ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
132-030 |
131-110 |
-0-240 |
-0.6% |
131-240 |
High |
132-050 |
131-160 |
-0-210 |
-0.5% |
132-050 |
Low |
131-030 |
131-050 |
0-020 |
0.0% |
131-030 |
Close |
131-030 |
131-150 |
0-120 |
0.3% |
131-030 |
Range |
1-020 |
0-110 |
-0-230 |
-67.6% |
1-020 |
ATR |
0-162 |
0-159 |
-0-002 |
-1.4% |
0-000 |
Volume |
7,315 |
9,512 |
2,197 |
30.0% |
25,961 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-130 |
132-090 |
131-210 |
|
R3 |
132-020 |
131-300 |
131-180 |
|
R2 |
131-230 |
131-230 |
131-170 |
|
R1 |
131-190 |
131-190 |
131-160 |
131-210 |
PP |
131-120 |
131-120 |
131-120 |
131-130 |
S1 |
131-080 |
131-080 |
131-140 |
131-100 |
S2 |
131-010 |
131-010 |
131-130 |
|
S3 |
130-220 |
130-290 |
131-120 |
|
S4 |
130-110 |
130-180 |
131-090 |
|
|
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 |
132-308 |
2.618 |
132-128 |
1.618 |
132-018 |
1.000 |
131-270 |
0.618 |
131-228 |
HIGH |
131-160 |
0.618 |
131-118 |
0.500 |
131-105 |
0.382 |
131-092 |
LOW |
131-050 |
0.618 |
130-302 |
1.000 |
130-260 |
1.618 |
130-192 |
2.618 |
130-082 |
4.250 |
129-222 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-135 |
131-200 |
PP |
131-120 |
131-183 |
S1 |
131-105 |
131-167 |
|