ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
128-100 |
128-170 |
0-070 |
0.2% |
127-000 |
| High |
128-100 |
128-180 |
0-080 |
0.2% |
127-280 |
| Low |
128-100 |
128-120 |
0-020 |
0.0% |
126-270 |
| Close |
128-100 |
128-120 |
0-020 |
0.0% |
127-280 |
| Range |
0-000 |
0-060 |
0-060 |
|
1-010 |
| ATR |
0-113 |
0-110 |
-0-002 |
-2.1% |
0-000 |
| Volume |
1 |
45 |
44 |
4,400.0% |
5 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-000 |
128-280 |
128-153 |
|
| R3 |
128-260 |
128-220 |
128-136 |
|
| R2 |
128-200 |
128-200 |
128-131 |
|
| R1 |
128-160 |
128-160 |
128-126 |
128-150 |
| PP |
128-140 |
128-140 |
128-140 |
128-135 |
| S1 |
128-100 |
128-100 |
128-114 |
128-090 |
| S2 |
128-080 |
128-080 |
128-109 |
|
| S3 |
128-020 |
128-040 |
128-104 |
|
| S4 |
127-280 |
127-300 |
128-087 |
|
|
| 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 |
129-115 |
|
2.618 |
129-017 |
|
1.618 |
128-277 |
|
1.000 |
128-240 |
|
0.618 |
128-217 |
|
HIGH |
128-180 |
|
0.618 |
128-157 |
|
0.500 |
128-150 |
|
0.382 |
128-143 |
|
LOW |
128-120 |
|
0.618 |
128-083 |
|
1.000 |
128-060 |
|
1.618 |
128-023 |
|
2.618 |
127-283 |
|
4.250 |
127-185 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
128-150 |
128-103 |
| PP |
128-140 |
128-087 |
| S1 |
128-130 |
128-070 |
|