ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
131-135 |
131-055 |
-0-080 |
-0.2% |
130-295 |
High |
131-135 |
131-085 |
-0-050 |
-0.1% |
131-195 |
Low |
131-045 |
130-265 |
-0-100 |
-0.2% |
130-100 |
Close |
131-070 |
130-290 |
-0-100 |
-0.2% |
131-030 |
Range |
0-090 |
0-140 |
0-050 |
55.6% |
1-095 |
ATR |
0-176 |
0-173 |
-0-003 |
-1.4% |
0-000 |
Volume |
772,941 |
778,771 |
5,830 |
0.8% |
5,810,628 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-100 |
132-015 |
131-047 |
|
R3 |
131-280 |
131-195 |
131-008 |
|
R2 |
131-140 |
131-140 |
130-316 |
|
R1 |
131-055 |
131-055 |
130-303 |
131-028 |
PP |
131-000 |
131-000 |
131-000 |
130-306 |
S1 |
130-235 |
130-235 |
130-277 |
130-208 |
S2 |
130-180 |
130-180 |
130-264 |
|
S3 |
130-040 |
130-095 |
130-252 |
|
S4 |
129-220 |
129-275 |
130-213 |
|
|
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 |
133-040 |
2.618 |
132-132 |
1.618 |
131-312 |
1.000 |
131-225 |
0.618 |
131-172 |
HIGH |
131-085 |
0.618 |
131-032 |
0.500 |
131-015 |
0.382 |
130-318 |
LOW |
130-265 |
0.618 |
130-178 |
1.000 |
130-125 |
1.618 |
130-038 |
2.618 |
129-218 |
4.250 |
128-310 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
131-015 |
131-050 |
PP |
131-000 |
131-023 |
S1 |
130-305 |
130-317 |
|