ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
131-120 |
130-260 |
-0-180 |
-0.4% |
130-290 |
| High |
131-170 |
130-260 |
-0-230 |
-0.5% |
131-180 |
| Low |
130-190 |
130-110 |
-0-080 |
-0.2% |
130-110 |
| Close |
130-240 |
130-220 |
-0-020 |
0.0% |
130-220 |
| Range |
0-300 |
0-150 |
-0-150 |
-50.0% |
1-070 |
| ATR |
0-176 |
0-175 |
-0-002 |
-1.1% |
0-000 |
| Volume |
27,328 |
15,024 |
-12,304 |
-45.0% |
62,881 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-007 |
131-263 |
130-302 |
|
| R3 |
131-177 |
131-113 |
130-261 |
|
| R2 |
131-027 |
131-027 |
130-248 |
|
| R1 |
130-283 |
130-283 |
130-234 |
130-240 |
| PP |
130-197 |
130-197 |
130-197 |
130-175 |
| S1 |
130-133 |
130-133 |
130-206 |
130-090 |
| S2 |
130-047 |
130-047 |
130-192 |
|
| S3 |
129-217 |
129-303 |
130-179 |
|
| S4 |
129-067 |
129-153 |
130-138 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-167 |
133-263 |
131-114 |
|
| R3 |
133-097 |
132-193 |
131-007 |
|
| R2 |
132-027 |
132-027 |
130-292 |
|
| R1 |
131-123 |
131-123 |
130-256 |
131-040 |
| PP |
130-277 |
130-277 |
130-277 |
130-235 |
| S1 |
130-053 |
130-053 |
130-184 |
129-290 |
| S2 |
129-207 |
129-207 |
130-148 |
|
| S3 |
128-137 |
128-303 |
130-113 |
|
| S4 |
127-067 |
127-233 |
130-006 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-258 |
|
2.618 |
132-013 |
|
1.618 |
131-183 |
|
1.000 |
131-090 |
|
0.618 |
131-033 |
|
HIGH |
130-260 |
|
0.618 |
130-203 |
|
0.500 |
130-185 |
|
0.382 |
130-167 |
|
LOW |
130-110 |
|
0.618 |
130-017 |
|
1.000 |
129-280 |
|
1.618 |
129-187 |
|
2.618 |
129-037 |
|
4.250 |
128-112 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-208 |
130-305 |
| PP |
130-197 |
130-277 |
| S1 |
130-185 |
130-248 |
|