ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
129-245 |
128-265 |
-0-300 |
-0.7% |
128-315 |
| High |
130-020 |
129-175 |
-0-165 |
-0.4% |
130-020 |
| Low |
128-260 |
128-245 |
-0-015 |
0.0% |
128-200 |
| Close |
128-295 |
129-120 |
0-145 |
0.4% |
129-155 |
| Range |
1-080 |
0-250 |
-0-150 |
-37.5% |
1-140 |
| ATR |
0-229 |
0-230 |
0-002 |
0.7% |
0-000 |
| Volume |
1,324,940 |
1,246,354 |
-78,586 |
-5.9% |
4,973,777 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-183 |
131-082 |
129-258 |
|
| R3 |
130-253 |
130-152 |
129-189 |
|
| R2 |
130-003 |
130-003 |
129-166 |
|
| R1 |
129-222 |
129-222 |
129-143 |
129-272 |
| PP |
129-073 |
129-073 |
129-073 |
129-099 |
| S1 |
128-292 |
128-292 |
129-097 |
129-022 |
| S2 |
128-143 |
128-143 |
129-074 |
|
| S3 |
127-213 |
128-042 |
129-051 |
|
| S4 |
126-283 |
127-112 |
128-302 |
|
|
| 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 |
128-245 |
1-095 |
1.0% |
0-265 |
0.6% |
47% |
False |
True |
1,126,950 |
| 10 |
130-020 |
128-130 |
1-210 |
1.3% |
0-232 |
0.6% |
58% |
False |
False |
1,059,930 |
| 20 |
131-085 |
127-230 |
3-175 |
2.7% |
0-240 |
0.6% |
47% |
False |
False |
1,101,538 |
| 40 |
131-195 |
127-230 |
3-285 |
3.0% |
0-208 |
0.5% |
43% |
False |
False |
770,895 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-190 |
0.5% |
37% |
False |
False |
514,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-278 |
|
2.618 |
131-190 |
|
1.618 |
130-260 |
|
1.000 |
130-105 |
|
0.618 |
130-010 |
|
HIGH |
129-175 |
|
0.618 |
129-080 |
|
0.500 |
129-050 |
|
0.382 |
129-020 |
|
LOW |
128-245 |
|
0.618 |
128-090 |
|
1.000 |
127-315 |
|
1.618 |
127-160 |
|
2.618 |
126-230 |
|
4.250 |
125-142 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-097 |
129-132 |
| PP |
129-073 |
129-128 |
| S1 |
129-050 |
129-124 |
|