ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
131-090 |
130-290 |
-0-120 |
-0.3% |
131-240 |
| High |
131-140 |
131-000 |
-0-140 |
-0.3% |
132-050 |
| Low |
130-260 |
130-200 |
-0-060 |
-0.1% |
131-030 |
| Close |
130-290 |
130-270 |
-0-020 |
0.0% |
131-030 |
| Range |
0-200 |
0-120 |
-0-080 |
-40.0% |
1-020 |
| ATR |
0-163 |
0-160 |
-0-003 |
-1.9% |
0-000 |
| Volume |
8,076 |
10,862 |
2,786 |
34.5% |
25,961 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-303 |
131-247 |
131-016 |
|
| R3 |
131-183 |
131-127 |
130-303 |
|
| R2 |
131-063 |
131-063 |
130-292 |
|
| R1 |
131-007 |
131-007 |
130-281 |
130-295 |
| PP |
130-263 |
130-263 |
130-263 |
130-248 |
| S1 |
130-207 |
130-207 |
130-259 |
130-175 |
| S2 |
130-143 |
130-143 |
130-248 |
|
| S3 |
130-023 |
130-087 |
130-237 |
|
| S4 |
129-223 |
129-287 |
130-204 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-203 |
133-297 |
131-217 |
|
| R3 |
133-183 |
132-277 |
131-124 |
|
| R2 |
132-163 |
132-163 |
131-092 |
|
| R1 |
131-257 |
131-257 |
131-061 |
131-200 |
| PP |
131-143 |
131-143 |
131-143 |
131-115 |
| S1 |
130-237 |
130-237 |
130-319 |
130-180 |
| S2 |
130-123 |
130-123 |
130-288 |
|
| S3 |
129-103 |
129-217 |
130-256 |
|
| S4 |
128-083 |
128-197 |
130-163 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-190 |
|
2.618 |
131-314 |
|
1.618 |
131-194 |
|
1.000 |
131-120 |
|
0.618 |
131-074 |
|
HIGH |
131-000 |
|
0.618 |
130-274 |
|
0.500 |
130-260 |
|
0.382 |
130-246 |
|
LOW |
130-200 |
|
0.618 |
130-126 |
|
1.000 |
130-080 |
|
1.618 |
130-006 |
|
2.618 |
129-206 |
|
4.250 |
129-010 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-267 |
131-020 |
| PP |
130-263 |
130-317 |
| S1 |
130-260 |
130-293 |
|