ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
131-020 |
131-185 |
0-165 |
0.4% |
129-140 |
| High |
131-235 |
131-190 |
-0-045 |
-0.1% |
130-090 |
| Low |
130-295 |
131-045 |
0-070 |
0.2% |
128-245 |
| Close |
131-190 |
131-080 |
-0-110 |
-0.3% |
129-310 |
| Range |
0-260 |
0-145 |
-0-115 |
-44.2% |
1-165 |
| ATR |
0-249 |
0-242 |
-0-007 |
-3.0% |
0-000 |
| Volume |
1,384,035 |
1,054,586 |
-329,449 |
-23.8% |
4,654,866 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-220 |
132-135 |
131-160 |
|
| R3 |
132-075 |
131-310 |
131-120 |
|
| R2 |
131-250 |
131-250 |
131-107 |
|
| R1 |
131-165 |
131-165 |
131-093 |
131-135 |
| PP |
131-105 |
131-105 |
131-105 |
131-090 |
| S1 |
131-020 |
131-020 |
131-067 |
130-310 |
| S2 |
130-280 |
130-280 |
131-053 |
|
| S3 |
130-135 |
130-195 |
131-040 |
|
| S4 |
129-310 |
130-050 |
131-000 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-070 |
133-195 |
130-257 |
|
| R3 |
132-225 |
132-030 |
130-123 |
|
| R2 |
131-060 |
131-060 |
130-079 |
|
| R1 |
130-185 |
130-185 |
130-034 |
130-282 |
| PP |
129-215 |
129-215 |
129-215 |
129-264 |
| S1 |
129-020 |
129-020 |
129-266 |
129-118 |
| S2 |
128-050 |
128-050 |
129-221 |
|
| S3 |
126-205 |
127-175 |
129-177 |
|
| S4 |
125-040 |
126-010 |
129-043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-235 |
128-245 |
2-310 |
2.3% |
0-215 |
0.5% |
84% |
False |
False |
1,071,993 |
| 10 |
131-235 |
128-245 |
2-310 |
2.3% |
0-231 |
0.6% |
84% |
False |
False |
1,078,872 |
| 20 |
131-235 |
127-230 |
4-005 |
3.1% |
0-247 |
0.6% |
88% |
False |
False |
1,132,131 |
| 40 |
131-235 |
127-230 |
4-005 |
3.1% |
0-212 |
0.5% |
88% |
False |
False |
872,725 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-195 |
0.5% |
80% |
False |
False |
583,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-166 |
|
2.618 |
132-250 |
|
1.618 |
132-105 |
|
1.000 |
132-015 |
|
0.618 |
131-280 |
|
HIGH |
131-190 |
|
0.618 |
131-135 |
|
0.500 |
131-118 |
|
0.382 |
131-100 |
|
LOW |
131-045 |
|
0.618 |
130-275 |
|
1.000 |
130-220 |
|
1.618 |
130-130 |
|
2.618 |
129-305 |
|
4.250 |
129-069 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-118 |
131-100 |
| PP |
131-105 |
131-093 |
| S1 |
131-092 |
131-087 |
|