ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
131-090 |
131-100 |
0-010 |
0.0% |
130-170 |
| High |
131-195 |
131-150 |
-0-045 |
-0.1% |
131-000 |
| Low |
131-060 |
130-230 |
-0-150 |
-0.4% |
130-030 |
| Close |
131-125 |
130-305 |
-0-140 |
-0.3% |
130-300 |
| Range |
0-135 |
0-240 |
0-105 |
77.8% |
0-290 |
| ATR |
0-170 |
0-175 |
0-005 |
3.0% |
0-000 |
| Volume |
1,096,957 |
1,456,845 |
359,888 |
32.8% |
495,494 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-095 |
132-280 |
131-117 |
|
| R3 |
132-175 |
132-040 |
131-051 |
|
| R2 |
131-255 |
131-255 |
131-029 |
|
| R1 |
131-120 |
131-120 |
131-007 |
131-068 |
| PP |
131-015 |
131-015 |
131-015 |
130-309 |
| S1 |
130-200 |
130-200 |
130-283 |
130-148 |
| S2 |
130-095 |
130-095 |
130-261 |
|
| S3 |
129-175 |
129-280 |
130-239 |
|
| S4 |
128-255 |
129-040 |
130-173 |
|
|
| 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 |
134-210 |
|
2.618 |
133-138 |
|
1.618 |
132-218 |
|
1.000 |
132-070 |
|
0.618 |
131-298 |
|
HIGH |
131-150 |
|
0.618 |
131-058 |
|
0.500 |
131-030 |
|
0.382 |
131-002 |
|
LOW |
130-230 |
|
0.618 |
130-082 |
|
1.000 |
129-310 |
|
1.618 |
129-162 |
|
2.618 |
128-242 |
|
4.250 |
127-170 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-030 |
131-052 |
| PP |
131-015 |
131-030 |
| S1 |
131-000 |
131-008 |
|