ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
127-120 |
127-220 |
0-100 |
0.2% |
129-260 |
| High |
127-120 |
127-220 |
0-100 |
0.2% |
129-260 |
| Low |
127-120 |
127-180 |
0-060 |
0.1% |
127-210 |
| Close |
127-120 |
127-180 |
0-060 |
0.1% |
127-210 |
| Range |
0-000 |
0-040 |
0-040 |
|
2-050 |
| ATR |
0-122 |
0-121 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-313 |
127-287 |
127-202 |
|
| R3 |
127-273 |
127-247 |
127-191 |
|
| R2 |
127-233 |
127-233 |
127-187 |
|
| R1 |
127-207 |
127-207 |
127-184 |
127-200 |
| PP |
127-193 |
127-193 |
127-193 |
127-190 |
| S1 |
127-167 |
127-167 |
127-176 |
127-160 |
| S2 |
127-153 |
127-153 |
127-173 |
|
| S3 |
127-113 |
127-127 |
127-169 |
|
| S4 |
127-073 |
127-087 |
127-158 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-270 |
133-130 |
128-270 |
|
| R3 |
132-220 |
131-080 |
128-080 |
|
| R2 |
130-170 |
130-170 |
128-016 |
|
| R1 |
129-030 |
129-030 |
127-273 |
128-235 |
| PP |
128-120 |
128-120 |
128-120 |
128-062 |
| S1 |
126-300 |
126-300 |
127-147 |
126-185 |
| S2 |
126-070 |
126-070 |
127-084 |
|
| S3 |
124-020 |
124-250 |
127-020 |
|
| S4 |
121-290 |
122-200 |
126-150 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-070 |
|
2.618 |
128-005 |
|
1.618 |
127-285 |
|
1.000 |
127-260 |
|
0.618 |
127-245 |
|
HIGH |
127-220 |
|
0.618 |
127-205 |
|
0.500 |
127-200 |
|
0.382 |
127-195 |
|
LOW |
127-180 |
|
0.618 |
127-155 |
|
1.000 |
127-140 |
|
1.618 |
127-115 |
|
2.618 |
127-075 |
|
4.250 |
127-010 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
127-200 |
127-148 |
| PP |
127-193 |
127-117 |
| S1 |
127-187 |
127-085 |
|