ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
131-100 |
131-005 |
-0-095 |
-0.2% |
130-170 |
| High |
131-150 |
131-005 |
-0-145 |
-0.3% |
131-000 |
| Low |
130-230 |
130-100 |
-0-130 |
-0.3% |
130-030 |
| Close |
130-305 |
130-170 |
-0-135 |
-0.3% |
130-300 |
| Range |
0-240 |
0-225 |
-0-015 |
-6.3% |
0-290 |
| ATR |
0-175 |
0-178 |
0-004 |
2.1% |
0-000 |
| Volume |
1,456,845 |
1,225,534 |
-231,311 |
-15.9% |
495,494 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-233 |
132-107 |
130-294 |
|
| R3 |
132-008 |
131-202 |
130-232 |
|
| R2 |
131-103 |
131-103 |
130-211 |
|
| R1 |
130-297 |
130-297 |
130-191 |
130-248 |
| PP |
130-198 |
130-198 |
130-198 |
130-174 |
| S1 |
130-072 |
130-072 |
130-149 |
130-022 |
| S2 |
129-293 |
129-293 |
130-129 |
|
| S3 |
129-068 |
129-167 |
130-108 |
|
| S4 |
128-163 |
128-262 |
130-046 |
|
|
| 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 |
134-001 |
|
2.618 |
132-274 |
|
1.618 |
132-049 |
|
1.000 |
131-230 |
|
0.618 |
131-144 |
|
HIGH |
131-005 |
|
0.618 |
130-239 |
|
0.500 |
130-212 |
|
0.382 |
130-186 |
|
LOW |
130-100 |
|
0.618 |
129-281 |
|
1.000 |
129-195 |
|
1.618 |
129-056 |
|
2.618 |
128-151 |
|
4.250 |
127-104 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-212 |
130-308 |
| PP |
130-198 |
130-262 |
| S1 |
130-184 |
130-216 |
|