ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
129-140 |
129-245 |
0-105 |
0.3% |
128-315 |
| High |
129-300 |
130-020 |
0-040 |
0.1% |
130-020 |
| Low |
129-055 |
128-260 |
-0-115 |
-0.3% |
128-200 |
| Close |
129-225 |
128-295 |
-0-250 |
-0.6% |
129-155 |
| Range |
0-245 |
1-080 |
0-155 |
63.3% |
1-140 |
| ATR |
0-216 |
0-229 |
0-013 |
6.1% |
0-000 |
| Volume |
968,716 |
1,324,940 |
356,224 |
36.8% |
4,973,777 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-005 |
132-070 |
129-195 |
|
| R3 |
131-245 |
130-310 |
129-085 |
|
| R2 |
130-165 |
130-165 |
129-048 |
|
| R1 |
129-230 |
129-230 |
129-012 |
129-158 |
| PP |
129-085 |
129-085 |
129-085 |
129-049 |
| S1 |
128-150 |
128-150 |
128-258 |
128-078 |
| S2 |
128-005 |
128-005 |
128-222 |
|
| S3 |
126-245 |
127-070 |
128-185 |
|
| S4 |
125-165 |
125-310 |
128-075 |
|
|
| 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 |
128-260 |
1-080 |
1.0% |
0-247 |
0.6% |
9% |
True |
True |
1,085,752 |
| 10 |
130-020 |
127-265 |
2-075 |
1.7% |
0-234 |
0.6% |
49% |
True |
False |
1,048,773 |
| 20 |
131-135 |
127-230 |
3-225 |
2.9% |
0-232 |
0.6% |
32% |
False |
False |
1,077,867 |
| 40 |
131-195 |
127-230 |
3-285 |
3.0% |
0-206 |
0.5% |
31% |
False |
False |
739,938 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-186 |
0.5% |
27% |
False |
False |
494,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-120 |
|
2.618 |
133-107 |
|
1.618 |
132-027 |
|
1.000 |
131-100 |
|
0.618 |
130-267 |
|
HIGH |
130-020 |
|
0.618 |
129-187 |
|
0.500 |
129-140 |
|
0.382 |
129-093 |
|
LOW |
128-260 |
|
0.618 |
128-013 |
|
1.000 |
127-180 |
|
1.618 |
126-253 |
|
2.618 |
125-173 |
|
4.250 |
123-160 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-140 |
129-140 |
| PP |
129-085 |
129-085 |
| S1 |
129-030 |
129-030 |
|