ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
129-285 |
129-140 |
-0-145 |
-0.3% |
128-315 |
| High |
130-020 |
129-300 |
-0-040 |
-0.1% |
130-020 |
| Low |
129-085 |
129-055 |
-0-030 |
-0.1% |
128-200 |
| Close |
129-155 |
129-225 |
0-070 |
0.2% |
129-155 |
| Range |
0-255 |
0-245 |
-0-010 |
-3.9% |
1-140 |
| ATR |
0-213 |
0-216 |
0-002 |
1.1% |
0-000 |
| Volume |
1,072,843 |
968,716 |
-104,127 |
-9.7% |
4,973,777 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-288 |
131-182 |
130-040 |
|
| R3 |
131-043 |
130-257 |
129-292 |
|
| R2 |
130-118 |
130-118 |
129-270 |
|
| R1 |
130-012 |
130-012 |
129-247 |
130-065 |
| PP |
129-193 |
129-193 |
129-193 |
129-220 |
| S1 |
129-087 |
129-087 |
129-203 |
129-140 |
| S2 |
128-268 |
128-268 |
129-180 |
|
| S3 |
128-023 |
128-162 |
129-158 |
|
| S4 |
127-098 |
127-237 |
129-090 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-225 |
133-010 |
130-088 |
|
| R3 |
132-085 |
131-190 |
129-282 |
|
| R2 |
130-265 |
130-265 |
129-239 |
|
| R1 |
130-050 |
130-050 |
129-197 |
130-158 |
| PP |
129-125 |
129-125 |
129-125 |
129-179 |
| S1 |
128-230 |
128-230 |
129-113 |
129-018 |
| S2 |
127-305 |
127-305 |
129-071 |
|
| S3 |
126-165 |
127-090 |
129-028 |
|
| S4 |
125-025 |
125-270 |
128-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-020 |
128-300 |
1-040 |
0.9% |
0-216 |
0.5% |
68% |
False |
False |
1,011,205 |
| 10 |
130-020 |
127-230 |
2-110 |
1.8% |
0-216 |
0.5% |
85% |
False |
False |
1,029,895 |
| 20 |
131-165 |
127-230 |
3-255 |
2.9% |
0-224 |
0.5% |
52% |
False |
False |
1,056,204 |
| 40 |
131-195 |
127-230 |
3-285 |
3.0% |
0-199 |
0.5% |
51% |
False |
False |
707,052 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-181 |
0.4% |
45% |
False |
False |
471,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-061 |
|
2.618 |
131-301 |
|
1.618 |
131-056 |
|
1.000 |
130-225 |
|
0.618 |
130-131 |
|
HIGH |
129-300 |
|
0.618 |
129-206 |
|
0.500 |
129-178 |
|
0.382 |
129-149 |
|
LOW |
129-055 |
|
0.618 |
128-224 |
|
1.000 |
128-130 |
|
1.618 |
127-299 |
|
2.618 |
127-054 |
|
4.250 |
125-294 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-209 |
129-216 |
| PP |
129-193 |
129-207 |
| S1 |
129-178 |
129-198 |
|