ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
130-235 |
129-315 |
-0-240 |
-0.6% |
131-045 |
| High |
130-255 |
130-010 |
-0-245 |
-0.6% |
131-165 |
| Low |
129-305 |
128-200 |
-1-105 |
-1.0% |
130-170 |
| Close |
130-040 |
128-245 |
-1-115 |
-1.0% |
130-230 |
| Range |
0-270 |
1-130 |
0-180 |
66.7% |
0-315 |
| ATR |
0-176 |
0-198 |
0-022 |
12.3% |
0-000 |
| Volume |
1,186,926 |
1,738,099 |
551,173 |
46.4% |
4,149,351 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-115 |
132-150 |
129-172 |
|
| R3 |
131-305 |
131-020 |
129-049 |
|
| R2 |
130-175 |
130-175 |
129-008 |
|
| R1 |
129-210 |
129-210 |
128-286 |
129-128 |
| PP |
129-045 |
129-045 |
129-045 |
129-004 |
| S1 |
128-080 |
128-080 |
128-204 |
127-318 |
| S2 |
127-235 |
127-235 |
128-162 |
|
| S3 |
126-105 |
126-270 |
128-121 |
|
| S4 |
124-295 |
125-140 |
127-318 |
|
|
| 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 |
136-002 |
|
2.618 |
133-228 |
|
1.618 |
132-098 |
|
1.000 |
131-140 |
|
0.618 |
130-288 |
|
HIGH |
130-010 |
|
0.618 |
129-158 |
|
0.500 |
129-105 |
|
0.382 |
129-052 |
|
LOW |
128-200 |
|
0.618 |
127-242 |
|
1.000 |
127-070 |
|
1.618 |
126-112 |
|
2.618 |
124-302 |
|
4.250 |
122-208 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-105 |
129-282 |
| PP |
129-045 |
129-163 |
| S1 |
128-305 |
129-044 |
|