ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
130-290 |
131-030 |
0-060 |
0.1% |
131-110 |
High |
131-040 |
131-120 |
0-080 |
0.2% |
131-160 |
Low |
130-210 |
130-310 |
0-100 |
0.2% |
130-120 |
Close |
130-280 |
131-100 |
0-140 |
0.3% |
131-050 |
Range |
0-150 |
0-130 |
-0-020 |
-13.3% |
1-040 |
ATR |
0-166 |
0-166 |
0-000 |
-0.3% |
0-000 |
Volume |
6,519 |
6,743 |
224 |
3.4% |
51,474 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-140 |
132-090 |
131-172 |
|
R3 |
132-010 |
131-280 |
131-136 |
|
R2 |
131-200 |
131-200 |
131-124 |
|
R1 |
131-150 |
131-150 |
131-112 |
131-175 |
PP |
131-070 |
131-070 |
131-070 |
131-082 |
S1 |
131-020 |
131-020 |
131-088 |
131-045 |
S2 |
130-260 |
130-260 |
131-076 |
|
S3 |
130-130 |
130-210 |
131-064 |
|
S4 |
130-000 |
130-080 |
131-028 |
|
|
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 |
133-032 |
2.618 |
132-140 |
1.618 |
132-010 |
1.000 |
131-250 |
0.618 |
131-200 |
HIGH |
131-120 |
0.618 |
131-070 |
0.500 |
131-055 |
0.382 |
131-040 |
LOW |
130-310 |
0.618 |
130-230 |
1.000 |
130-180 |
1.618 |
130-100 |
2.618 |
129-290 |
4.250 |
129-078 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-085 |
131-067 |
PP |
131-070 |
131-033 |
S1 |
131-055 |
131-000 |
|