ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
130-200 |
130-290 |
0-090 |
0.2% |
131-110 |
High |
131-080 |
131-040 |
-0-040 |
-0.1% |
131-160 |
Low |
130-200 |
130-210 |
0-010 |
0.0% |
130-120 |
Close |
131-050 |
130-280 |
-0-090 |
-0.2% |
131-050 |
Range |
0-200 |
0-150 |
-0-050 |
-25.0% |
1-040 |
ATR |
0-167 |
0-166 |
0-000 |
-0.3% |
0-000 |
Volume |
7,136 |
6,519 |
-617 |
-8.6% |
51,474 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-093 |
132-017 |
131-042 |
|
R3 |
131-263 |
131-187 |
131-001 |
|
R2 |
131-113 |
131-113 |
130-308 |
|
R1 |
131-037 |
131-037 |
130-294 |
131-000 |
PP |
130-283 |
130-283 |
130-283 |
130-265 |
S1 |
130-207 |
130-207 |
130-266 |
130-170 |
S2 |
130-133 |
130-133 |
130-252 |
|
S3 |
129-303 |
130-057 |
130-239 |
|
S4 |
129-153 |
129-227 |
130-198 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-123 |
133-287 |
131-248 |
|
R3 |
133-083 |
132-247 |
131-149 |
|
R2 |
132-043 |
132-043 |
131-116 |
|
R1 |
131-207 |
131-207 |
131-083 |
131-105 |
PP |
131-003 |
131-003 |
131-003 |
130-272 |
S1 |
130-167 |
130-167 |
131-017 |
130-065 |
S2 |
129-283 |
129-283 |
130-304 |
|
S3 |
128-243 |
129-127 |
130-271 |
|
S4 |
127-203 |
128-087 |
130-172 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-038 |
2.618 |
132-113 |
1.618 |
131-283 |
1.000 |
131-190 |
0.618 |
131-133 |
HIGH |
131-040 |
0.618 |
130-303 |
0.500 |
130-285 |
0.382 |
130-267 |
LOW |
130-210 |
0.618 |
130-117 |
1.000 |
130-060 |
1.618 |
129-287 |
2.618 |
129-137 |
4.250 |
128-212 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
130-285 |
130-273 |
PP |
130-283 |
130-267 |
S1 |
130-282 |
130-260 |
|