ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
131-030 |
131-030 |
0-000 |
0.0% |
131-110 |
| High |
131-120 |
131-180 |
0-060 |
0.1% |
131-160 |
| Low |
130-310 |
131-000 |
0-010 |
0.0% |
130-120 |
| Close |
131-100 |
131-120 |
0-020 |
0.0% |
131-050 |
| Range |
0-130 |
0-180 |
0-050 |
38.5% |
1-040 |
| ATR |
0-166 |
0-167 |
0-001 |
0.6% |
0-000 |
| Volume |
6,743 |
7,267 |
524 |
7.8% |
51,474 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-000 |
132-240 |
131-219 |
|
| R3 |
132-140 |
132-060 |
131-170 |
|
| R2 |
131-280 |
131-280 |
131-153 |
|
| R1 |
131-200 |
131-200 |
131-136 |
131-240 |
| PP |
131-100 |
131-100 |
131-100 |
131-120 |
| S1 |
131-020 |
131-020 |
131-104 |
131-060 |
| S2 |
130-240 |
130-240 |
131-087 |
|
| S3 |
130-060 |
130-160 |
131-070 |
|
| S4 |
129-200 |
129-300 |
131-021 |
|
|
| 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 |
133-305 |
|
2.618 |
133-011 |
|
1.618 |
132-151 |
|
1.000 |
132-040 |
|
0.618 |
131-291 |
|
HIGH |
131-180 |
|
0.618 |
131-111 |
|
0.500 |
131-090 |
|
0.382 |
131-069 |
|
LOW |
131-000 |
|
0.618 |
130-209 |
|
1.000 |
130-140 |
|
1.618 |
130-029 |
|
2.618 |
129-169 |
|
4.250 |
128-195 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-110 |
131-092 |
| PP |
131-100 |
131-063 |
| S1 |
131-090 |
131-035 |
|