ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
130-230 |
130-260 |
0-030 |
0.1% |
130-170 |
| High |
131-000 |
131-000 |
0-000 |
0.0% |
131-000 |
| Low |
130-150 |
130-230 |
0-080 |
0.2% |
130-030 |
| Close |
130-300 |
130-300 |
0-000 |
0.0% |
130-300 |
| Range |
0-170 |
0-090 |
-0-080 |
-47.1% |
0-290 |
| ATR |
0-178 |
0-172 |
-0-006 |
-3.5% |
0-000 |
| Volume |
103,983 |
328,579 |
224,596 |
216.0% |
495,494 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-233 |
131-197 |
131-030 |
|
| R3 |
131-143 |
131-107 |
131-005 |
|
| R2 |
131-053 |
131-053 |
130-316 |
|
| R1 |
131-017 |
131-017 |
130-308 |
131-035 |
| PP |
130-283 |
130-283 |
130-283 |
130-292 |
| S1 |
130-247 |
130-247 |
130-292 |
130-265 |
| S2 |
130-193 |
130-193 |
130-284 |
|
| S3 |
130-103 |
130-157 |
130-275 |
|
| S4 |
130-013 |
130-067 |
130-250 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-127 |
133-023 |
131-140 |
|
| R3 |
132-157 |
132-053 |
131-060 |
|
| R2 |
131-187 |
131-187 |
131-033 |
|
| R1 |
131-083 |
131-083 |
131-007 |
131-135 |
| PP |
130-217 |
130-217 |
130-217 |
130-242 |
| S1 |
130-113 |
130-113 |
130-273 |
130-165 |
| S2 |
129-247 |
129-247 |
130-247 |
|
| S3 |
128-277 |
129-143 |
130-220 |
|
| S4 |
127-307 |
128-173 |
130-140 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-062 |
|
2.618 |
131-236 |
|
1.618 |
131-146 |
|
1.000 |
131-090 |
|
0.618 |
131-056 |
|
HIGH |
131-000 |
|
0.618 |
130-286 |
|
0.500 |
130-275 |
|
0.382 |
130-264 |
|
LOW |
130-230 |
|
0.618 |
130-174 |
|
1.000 |
130-140 |
|
1.618 |
130-084 |
|
2.618 |
129-314 |
|
4.250 |
129-168 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-292 |
130-260 |
| PP |
130-283 |
130-220 |
| S1 |
130-275 |
130-180 |
|