ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
130-080 |
130-230 |
0-150 |
0.4% |
130-290 |
| High |
130-260 |
131-000 |
0-060 |
0.1% |
131-180 |
| Low |
130-040 |
130-150 |
0-110 |
0.3% |
130-110 |
| Close |
130-250 |
130-300 |
0-050 |
0.1% |
130-220 |
| Range |
0-220 |
0-170 |
-0-050 |
-22.7% |
1-070 |
| ATR |
0-179 |
0-178 |
-0-001 |
-0.4% |
0-000 |
| Volume |
50,154 |
103,983 |
53,829 |
107.3% |
62,881 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-127 |
132-063 |
131-074 |
|
| R3 |
131-277 |
131-213 |
131-027 |
|
| R2 |
131-107 |
131-107 |
131-011 |
|
| R1 |
131-043 |
131-043 |
130-316 |
131-075 |
| PP |
130-257 |
130-257 |
130-257 |
130-272 |
| S1 |
130-193 |
130-193 |
130-284 |
130-225 |
| S2 |
130-087 |
130-087 |
130-269 |
|
| S3 |
129-237 |
130-023 |
130-253 |
|
| S4 |
129-067 |
129-173 |
130-206 |
|
|
| 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 |
133-082 |
|
2.618 |
132-125 |
|
1.618 |
131-275 |
|
1.000 |
131-170 |
|
0.618 |
131-105 |
|
HIGH |
131-000 |
|
0.618 |
130-255 |
|
0.500 |
130-235 |
|
0.382 |
130-215 |
|
LOW |
130-150 |
|
0.618 |
130-045 |
|
1.000 |
129-300 |
|
1.618 |
129-195 |
|
2.618 |
129-025 |
|
4.250 |
128-068 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-278 |
130-258 |
| PP |
130-257 |
130-217 |
| S1 |
130-235 |
130-175 |
|