ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
131-260 |
132-030 |
0-090 |
0.2% |
130-010 |
| High |
132-050 |
132-030 |
-0-020 |
0.0% |
131-210 |
| Low |
131-210 |
131-260 |
0-050 |
0.1% |
129-160 |
| Close |
132-030 |
131-260 |
-0-090 |
-0.2% |
131-170 |
| Range |
0-160 |
0-090 |
-0-070 |
-43.8% |
2-050 |
| ATR |
0-158 |
0-153 |
-0-005 |
-3.1% |
0-000 |
| Volume |
6,772 |
4,252 |
-2,520 |
-37.2% |
5,623 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-240 |
132-180 |
131-310 |
|
| R3 |
132-150 |
132-090 |
131-285 |
|
| R2 |
132-060 |
132-060 |
131-276 |
|
| R1 |
132-000 |
132-000 |
131-268 |
131-305 |
| PP |
131-290 |
131-290 |
131-290 |
131-282 |
| S1 |
131-230 |
131-230 |
131-252 |
131-215 |
| S2 |
131-200 |
131-200 |
131-244 |
|
| S3 |
131-110 |
131-140 |
131-235 |
|
| S4 |
131-020 |
131-050 |
131-210 |
|
|
| 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 |
133-092 |
|
2.618 |
132-266 |
|
1.618 |
132-176 |
|
1.000 |
132-120 |
|
0.618 |
132-086 |
|
HIGH |
132-030 |
|
0.618 |
131-316 |
|
0.500 |
131-305 |
|
0.382 |
131-294 |
|
LOW |
131-260 |
|
0.618 |
131-204 |
|
1.000 |
131-170 |
|
1.618 |
131-114 |
|
2.618 |
131-024 |
|
4.250 |
130-198 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-305 |
131-290 |
| PP |
131-290 |
131-280 |
| S1 |
131-275 |
131-270 |
|