ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
131-110 |
131-090 |
-0-020 |
0.0% |
131-240 |
| High |
131-160 |
131-140 |
-0-020 |
0.0% |
132-050 |
| Low |
131-050 |
130-260 |
-0-110 |
-0.3% |
131-030 |
| Close |
131-150 |
130-290 |
-0-180 |
-0.4% |
131-030 |
| Range |
0-110 |
0-200 |
0-090 |
81.8% |
1-020 |
| ATR |
0-159 |
0-163 |
0-004 |
2.3% |
0-000 |
| Volume |
9,512 |
8,076 |
-1,436 |
-15.1% |
25,961 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-297 |
132-173 |
131-080 |
|
| R3 |
132-097 |
131-293 |
131-025 |
|
| R2 |
131-217 |
131-217 |
131-007 |
|
| R1 |
131-093 |
131-093 |
130-308 |
131-055 |
| PP |
131-017 |
131-017 |
131-017 |
130-318 |
| S1 |
130-213 |
130-213 |
130-272 |
130-175 |
| S2 |
130-137 |
130-137 |
130-253 |
|
| S3 |
129-257 |
130-013 |
130-235 |
|
| S4 |
129-057 |
129-133 |
130-180 |
|
|
| 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 |
134-030 |
|
2.618 |
133-024 |
|
1.618 |
132-144 |
|
1.000 |
132-020 |
|
0.618 |
131-264 |
|
HIGH |
131-140 |
|
0.618 |
131-064 |
|
0.500 |
131-040 |
|
0.382 |
131-016 |
|
LOW |
130-260 |
|
0.618 |
130-136 |
|
1.000 |
130-060 |
|
1.618 |
129-256 |
|
2.618 |
129-056 |
|
4.250 |
128-050 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-040 |
131-155 |
| PP |
131-017 |
131-093 |
| S1 |
130-313 |
131-032 |
|