ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
126-270 |
127-120 |
0-170 |
0.4% |
129-260 |
High |
126-270 |
127-120 |
0-170 |
0.4% |
129-260 |
Low |
126-270 |
127-120 |
0-170 |
0.4% |
127-210 |
Close |
126-270 |
127-120 |
0-170 |
0.4% |
127-210 |
Range |
|
|
|
|
|
ATR |
0-119 |
0-122 |
0-004 |
3.1% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-120 |
127-120 |
127-120 |
|
R3 |
127-120 |
127-120 |
127-120 |
|
R2 |
127-120 |
127-120 |
127-120 |
|
R1 |
127-120 |
127-120 |
127-120 |
127-120 |
PP |
127-120 |
127-120 |
127-120 |
127-120 |
S1 |
127-120 |
127-120 |
127-120 |
127-120 |
S2 |
127-120 |
127-120 |
127-120 |
|
S3 |
127-120 |
127-120 |
127-120 |
|
S4 |
127-120 |
127-120 |
127-120 |
|
|
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 |
127-120 |
2.618 |
127-120 |
1.618 |
127-120 |
1.000 |
127-120 |
0.618 |
127-120 |
HIGH |
127-120 |
0.618 |
127-120 |
0.500 |
127-120 |
0.382 |
127-120 |
LOW |
127-120 |
0.618 |
127-120 |
1.000 |
127-120 |
1.618 |
127-120 |
2.618 |
127-120 |
4.250 |
127-120 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
127-120 |
127-092 |
PP |
127-120 |
127-063 |
S1 |
127-120 |
127-035 |
|