ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
131-030 |
131-120 |
0-090 |
0.2% |
131-110 |
| High |
131-180 |
131-170 |
-0-010 |
0.0% |
131-160 |
| Low |
131-000 |
130-190 |
-0-130 |
-0.3% |
130-120 |
| Close |
131-120 |
130-240 |
-0-200 |
-0.5% |
131-050 |
| Range |
0-180 |
0-300 |
0-120 |
66.7% |
1-040 |
| ATR |
0-167 |
0-176 |
0-010 |
5.7% |
0-000 |
| Volume |
7,267 |
27,328 |
20,061 |
276.1% |
51,474 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-247 |
133-063 |
131-085 |
|
| R3 |
132-267 |
132-083 |
131-002 |
|
| R2 |
131-287 |
131-287 |
130-295 |
|
| R1 |
131-103 |
131-103 |
130-268 |
131-045 |
| PP |
130-307 |
130-307 |
130-307 |
130-278 |
| S1 |
130-123 |
130-123 |
130-212 |
130-065 |
| S2 |
130-007 |
130-007 |
130-185 |
|
| S3 |
129-027 |
129-143 |
130-158 |
|
| S4 |
128-047 |
128-163 |
130-075 |
|
|
| 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 |
135-165 |
|
2.618 |
133-315 |
|
1.618 |
133-015 |
|
1.000 |
132-150 |
|
0.618 |
132-035 |
|
HIGH |
131-170 |
|
0.618 |
131-055 |
|
0.500 |
131-020 |
|
0.382 |
130-305 |
|
LOW |
130-190 |
|
0.618 |
130-005 |
|
1.000 |
129-210 |
|
1.618 |
129-025 |
|
2.618 |
128-045 |
|
4.250 |
126-195 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-020 |
131-025 |
| PP |
130-307 |
130-310 |
| S1 |
130-273 |
130-275 |
|