ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
130-200 |
131-100 |
0-220 |
0.5% |
130-010 |
| High |
131-060 |
131-210 |
0-150 |
0.4% |
131-210 |
| Low |
130-200 |
131-100 |
0-220 |
0.5% |
129-160 |
| Close |
131-060 |
131-170 |
0-110 |
0.3% |
131-170 |
| Range |
0-180 |
0-110 |
-0-070 |
-38.9% |
2-050 |
| ATR |
0-157 |
0-157 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,784 |
1,443 |
-341 |
-19.1% |
5,623 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-170 |
132-120 |
131-230 |
|
| R3 |
132-060 |
132-010 |
131-200 |
|
| R2 |
131-270 |
131-270 |
131-190 |
|
| R1 |
131-220 |
131-220 |
131-180 |
131-245 |
| PP |
131-160 |
131-160 |
131-160 |
131-172 |
| S1 |
131-110 |
131-110 |
131-160 |
131-135 |
| S2 |
131-050 |
131-050 |
131-150 |
|
| S3 |
130-260 |
131-000 |
131-140 |
|
| S4 |
130-150 |
130-210 |
131-110 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-117 |
136-193 |
132-230 |
|
| R3 |
135-067 |
134-143 |
132-040 |
|
| R2 |
133-017 |
133-017 |
131-296 |
|
| R1 |
132-093 |
132-093 |
131-233 |
132-215 |
| PP |
130-287 |
130-287 |
130-287 |
131-028 |
| S1 |
130-043 |
130-043 |
131-107 |
130-165 |
| S2 |
128-237 |
128-237 |
131-044 |
|
| S3 |
126-187 |
127-313 |
130-300 |
|
| S4 |
124-137 |
125-263 |
130-110 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-038 |
|
2.618 |
132-178 |
|
1.618 |
132-068 |
|
1.000 |
132-000 |
|
0.618 |
131-278 |
|
HIGH |
131-210 |
|
0.618 |
131-168 |
|
0.500 |
131-155 |
|
0.382 |
131-142 |
|
LOW |
131-100 |
|
0.618 |
131-032 |
|
1.000 |
130-310 |
|
1.618 |
130-242 |
|
2.618 |
130-132 |
|
4.250 |
129-272 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-165 |
131-083 |
| PP |
131-160 |
130-317 |
| S1 |
131-155 |
130-230 |
|