ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
131-100 |
131-240 |
0-140 |
0.3% |
130-010 |
High |
131-210 |
132-020 |
0-130 |
0.3% |
131-210 |
Low |
131-100 |
131-230 |
0-130 |
0.3% |
129-160 |
Close |
131-170 |
131-280 |
0-110 |
0.3% |
131-170 |
Range |
0-110 |
0-110 |
0-000 |
0.0% |
2-050 |
ATR |
0-157 |
0-158 |
0-001 |
0.6% |
0-000 |
Volume |
1,443 |
2,839 |
1,396 |
96.7% |
5,623 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-293 |
132-237 |
132-020 |
|
R3 |
132-183 |
132-127 |
131-310 |
|
R2 |
132-073 |
132-073 |
131-300 |
|
R1 |
132-017 |
132-017 |
131-290 |
132-045 |
PP |
131-283 |
131-283 |
131-283 |
131-298 |
S1 |
131-227 |
131-227 |
131-270 |
131-255 |
S2 |
131-173 |
131-173 |
131-260 |
|
S3 |
131-063 |
131-117 |
131-250 |
|
S4 |
130-273 |
131-007 |
131-220 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-117 |
136-193 |
132-230 |
|
R3 |
135-067 |
134-143 |
132-040 |
|
R2 |
133-017 |
133-017 |
131-296 |
|
R1 |
132-093 |
132-093 |
131-233 |
132-215 |
PP |
130-287 |
130-287 |
130-287 |
131-028 |
S1 |
130-043 |
130-043 |
131-107 |
130-165 |
S2 |
128-237 |
128-237 |
131-044 |
|
S3 |
126-187 |
127-313 |
130-300 |
|
S4 |
124-137 |
125-263 |
130-110 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-168 |
2.618 |
132-308 |
1.618 |
132-198 |
1.000 |
132-130 |
0.618 |
132-088 |
HIGH |
132-020 |
0.618 |
131-298 |
0.500 |
131-285 |
0.382 |
131-272 |
LOW |
131-230 |
0.618 |
131-162 |
1.000 |
131-120 |
1.618 |
131-052 |
2.618 |
130-262 |
4.250 |
130-082 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
131-285 |
131-223 |
PP |
131-283 |
131-167 |
S1 |
131-282 |
131-110 |
|