ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
131-005 |
130-195 |
-0-130 |
-0.3% |
130-295 |
High |
131-005 |
131-065 |
0-060 |
0.1% |
131-195 |
Low |
130-100 |
130-165 |
0-065 |
0.2% |
130-100 |
Close |
130-170 |
131-030 |
0-180 |
0.4% |
131-030 |
Range |
0-225 |
0-220 |
-0-005 |
-2.2% |
1-095 |
ATR |
0-178 |
0-181 |
0-003 |
1.7% |
0-000 |
Volume |
1,225,534 |
836,892 |
-388,642 |
-31.7% |
5,810,628 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-000 |
132-235 |
131-151 |
|
R3 |
132-100 |
132-015 |
131-090 |
|
R2 |
131-200 |
131-200 |
131-070 |
|
R1 |
131-115 |
131-115 |
131-050 |
131-158 |
PP |
130-300 |
130-300 |
130-300 |
131-001 |
S1 |
130-215 |
130-215 |
131-010 |
130-258 |
S2 |
130-080 |
130-080 |
130-310 |
|
S3 |
129-180 |
129-315 |
130-290 |
|
S4 |
128-280 |
129-095 |
130-229 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-287 |
134-093 |
131-258 |
|
R3 |
133-192 |
132-318 |
131-144 |
|
R2 |
132-097 |
132-097 |
131-106 |
|
R1 |
131-223 |
131-223 |
131-068 |
132-000 |
PP |
131-002 |
131-002 |
131-002 |
131-050 |
S1 |
130-128 |
130-128 |
130-312 |
130-225 |
S2 |
129-227 |
129-227 |
130-274 |
|
S3 |
128-132 |
129-033 |
130-236 |
|
S4 |
127-037 |
127-258 |
130-122 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-040 |
2.618 |
133-001 |
1.618 |
132-101 |
1.000 |
131-285 |
0.618 |
131-201 |
HIGH |
131-065 |
0.618 |
130-301 |
0.500 |
130-275 |
0.382 |
130-249 |
LOW |
130-165 |
0.618 |
130-029 |
1.000 |
129-265 |
1.618 |
129-129 |
2.618 |
128-229 |
4.250 |
127-190 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
131-005 |
131-008 |
PP |
130-300 |
130-307 |
S1 |
130-275 |
130-285 |
|