ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
127-280 |
128-100 |
0-140 |
0.3% |
127-000 |
High |
127-280 |
128-100 |
0-140 |
0.3% |
127-280 |
Low |
127-280 |
128-100 |
0-140 |
0.3% |
126-270 |
Close |
127-280 |
128-100 |
0-140 |
0.3% |
127-280 |
Range |
|
|
|
|
|
ATR |
0-111 |
0-113 |
0-002 |
1.9% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-100 |
128-100 |
128-100 |
|
R3 |
128-100 |
128-100 |
128-100 |
|
R2 |
128-100 |
128-100 |
128-100 |
|
R1 |
128-100 |
128-100 |
128-100 |
128-100 |
PP |
128-100 |
128-100 |
128-100 |
128-100 |
S1 |
128-100 |
128-100 |
128-100 |
128-100 |
S2 |
128-100 |
128-100 |
128-100 |
|
S3 |
128-100 |
128-100 |
128-100 |
|
S4 |
128-100 |
128-100 |
128-100 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-200 |
130-090 |
128-142 |
|
R3 |
129-190 |
129-080 |
128-051 |
|
R2 |
128-180 |
128-180 |
128-020 |
|
R1 |
128-070 |
128-070 |
127-310 |
128-125 |
PP |
127-170 |
127-170 |
127-170 |
127-198 |
S1 |
127-060 |
127-060 |
127-250 |
127-115 |
S2 |
126-160 |
126-160 |
127-220 |
|
S3 |
125-150 |
126-050 |
127-189 |
|
S4 |
124-140 |
125-040 |
127-098 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-100 |
2.618 |
128-100 |
1.618 |
128-100 |
1.000 |
128-100 |
0.618 |
128-100 |
HIGH |
128-100 |
0.618 |
128-100 |
0.500 |
128-100 |
0.382 |
128-100 |
LOW |
128-100 |
0.618 |
128-100 |
1.000 |
128-100 |
1.618 |
128-100 |
2.618 |
128-100 |
4.250 |
128-100 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
128-100 |
128-077 |
PP |
128-100 |
128-053 |
S1 |
128-100 |
128-030 |
|