ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
130-270 |
130-200 |
-0-070 |
-0.2% |
131-110 |
| High |
130-300 |
131-080 |
0-100 |
0.2% |
131-160 |
| Low |
130-120 |
130-200 |
0-080 |
0.2% |
130-120 |
| Close |
130-160 |
131-050 |
0-210 |
0.5% |
131-050 |
| Range |
0-180 |
0-200 |
0-020 |
11.1% |
1-040 |
| ATR |
0-161 |
0-167 |
0-006 |
3.5% |
0-000 |
| Volume |
15,888 |
7,136 |
-8,752 |
-55.1% |
51,474 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-283 |
132-207 |
131-160 |
|
| R3 |
132-083 |
132-007 |
131-105 |
|
| R2 |
131-203 |
131-203 |
131-087 |
|
| R1 |
131-127 |
131-127 |
131-068 |
131-165 |
| PP |
131-003 |
131-003 |
131-003 |
131-022 |
| S1 |
130-247 |
130-247 |
131-032 |
130-285 |
| S2 |
130-123 |
130-123 |
131-013 |
|
| S3 |
129-243 |
130-047 |
130-315 |
|
| S4 |
129-043 |
129-167 |
130-260 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-123 |
133-287 |
131-248 |
|
| R3 |
133-083 |
132-247 |
131-149 |
|
| R2 |
132-043 |
132-043 |
131-116 |
|
| R1 |
131-207 |
131-207 |
131-083 |
131-105 |
| PP |
131-003 |
131-003 |
131-003 |
130-272 |
| S1 |
130-167 |
130-167 |
131-017 |
130-065 |
| S2 |
129-283 |
129-283 |
130-304 |
|
| S3 |
128-243 |
129-127 |
130-271 |
|
| S4 |
127-203 |
128-087 |
130-172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-290 |
|
2.618 |
132-284 |
|
1.618 |
132-084 |
|
1.000 |
131-280 |
|
0.618 |
131-204 |
|
HIGH |
131-080 |
|
0.618 |
131-004 |
|
0.500 |
130-300 |
|
0.382 |
130-276 |
|
LOW |
130-200 |
|
0.618 |
130-076 |
|
1.000 |
130-000 |
|
1.618 |
129-196 |
|
2.618 |
128-316 |
|
4.250 |
127-310 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-027 |
131-013 |
| PP |
131-003 |
130-297 |
| S1 |
130-300 |
130-260 |
|