% |
1-140 |
| ATR |
0-128 |
0-131 |
0-003 |
2.3% |
0-000 |
| Volume |
109 |
165 |
56 |
51.4% |
938 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-103 |
131-007 |
129-304 |
|
| R3 |
130-253 |
130-157 |
129-257 |
|
| R2 |
130-083 |
130-083 |
129-241 |
|
| R1 |
129-307 |
129-307 |
129-226 |
129-270 |
| PP |
129-233 |
129-233 |
129-233 |
129-215 |
| S1 |
129-137 |
129-137 |
129-194 |
129-100 |
| S2 |
129-063 |
129-063 |
129-179 |
|
| S3 |
128-213 |
128-287 |
129-163 |
|
| S4 |
128-043 |
128-117 |
129-116 |
|
|
| 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 |
132-092 |
|
2.618 |
131-135 |
|
1.618 |
130-285 |
|
1.000 |
130-180 |
|
0.618 |
130-115 |
|
HIGH |
130-010 |
|
0.618 |
129-265 |
|
0.500 |
129-245 |
|
0.382 |
129-225 |
|
LOW |
129-160 |
|
0.618 |
129-055 |
|
1.000 |
128-310 |
|
1.618 |
128-205 |
|
2.618 |
128-035 |
|
4.250 |
127-078 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-245 |
130-110 |
| PP |
129-233 |
130-037 |
| S1 |
129-222 |
129-283 |
|