ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
131-290 |
132-030 |
0-060 |
0.1% |
131-240 |
| High |
132-020 |
132-050 |
0-030 |
0.1% |
132-050 |
| Low |
131-280 |
131-030 |
-0-250 |
-0.6% |
131-030 |
| Close |
132-010 |
131-030 |
-0-300 |
-0.7% |
131-030 |
| Range |
0-060 |
1-020 |
0-280 |
466.7% |
1-020 |
| ATR |
0-148 |
0-162 |
0-014 |
9.3% |
0-000 |
| Volume |
4,783 |
7,315 |
2,532 |
52.9% |
25,961 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-203 |
133-297 |
131-217 |
|
| R3 |
133-183 |
132-277 |
131-124 |
|
| R2 |
132-163 |
132-163 |
131-092 |
|
| R1 |
131-257 |
131-257 |
131-061 |
131-200 |
| PP |
131-143 |
131-143 |
131-143 |
131-115 |
| S1 |
130-237 |
130-237 |
130-319 |
130-180 |
| S2 |
130-123 |
130-123 |
130-288 |
|
| S3 |
129-103 |
129-217 |
130-256 |
|
| S4 |
128-083 |
128-197 |
130-163 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-203 |
133-297 |
131-217 |
|
| R3 |
133-183 |
132-277 |
131-124 |
|
| R2 |
132-163 |
132-163 |
131-092 |
|
| R1 |
131-257 |
131-257 |
131-061 |
131-200 |
| PP |
131-143 |
131-143 |
131-143 |
131-115 |
| S1 |
130-237 |
130-237 |
130-319 |
130-180 |
| S2 |
130-123 |
130-123 |
130-288 |
|
| S3 |
129-103 |
129-217 |
130-256 |
|
| S4 |
128-083 |
128-197 |
130-163 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-215 |
|
2.618 |
134-300 |
|
1.618 |
133-280 |
|
1.000 |
133-070 |
|
0.618 |
132-260 |
|
HIGH |
132-050 |
|
0.618 |
131-240 |
|
0.500 |
131-200 |
|
0.382 |
131-160 |
|
LOW |
131-030 |
|
0.618 |
130-140 |
|
1.000 |
130-010 |
|
1.618 |
129-120 |
|
2.618 |
128-100 |
|
4.250 |
126-185 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-200 |
131-200 |
| PP |
131-143 |
131-143 |
| S1 |
131-087 |
131-087 |
|