ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
131-100 |
131-240 |
0-140 |
0.3% |
130-010 |
| High |
131-210 |
132-020 |
0-130 |
0.3% |
131-210 |
| Low |
131-100 |
131-230 |
0-130 |
0.3% |
129-160 |
| Close |
131-170 |
131-280 |
0-110 |
0.3% |
131-170 |
| Range |
0-110 |
0-110 |
0-000 |
0.0% |
2-050 |
| ATR |
0-157 |
0-158 |
0-001 |
0.6% |
0-000 |
| Volume |
1,443 |
2,839 |
1,396 |
96.7% |
5,623 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-293 |
132-237 |
132-020 |
|
| R3 |
132-183 |
132-127 |
131-310 |
|
| R2 |
132-073 |
132-073 |
131-300 |
|
| R1 |
132-017 |
132-017 |
131-290 |
132-045 |
| PP |
131-283 |
131-283 |
131-283 |
131-298 |
| S1 |
131-227 |
131-227 |
131-270 |
131-255 |
| S2 |
131-173 |
131-173 |
131-260 |
|
| S3 |
131-063 |
131-117 |
131-250 |
|
| S4 |
130-273 |
131-007 |
131-220 |
|
|
| 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 |
133-168 |
|
2.618 |
132-308 |
|
1.618 |
132-198 |
|
1.000 |
132-130 |
|
0.618 |
132-088 |
|
HIGH |
132-020 |
|
0.618 |
131-298 |
|
0.500 |
131-285 |
|
0.382 |
131-272 |
|
LOW |
131-230 |
|
0.618 |
131-162 |
|
1.000 |
131-120 |
|
1.618 |
131-052 |
|
2.618 |
130-262 |
|
4.250 |
130-082 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-285 |
131-223 |
| PP |
131-283 |
131-167 |
| S1 |
131-282 |
131-110 |
|