ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
130-170 |
130-080 |
-0-090 |
-0.2% |
130-290 |
High |
130-180 |
130-260 |
0-080 |
0.2% |
131-180 |
Low |
130-030 |
130-040 |
0-010 |
0.0% |
130-110 |
Close |
130-110 |
130-250 |
0-140 |
0.3% |
130-220 |
Range |
0-150 |
0-220 |
0-070 |
46.7% |
1-070 |
ATR |
0-176 |
0-179 |
0-003 |
1.8% |
0-000 |
Volume |
12,778 |
50,154 |
37,376 |
292.5% |
62,881 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-203 |
132-127 |
131-051 |
|
R3 |
131-303 |
131-227 |
130-310 |
|
R2 |
131-083 |
131-083 |
130-290 |
|
R1 |
131-007 |
131-007 |
130-270 |
131-045 |
PP |
130-183 |
130-183 |
130-183 |
130-202 |
S1 |
130-107 |
130-107 |
130-230 |
130-145 |
S2 |
129-283 |
129-283 |
130-210 |
|
S3 |
129-063 |
129-207 |
130-190 |
|
S4 |
128-163 |
128-307 |
130-129 |
|
|
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 |
133-235 |
2.618 |
132-196 |
1.618 |
131-296 |
1.000 |
131-160 |
0.618 |
131-076 |
HIGH |
130-260 |
0.618 |
130-176 |
0.500 |
130-150 |
0.382 |
130-124 |
LOW |
130-040 |
0.618 |
129-224 |
1.000 |
129-140 |
1.618 |
129-004 |
2.618 |
128-104 |
4.250 |
127-065 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
130-217 |
130-215 |
PP |
130-183 |
130-180 |
S1 |
130-150 |
130-145 |
|