ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
129-250 |
130-200 |
0-270 |
0.7% |
131-120 |
High |
131-020 |
131-060 |
0-040 |
0.1% |
131-120 |
Low |
129-250 |
130-200 |
0-270 |
0.7% |
129-300 |
Close |
130-150 |
131-060 |
0-230 |
0.6% |
129-310 |
Range |
1-090 |
0-180 |
-0-230 |
-56.1% |
1-140 |
ATR |
0-152 |
0-157 |
0-006 |
3.7% |
0-000 |
Volume |
1,534 |
1,784 |
250 |
16.3% |
938 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-220 |
132-160 |
131-159 |
|
R3 |
132-040 |
131-300 |
131-110 |
|
R2 |
131-180 |
131-180 |
131-093 |
|
R1 |
131-120 |
131-120 |
131-076 |
131-150 |
PP |
131-000 |
131-000 |
131-000 |
131-015 |
S1 |
130-260 |
130-260 |
131-044 |
130-290 |
S2 |
130-140 |
130-140 |
131-027 |
|
S3 |
129-280 |
130-080 |
131-010 |
|
S4 |
129-100 |
129-220 |
130-281 |
|
|
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 |
133-185 |
2.618 |
132-211 |
1.618 |
132-031 |
1.000 |
131-240 |
0.618 |
131-171 |
HIGH |
131-060 |
0.618 |
130-311 |
0.500 |
130-290 |
0.382 |
130-269 |
LOW |
130-200 |
0.618 |
130-089 |
1.000 |
130-020 |
1.618 |
129-229 |
2.618 |
129-049 |
4.250 |
128-075 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
131-030 |
130-293 |
PP |
131-000 |
130-207 |
S1 |
130-290 |
130-120 |
|