ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
130-290 |
130-270 |
-0-020 |
0.0% |
131-240 |
High |
131-000 |
130-300 |
-0-020 |
0.0% |
132-050 |
Low |
130-200 |
130-120 |
-0-080 |
-0.2% |
131-030 |
Close |
130-270 |
130-160 |
-0-110 |
-0.3% |
131-030 |
Range |
0-120 |
0-180 |
0-060 |
50.0% |
1-020 |
ATR |
0-160 |
0-161 |
0-001 |
0.9% |
0-000 |
Volume |
10,862 |
15,888 |
5,026 |
46.3% |
25,961 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-093 |
131-307 |
130-259 |
|
R3 |
131-233 |
131-127 |
130-210 |
|
R2 |
131-053 |
131-053 |
130-193 |
|
R1 |
130-267 |
130-267 |
130-176 |
130-230 |
PP |
130-193 |
130-193 |
130-193 |
130-175 |
S1 |
130-087 |
130-087 |
130-144 |
130-050 |
S2 |
130-013 |
130-013 |
130-127 |
|
S3 |
129-153 |
129-227 |
130-110 |
|
S4 |
128-293 |
129-047 |
130-061 |
|
|
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 |
133-105 |
2.618 |
132-131 |
1.618 |
131-271 |
1.000 |
131-160 |
0.618 |
131-091 |
HIGH |
130-300 |
0.618 |
130-231 |
0.500 |
130-210 |
0.382 |
130-189 |
LOW |
130-120 |
0.618 |
130-009 |
1.000 |
129-260 |
1.618 |
129-149 |
2.618 |
128-289 |
4.250 |
127-315 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
130-210 |
130-290 |
PP |
130-193 |
130-247 |
S1 |
130-177 |
130-203 |
|