ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
131-055 |
130-295 |
-0-080 |
-0.2% |
131-045 |
| High |
131-085 |
130-315 |
-0-090 |
-0.2% |
131-165 |
| Low |
130-265 |
130-170 |
-0-095 |
-0.2% |
130-170 |
| Close |
130-290 |
130-230 |
-0-060 |
-0.1% |
130-230 |
| Range |
0-140 |
0-145 |
0-005 |
3.6% |
0-315 |
| ATR |
0-173 |
0-171 |
-0-002 |
-1.2% |
0-000 |
| Volume |
778,771 |
968,420 |
189,649 |
24.4% |
4,149,351 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-033 |
131-277 |
130-310 |
|
| R3 |
131-208 |
131-132 |
130-270 |
|
| R2 |
131-063 |
131-063 |
130-257 |
|
| R1 |
130-307 |
130-307 |
130-243 |
130-272 |
| PP |
130-238 |
130-238 |
130-238 |
130-221 |
| S1 |
130-162 |
130-162 |
130-217 |
130-128 |
| S2 |
130-093 |
130-093 |
130-203 |
|
| S3 |
129-268 |
130-017 |
130-190 |
|
| S4 |
129-123 |
129-192 |
130-150 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-280 |
133-090 |
131-083 |
|
| R3 |
132-285 |
132-095 |
130-317 |
|
| R2 |
131-290 |
131-290 |
130-288 |
|
| R1 |
131-100 |
131-100 |
130-259 |
131-038 |
| PP |
130-295 |
130-295 |
130-295 |
130-264 |
| S1 |
130-105 |
130-105 |
130-201 |
130-042 |
| S2 |
129-300 |
129-300 |
130-172 |
|
| S3 |
128-305 |
129-110 |
130-143 |
|
| S4 |
127-310 |
128-115 |
130-057 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-291 |
|
2.618 |
132-055 |
|
1.618 |
131-230 |
|
1.000 |
131-140 |
|
0.618 |
131-085 |
|
HIGH |
130-315 |
|
0.618 |
130-260 |
|
0.500 |
130-242 |
|
0.382 |
130-225 |
|
LOW |
130-170 |
|
0.618 |
130-080 |
|
1.000 |
130-025 |
|
1.618 |
129-255 |
|
2.618 |
129-110 |
|
4.250 |
128-194 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-242 |
130-312 |
| PP |
130-238 |
130-285 |
| S1 |
130-234 |
130-258 |
|