ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
127-210 |
127-000 |
-0-210 |
-0.5% |
129-260 |
| High |
127-210 |
127-000 |
-0-210 |
-0.5% |
129-260 |
| Low |
127-210 |
127-000 |
-0-210 |
-0.5% |
127-210 |
| Close |
127-210 |
127-000 |
-0-210 |
-0.5% |
127-210 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-000 |
127-000 |
127-000 |
|
| R3 |
127-000 |
127-000 |
127-000 |
|
| R2 |
127-000 |
127-000 |
127-000 |
|
| R1 |
127-000 |
127-000 |
127-000 |
127-000 |
| PP |
127-000 |
127-000 |
127-000 |
127-000 |
| S1 |
127-000 |
127-000 |
127-000 |
127-000 |
| S2 |
127-000 |
127-000 |
127-000 |
|
| S3 |
127-000 |
127-000 |
127-000 |
|
| S4 |
127-000 |
127-000 |
127-000 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-270 |
133-130 |
128-270 |
|
| R3 |
132-220 |
131-080 |
128-080 |
|
| R2 |
130-170 |
130-170 |
128-016 |
|
| R1 |
129-030 |
129-030 |
127-273 |
128-235 |
| PP |
128-120 |
128-120 |
128-120 |
128-062 |
| S1 |
126-300 |
126-300 |
127-147 |
126-185 |
| S2 |
126-070 |
126-070 |
127-084 |
|
| S3 |
124-020 |
124-250 |
127-020 |
|
| S4 |
121-290 |
122-200 |
126-150 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-000 |
|
2.618 |
127-000 |
|
1.618 |
127-000 |
|
1.000 |
127-000 |
|
0.618 |
127-000 |
|
HIGH |
127-000 |
|
0.618 |
127-000 |
|
0.500 |
127-000 |
|
0.382 |
127-000 |
|
LOW |
127-000 |
|
0.618 |
127-000 |
|
1.000 |
127-000 |
|
1.618 |
127-000 |
|
2.618 |
127-000 |
|
4.250 |
127-000 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
127-000 |
127-145 |
| PP |
127-000 |
127-097 |
| S1 |
127-000 |
127-048 |
|