ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
130-270 |
131-135 |
0-185 |
0.4% |
130-295 |
High |
131-165 |
131-135 |
-0-030 |
-0.1% |
131-195 |
Low |
130-255 |
131-045 |
0-110 |
0.3% |
130-100 |
Close |
131-135 |
131-070 |
-0-065 |
-0.2% |
131-030 |
Range |
0-230 |
0-090 |
-0-140 |
-60.9% |
1-095 |
ATR |
0-182 |
0-176 |
-0-007 |
-3.6% |
0-000 |
Volume |
891,675 |
772,941 |
-118,734 |
-13.3% |
5,810,628 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-033 |
131-302 |
131-120 |
|
R3 |
131-263 |
131-212 |
131-095 |
|
R2 |
131-173 |
131-173 |
131-086 |
|
R1 |
131-122 |
131-122 |
131-078 |
131-102 |
PP |
131-083 |
131-083 |
131-083 |
131-074 |
S1 |
131-032 |
131-032 |
131-062 |
131-012 |
S2 |
130-313 |
130-313 |
131-054 |
|
S3 |
130-223 |
130-262 |
131-045 |
|
S4 |
130-133 |
130-172 |
131-020 |
|
|
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 |
132-198 |
2.618 |
132-051 |
1.618 |
131-281 |
1.000 |
131-225 |
0.618 |
131-191 |
HIGH |
131-135 |
0.618 |
131-101 |
0.500 |
131-090 |
0.382 |
131-079 |
LOW |
131-045 |
0.618 |
130-309 |
1.000 |
130-275 |
1.618 |
130-219 |
2.618 |
130-129 |
4.250 |
129-302 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
131-090 |
131-063 |
PP |
131-083 |
131-057 |
S1 |
131-077 |
131-050 |
|