ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
128-265 |
129-165 |
0-220 |
0.5% |
128-315 |
| High |
129-175 |
130-090 |
0-235 |
0.6% |
130-020 |
| Low |
128-245 |
129-125 |
0-200 |
0.5% |
128-200 |
| Close |
129-120 |
129-310 |
0-190 |
0.5% |
129-155 |
| Range |
0-250 |
0-285 |
0-035 |
14.0% |
1-140 |
| ATR |
0-230 |
0-235 |
0-004 |
1.8% |
0-000 |
| Volume |
1,246,354 |
1,114,856 |
-131,498 |
-10.6% |
4,973,777 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-177 |
132-048 |
130-147 |
|
| R3 |
131-212 |
131-083 |
130-068 |
|
| R2 |
130-247 |
130-247 |
130-042 |
|
| R1 |
130-118 |
130-118 |
130-016 |
130-182 |
| PP |
129-282 |
129-282 |
129-282 |
129-314 |
| S1 |
129-153 |
129-153 |
129-284 |
129-218 |
| S2 |
128-317 |
128-317 |
129-258 |
|
| S3 |
128-032 |
128-188 |
129-232 |
|
| S4 |
127-067 |
127-223 |
129-153 |
|
|
| 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 |
130-090 |
128-245 |
1-165 |
1.2% |
0-287 |
0.7% |
79% |
True |
False |
1,145,541 |
| 10 |
130-090 |
128-180 |
1-230 |
1.3% |
0-243 |
0.6% |
82% |
True |
False |
1,060,299 |
| 20 |
131-045 |
127-230 |
3-135 |
2.6% |
0-248 |
0.6% |
66% |
False |
False |
1,118,342 |
| 40 |
131-195 |
127-230 |
3-285 |
3.0% |
0-212 |
0.5% |
58% |
False |
False |
798,495 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-194 |
0.5% |
51% |
False |
False |
533,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-021 |
|
2.618 |
132-196 |
|
1.618 |
131-231 |
|
1.000 |
131-055 |
|
0.618 |
130-266 |
|
HIGH |
130-090 |
|
0.618 |
129-301 |
|
0.500 |
129-268 |
|
0.382 |
129-234 |
|
LOW |
129-125 |
|
0.618 |
128-269 |
|
1.000 |
128-160 |
|
1.618 |
127-304 |
|
2.618 |
127-019 |
|
4.250 |
125-194 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-296 |
129-262 |
| PP |
129-282 |
129-215 |
| S1 |
129-268 |
129-168 |
|