ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
130-260 |
130-170 |
-0-090 |
-0.2% |
130-290 |
High |
130-260 |
130-180 |
-0-080 |
-0.2% |
131-180 |
Low |
130-110 |
130-030 |
-0-080 |
-0.2% |
130-110 |
Close |
130-220 |
130-110 |
-0-110 |
-0.3% |
130-220 |
Range |
0-150 |
0-150 |
0-000 |
0.0% |
1-070 |
ATR |
0-175 |
0-176 |
0-001 |
0.6% |
0-000 |
Volume |
15,024 |
12,778 |
-2,246 |
-14.9% |
62,881 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-237 |
131-163 |
130-192 |
|
R3 |
131-087 |
131-013 |
130-151 |
|
R2 |
130-257 |
130-257 |
130-138 |
|
R1 |
130-183 |
130-183 |
130-124 |
130-145 |
PP |
130-107 |
130-107 |
130-107 |
130-088 |
S1 |
130-033 |
130-033 |
130-096 |
129-315 |
S2 |
129-277 |
129-277 |
130-082 |
|
S3 |
129-127 |
129-203 |
130-069 |
|
S4 |
128-297 |
129-053 |
130-028 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-167 |
133-263 |
131-114 |
|
R3 |
133-097 |
132-193 |
131-007 |
|
R2 |
132-027 |
132-027 |
130-292 |
|
R1 |
131-123 |
131-123 |
130-256 |
131-040 |
PP |
130-277 |
130-277 |
130-277 |
130-235 |
S1 |
130-053 |
130-053 |
130-184 |
129-290 |
S2 |
129-207 |
129-207 |
130-148 |
|
S3 |
128-137 |
128-303 |
130-113 |
|
S4 |
127-067 |
127-233 |
130-006 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-178 |
2.618 |
131-253 |
1.618 |
131-103 |
1.000 |
131-010 |
0.618 |
130-273 |
HIGH |
130-180 |
0.618 |
130-123 |
0.500 |
130-105 |
0.382 |
130-087 |
LOW |
130-030 |
0.618 |
129-257 |
1.000 |
129-200 |
1.618 |
129-107 |
2.618 |
128-277 |
4.250 |
128-032 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
130-108 |
130-260 |
PP |
130-107 |
130-210 |
S1 |
130-105 |
130-160 |
|