ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
131-290 |
132-030 |
0-060 |
0.1% |
131-240 |
High |
132-020 |
132-050 |
0-030 |
0.1% |
132-050 |
Low |
131-280 |
131-030 |
-0-250 |
-0.6% |
131-030 |
Close |
132-010 |
131-030 |
-0-300 |
-0.7% |
131-030 |
Range |
0-060 |
1-020 |
0-280 |
466.7% |
1-020 |
ATR |
0-148 |
0-162 |
0-014 |
9.3% |
0-000 |
Volume |
4,783 |
7,315 |
2,532 |
52.9% |
25,961 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-203 |
133-297 |
131-217 |
|
R3 |
133-183 |
132-277 |
131-124 |
|
R2 |
132-163 |
132-163 |
131-092 |
|
R1 |
131-257 |
131-257 |
131-061 |
131-200 |
PP |
131-143 |
131-143 |
131-143 |
131-115 |
S1 |
130-237 |
130-237 |
130-319 |
130-180 |
S2 |
130-123 |
130-123 |
130-288 |
|
S3 |
129-103 |
129-217 |
130-256 |
|
S4 |
128-083 |
128-197 |
130-163 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-203 |
133-297 |
131-217 |
|
R3 |
133-183 |
132-277 |
131-124 |
|
R2 |
132-163 |
132-163 |
131-092 |
|
R1 |
131-257 |
131-257 |
131-061 |
131-200 |
PP |
131-143 |
131-143 |
131-143 |
131-115 |
S1 |
130-237 |
130-237 |
130-319 |
130-180 |
S2 |
130-123 |
130-123 |
130-288 |
|
S3 |
129-103 |
129-217 |
130-256 |
|
S4 |
128-083 |
128-197 |
130-163 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-215 |
2.618 |
134-300 |
1.618 |
133-280 |
1.000 |
133-070 |
0.618 |
132-260 |
HIGH |
132-050 |
0.618 |
131-240 |
0.500 |
131-200 |
0.382 |
131-160 |
LOW |
131-030 |
0.618 |
130-140 |
1.000 |
130-010 |
1.618 |
129-120 |
2.618 |
128-100 |
4.250 |
126-185 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-200 |
131-200 |
PP |
131-143 |
131-143 |
S1 |
131-087 |
131-087 |
|