ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
127-040 |
127-270 |
0-230 |
0.6% |
127-230 |
| High |
127-280 |
128-070 |
0-110 |
0.3% |
127-240 |
| Low |
127-010 |
127-270 |
0-260 |
0.6% |
127-010 |
| Close |
127-280 |
128-000 |
0-040 |
0.1% |
127-100 |
| Range |
0-270 |
0-120 |
-0-150 |
-55.6% |
0-230 |
| ATR |
0-201 |
0-195 |
-0-006 |
-2.9% |
0-000 |
| Volume |
353 |
362 |
9 |
2.5% |
5,995 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-047 |
128-303 |
128-066 |
|
| R3 |
128-247 |
128-183 |
128-033 |
|
| R2 |
128-127 |
128-127 |
128-022 |
|
| R1 |
128-063 |
128-063 |
128-011 |
128-095 |
| PP |
128-007 |
128-007 |
128-007 |
128-022 |
| S1 |
127-263 |
127-263 |
127-309 |
127-295 |
| S2 |
127-207 |
127-207 |
127-298 |
|
| S3 |
127-087 |
127-143 |
127-287 |
|
| S4 |
126-287 |
127-023 |
127-254 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-167 |
129-043 |
127-226 |
|
| R3 |
128-257 |
128-133 |
127-163 |
|
| R2 |
128-027 |
128-027 |
127-142 |
|
| R1 |
127-223 |
127-223 |
127-121 |
127-170 |
| PP |
127-117 |
127-117 |
127-117 |
127-090 |
| S1 |
126-313 |
126-313 |
127-079 |
126-260 |
| S2 |
126-207 |
126-207 |
127-058 |
|
| S3 |
125-297 |
126-083 |
127-037 |
|
| S4 |
125-067 |
125-173 |
126-294 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-260 |
|
2.618 |
129-064 |
|
1.618 |
128-264 |
|
1.000 |
128-190 |
|
0.618 |
128-144 |
|
HIGH |
128-070 |
|
0.618 |
128-024 |
|
0.500 |
128-010 |
|
0.382 |
127-316 |
|
LOW |
127-270 |
|
0.618 |
127-196 |
|
1.000 |
127-150 |
|
1.618 |
127-076 |
|
2.618 |
126-276 |
|
4.250 |
126-080 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-010 |
127-280 |
| PP |
128-007 |
127-240 |
| S1 |
128-003 |
127-200 |
|