ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
130-295 |
131-090 |
0-115 |
0.3% |
130-170 |
High |
131-140 |
131-195 |
0-055 |
0.1% |
131-000 |
Low |
130-280 |
131-060 |
0-100 |
0.2% |
130-030 |
Close |
131-110 |
131-125 |
0-015 |
0.0% |
130-300 |
Range |
0-180 |
0-135 |
-0-045 |
-25.0% |
0-290 |
ATR |
0-172 |
0-170 |
-0-003 |
-1.6% |
0-000 |
Volume |
1,194,400 |
1,096,957 |
-97,443 |
-8.2% |
495,494 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-212 |
132-143 |
131-199 |
|
R3 |
132-077 |
132-008 |
131-162 |
|
R2 |
131-262 |
131-262 |
131-150 |
|
R1 |
131-193 |
131-193 |
131-137 |
131-228 |
PP |
131-127 |
131-127 |
131-127 |
131-144 |
S1 |
131-058 |
131-058 |
131-113 |
131-092 |
S2 |
130-312 |
130-312 |
131-100 |
|
S3 |
130-177 |
130-243 |
131-088 |
|
S4 |
130-042 |
130-108 |
131-051 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-127 |
133-023 |
131-140 |
|
R3 |
132-157 |
132-053 |
131-060 |
|
R2 |
131-187 |
131-187 |
131-033 |
|
R1 |
131-083 |
131-083 |
131-007 |
131-135 |
PP |
130-217 |
130-217 |
130-217 |
130-242 |
S1 |
130-113 |
130-113 |
130-273 |
130-165 |
S2 |
129-247 |
129-247 |
130-247 |
|
S3 |
128-277 |
129-143 |
130-220 |
|
S4 |
127-307 |
128-173 |
130-140 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-129 |
2.618 |
132-228 |
1.618 |
132-093 |
1.000 |
132-010 |
0.618 |
131-278 |
HIGH |
131-195 |
0.618 |
131-143 |
0.500 |
131-128 |
0.382 |
131-112 |
LOW |
131-060 |
0.618 |
130-297 |
1.000 |
130-245 |
1.618 |
130-162 |
2.618 |
130-027 |
4.250 |
129-126 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
131-128 |
131-101 |
PP |
131-127 |
131-077 |
S1 |
131-126 |
131-052 |
|