ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
130-010 |
129-180 |
-0-150 |
-0.4% |
131-120 |
High |
130-010 |
129-310 |
-0-020 |
0.0% |
131-120 |
Low |
129-160 |
129-180 |
0-020 |
0.0% |
129-300 |
Close |
129-210 |
129-240 |
0-030 |
0.1% |
129-310 |
Range |
0-170 |
0-130 |
-0-040 |
-23.5% |
1-140 |
ATR |
0-131 |
0-131 |
0-000 |
-0.1% |
0-000 |
Volume |
165 |
697 |
532 |
322.4% |
938 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-313 |
130-247 |
129-312 |
|
R3 |
130-183 |
130-117 |
129-276 |
|
R2 |
130-053 |
130-053 |
129-264 |
|
R1 |
129-307 |
129-307 |
129-252 |
130-020 |
PP |
129-243 |
129-243 |
129-243 |
129-260 |
S1 |
129-177 |
129-177 |
129-228 |
129-210 |
S2 |
129-113 |
129-113 |
129-216 |
|
S3 |
128-303 |
129-047 |
129-204 |
|
S4 |
128-173 |
128-237 |
129-168 |
|
|
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 |
131-222 |
2.618 |
131-010 |
1.618 |
130-200 |
1.000 |
130-120 |
0.618 |
130-070 |
HIGH |
129-310 |
0.618 |
129-260 |
0.500 |
129-245 |
0.382 |
129-230 |
LOW |
129-180 |
0.618 |
129-100 |
1.000 |
129-050 |
1.618 |
128-290 |
2.618 |
128-160 |
4.250 |
127-268 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
129-245 |
129-285 |
PP |
129-243 |
129-270 |
S1 |
129-242 |
129-255 |
|