ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
129-180 |
129-250 |
0-070 |
0.2% |
131-120 |
High |
129-310 |
131-020 |
1-030 |
0.8% |
131-120 |
Low |
129-180 |
129-250 |
0-070 |
0.2% |
129-300 |
Close |
129-240 |
130-150 |
0-230 |
0.6% |
129-310 |
Range |
0-130 |
1-090 |
0-280 |
215.4% |
1-140 |
ATR |
0-131 |
0-152 |
0-021 |
15.8% |
0-000 |
Volume |
697 |
1,534 |
837 |
120.1% |
938 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-090 |
133-210 |
131-056 |
|
R3 |
133-000 |
132-120 |
130-263 |
|
R2 |
131-230 |
131-230 |
130-225 |
|
R1 |
131-030 |
131-030 |
130-188 |
131-130 |
PP |
130-140 |
130-140 |
130-140 |
130-190 |
S1 |
129-260 |
129-260 |
130-112 |
130-040 |
S2 |
129-050 |
129-050 |
130-075 |
|
S3 |
127-280 |
128-170 |
130-037 |
|
S4 |
126-190 |
127-080 |
129-244 |
|
|
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 |
136-162 |
2.618 |
134-133 |
1.618 |
133-043 |
1.000 |
132-110 |
0.618 |
131-273 |
HIGH |
131-020 |
0.618 |
130-183 |
0.500 |
130-135 |
0.382 |
130-087 |
LOW |
129-250 |
0.618 |
128-317 |
1.000 |
128-160 |
1.618 |
127-227 |
2.618 |
126-137 |
4.250 |
124-108 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
130-145 |
130-130 |
PP |
130-140 |
130-110 |
S1 |
130-135 |
130-090 |
|