ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
130-240 |
130-235 |
-0-005 |
0.0% |
131-045 |
| High |
131-045 |
130-255 |
-0-110 |
-0.3% |
131-165 |
| Low |
130-225 |
129-305 |
-0-240 |
-0.6% |
130-170 |
| Close |
130-240 |
130-040 |
-0-200 |
-0.5% |
130-230 |
| Range |
0-140 |
0-270 |
0-130 |
92.9% |
0-315 |
| ATR |
0-169 |
0-176 |
0-007 |
4.3% |
0-000 |
| Volume |
567,625 |
1,186,926 |
619,301 |
109.1% |
4,149,351 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-263 |
132-102 |
130-188 |
|
| R3 |
131-313 |
131-152 |
130-114 |
|
| R2 |
131-043 |
131-043 |
130-090 |
|
| R1 |
130-202 |
130-202 |
130-065 |
130-148 |
| PP |
130-093 |
130-093 |
130-093 |
130-066 |
| S1 |
129-252 |
129-252 |
130-015 |
129-198 |
| S2 |
129-143 |
129-143 |
129-310 |
|
| S3 |
128-193 |
128-302 |
129-286 |
|
| S4 |
127-243 |
128-032 |
129-212 |
|
|
| 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 |
134-122 |
|
2.618 |
133-002 |
|
1.618 |
132-052 |
|
1.000 |
131-205 |
|
0.618 |
131-102 |
|
HIGH |
130-255 |
|
0.618 |
130-152 |
|
0.500 |
130-120 |
|
0.382 |
130-088 |
|
LOW |
129-305 |
|
0.618 |
129-138 |
|
1.000 |
129-035 |
|
1.618 |
128-188 |
|
2.618 |
127-238 |
|
4.250 |
126-118 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-120 |
130-175 |
| PP |
130-093 |
130-130 |
| S1 |
130-067 |
130-085 |
|