ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
128-280 |
128-255 |
-0-025 |
-0.1% |
130-240 |
| High |
129-005 |
128-285 |
-0-040 |
-0.1% |
131-045 |
| Low |
128-070 |
128-030 |
-0-040 |
-0.1% |
128-030 |
| Close |
128-270 |
128-195 |
-0-075 |
-0.2% |
128-195 |
| Range |
0-255 |
0-255 |
0-000 |
0.0% |
3-015 |
| ATR |
0-202 |
0-206 |
0-004 |
1.9% |
0-000 |
| Volume |
1,485,581 |
1,242,026 |
-243,555 |
-16.4% |
6,220,257 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-295 |
130-180 |
129-015 |
|
| R3 |
130-040 |
129-245 |
128-265 |
|
| R2 |
129-105 |
129-105 |
128-242 |
|
| R1 |
128-310 |
128-310 |
128-218 |
128-240 |
| PP |
128-170 |
128-170 |
128-170 |
128-135 |
| S1 |
128-055 |
128-055 |
128-172 |
127-305 |
| S2 |
127-235 |
127-235 |
128-148 |
|
| S3 |
126-300 |
127-120 |
128-125 |
|
| S4 |
126-045 |
126-185 |
128-055 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-135 |
136-180 |
130-091 |
|
| R3 |
135-120 |
133-165 |
129-143 |
|
| R2 |
132-105 |
132-105 |
129-054 |
|
| R1 |
130-150 |
130-150 |
128-284 |
129-280 |
| PP |
129-090 |
129-090 |
129-090 |
128-315 |
| S1 |
127-135 |
127-135 |
128-106 |
126-265 |
| S2 |
126-075 |
126-075 |
128-016 |
|
| S3 |
123-060 |
124-120 |
127-247 |
|
| S4 |
120-045 |
121-105 |
126-299 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-089 |
|
2.618 |
130-313 |
|
1.618 |
130-058 |
|
1.000 |
129-220 |
|
0.618 |
129-123 |
|
HIGH |
128-285 |
|
0.618 |
128-188 |
|
0.500 |
128-158 |
|
0.382 |
128-127 |
|
LOW |
128-030 |
|
0.618 |
127-192 |
|
1.000 |
127-095 |
|
1.618 |
126-257 |
|
2.618 |
126-002 |
|
4.250 |
124-226 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
128-182 |
129-020 |
| PP |
128-170 |
128-292 |
| S1 |
128-158 |
128-243 |
|