ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
132-030 |
131-290 |
-0-060 |
-0.1% |
130-010 |
High |
132-030 |
132-020 |
-0-010 |
0.0% |
131-210 |
Low |
131-260 |
131-280 |
0-020 |
0.0% |
129-160 |
Close |
131-260 |
132-010 |
0-070 |
0.2% |
131-170 |
Range |
0-090 |
0-060 |
-0-030 |
-33.3% |
2-050 |
ATR |
0-153 |
0-148 |
-0-005 |
-3.4% |
0-000 |
Volume |
4,252 |
4,783 |
531 |
12.5% |
5,623 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-177 |
132-153 |
132-043 |
|
R3 |
132-117 |
132-093 |
132-026 |
|
R2 |
132-057 |
132-057 |
132-021 |
|
R1 |
132-033 |
132-033 |
132-016 |
132-045 |
PP |
131-317 |
131-317 |
131-317 |
132-002 |
S1 |
131-293 |
131-293 |
132-004 |
131-305 |
S2 |
131-257 |
131-257 |
131-319 |
|
S3 |
131-197 |
131-233 |
131-314 |
|
S4 |
131-137 |
131-173 |
131-297 |
|
|
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 |
132-275 |
2.618 |
132-177 |
1.618 |
132-117 |
1.000 |
132-080 |
0.618 |
132-057 |
HIGH |
132-020 |
0.618 |
131-317 |
0.500 |
131-310 |
0.382 |
131-303 |
LOW |
131-280 |
0.618 |
131-243 |
1.000 |
131-220 |
1.618 |
131-183 |
2.618 |
131-123 |
4.250 |
131-025 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
132-003 |
131-317 |
PP |
131-317 |
131-303 |
S1 |
131-310 |
131-290 |
|