ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
131-120 |
131-010 |
-0-110 |
-0.3% |
130-170 |
| High |
131-120 |
131-020 |
-0-100 |
-0.2% |
131-140 |
| Low |
131-010 |
131-010 |
0-000 |
0.0% |
130-090 |
| Close |
131-110 |
131-010 |
-0-100 |
-0.2% |
131-100 |
| Range |
0-110 |
0-010 |
-0-100 |
-90.9% |
1-050 |
| ATR |
0-116 |
0-115 |
-0-001 |
-1.0% |
0-000 |
| Volume |
412 |
177 |
-235 |
-57.0% |
1,548 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-043 |
131-037 |
131-016 |
|
| R3 |
131-033 |
131-027 |
131-013 |
|
| R2 |
131-023 |
131-023 |
131-012 |
|
| R1 |
131-017 |
131-017 |
131-011 |
131-015 |
| PP |
131-013 |
131-013 |
131-013 |
131-012 |
| S1 |
131-007 |
131-007 |
131-009 |
131-005 |
| S2 |
131-003 |
131-003 |
131-008 |
|
| S3 |
130-313 |
130-317 |
131-007 |
|
| S4 |
130-303 |
130-307 |
131-004 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-153 |
134-017 |
131-304 |
|
| R3 |
133-103 |
132-287 |
131-202 |
|
| R2 |
132-053 |
132-053 |
131-168 |
|
| R1 |
131-237 |
131-237 |
131-134 |
131-305 |
| PP |
131-003 |
131-003 |
131-003 |
131-038 |
| S1 |
130-187 |
130-187 |
131-066 |
130-255 |
| S2 |
129-273 |
129-273 |
131-032 |
|
| S3 |
128-223 |
129-137 |
130-318 |
|
| S4 |
127-173 |
128-087 |
130-216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-062 |
|
2.618 |
131-046 |
|
1.618 |
131-036 |
|
1.000 |
131-030 |
|
0.618 |
131-026 |
|
HIGH |
131-020 |
|
0.618 |
131-016 |
|
0.500 |
131-015 |
|
0.382 |
131-014 |
|
LOW |
131-010 |
|
0.618 |
131-004 |
|
1.000 |
131-000 |
|
1.618 |
130-314 |
|
2.618 |
130-304 |
|
4.250 |
130-288 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-015 |
131-010 |
| PP |
131-013 |
131-010 |
| S1 |
131-012 |
131-010 |
|