ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
130-295 |
130-240 |
-0-055 |
-0.1% |
131-045 |
| High |
130-315 |
131-045 |
0-050 |
0.1% |
131-165 |
| Low |
130-170 |
130-225 |
0-055 |
0.1% |
130-170 |
| Close |
130-230 |
130-240 |
0-010 |
0.0% |
130-230 |
| Range |
0-145 |
0-140 |
-0-005 |
-3.4% |
0-315 |
| ATR |
0-171 |
0-169 |
-0-002 |
-1.3% |
0-000 |
| Volume |
968,420 |
567,625 |
-400,795 |
-41.4% |
4,149,351 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-057 |
131-288 |
130-317 |
|
| R3 |
131-237 |
131-148 |
130-278 |
|
| R2 |
131-097 |
131-097 |
130-266 |
|
| R1 |
131-008 |
131-008 |
130-253 |
130-310 |
| PP |
130-277 |
130-277 |
130-277 |
130-268 |
| S1 |
130-188 |
130-188 |
130-227 |
130-170 |
| S2 |
130-137 |
130-137 |
130-214 |
|
| S3 |
129-317 |
130-048 |
130-202 |
|
| S4 |
129-177 |
129-228 |
130-163 |
|
|
| 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 |
133-000 |
|
2.618 |
132-092 |
|
1.618 |
131-272 |
|
1.000 |
131-185 |
|
0.618 |
131-132 |
|
HIGH |
131-045 |
|
0.618 |
130-312 |
|
0.500 |
130-295 |
|
0.382 |
130-278 |
|
LOW |
130-225 |
|
0.618 |
130-138 |
|
1.000 |
130-085 |
|
1.618 |
129-318 |
|
2.618 |
129-178 |
|
4.250 |
128-270 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-295 |
130-288 |
| PP |
130-277 |
130-272 |
| S1 |
130-258 |
130-256 |
|