ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 01-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-260 |
132-030 |
0-090 |
0.2% |
130-010 |
High |
132-050 |
132-030 |
-0-020 |
0.0% |
131-210 |
Low |
131-210 |
131-260 |
0-050 |
0.1% |
129-160 |
Close |
132-030 |
131-260 |
-0-090 |
-0.2% |
131-170 |
Range |
0-160 |
0-090 |
-0-070 |
-43.8% |
2-050 |
ATR |
0-158 |
0-153 |
-0-005 |
-3.1% |
0-000 |
Volume |
6,772 |
4,252 |
-2,520 |
-37.2% |
5,623 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-240 |
132-180 |
131-310 |
|
R3 |
132-150 |
132-090 |
131-285 |
|
R2 |
132-060 |
132-060 |
131-276 |
|
R1 |
132-000 |
132-000 |
131-268 |
131-305 |
PP |
131-290 |
131-290 |
131-290 |
131-282 |
S1 |
131-230 |
131-230 |
131-252 |
131-215 |
S2 |
131-200 |
131-200 |
131-244 |
|
S3 |
131-110 |
131-140 |
131-235 |
|
S4 |
131-020 |
131-050 |
131-210 |
|
|
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 |
133-092 |
2.618 |
132-266 |
1.618 |
132-176 |
1.000 |
132-120 |
0.618 |
132-086 |
HIGH |
132-030 |
0.618 |
131-316 |
0.500 |
131-305 |
0.382 |
131-294 |
LOW |
131-260 |
0.618 |
131-204 |
1.000 |
131-170 |
1.618 |
131-114 |
2.618 |
131-024 |
4.250 |
130-198 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-305 |
131-290 |
PP |
131-290 |
131-280 |
S1 |
131-275 |
131-270 |
|