ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
131-085 |
131-040 |
-0-045 |
-0.1% |
131-100 |
High |
131-150 |
131-215 |
0-065 |
0.2% |
131-235 |
Low |
131-000 |
131-035 |
0-035 |
0.1% |
130-285 |
Close |
131-045 |
131-170 |
0-125 |
0.3% |
131-170 |
Range |
0-150 |
0-180 |
0-030 |
20.0% |
0-270 |
ATR |
0-235 |
0-231 |
-0-004 |
-1.7% |
0-000 |
Volume |
1,105,084 |
917,816 |
-187,268 |
-16.9% |
5,021,656 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-040 |
132-285 |
131-269 |
|
R3 |
132-180 |
132-105 |
131-220 |
|
R2 |
132-000 |
132-000 |
131-203 |
|
R1 |
131-245 |
131-245 |
131-186 |
131-282 |
PP |
131-140 |
131-140 |
131-140 |
131-159 |
S1 |
131-065 |
131-065 |
131-154 |
131-102 |
S2 |
130-280 |
130-280 |
131-137 |
|
S3 |
130-100 |
130-205 |
131-120 |
|
S4 |
129-240 |
130-025 |
131-071 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-293 |
133-182 |
131-318 |
|
R3 |
133-023 |
132-232 |
131-244 |
|
R2 |
132-073 |
132-073 |
131-220 |
|
R1 |
131-282 |
131-282 |
131-195 |
132-018 |
PP |
131-123 |
131-123 |
131-123 |
131-151 |
S1 |
131-012 |
131-012 |
131-145 |
131-068 |
S2 |
130-173 |
130-173 |
131-120 |
|
S3 |
129-223 |
130-062 |
131-096 |
|
S4 |
128-273 |
129-112 |
131-022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-235 |
130-285 |
0-270 |
0.6% |
0-174 |
0.4% |
76% |
False |
False |
1,004,331 |
10 |
131-235 |
128-245 |
2-310 |
2.3% |
0-230 |
0.5% |
93% |
False |
False |
1,074,936 |
20 |
131-235 |
127-230 |
4-005 |
3.1% |
0-228 |
0.5% |
95% |
False |
False |
1,072,092 |
40 |
131-235 |
127-230 |
4-005 |
3.1% |
0-212 |
0.5% |
95% |
False |
False |
922,947 |
60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-198 |
0.5% |
86% |
False |
False |
617,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-020 |
2.618 |
133-046 |
1.618 |
132-186 |
1.000 |
132-075 |
0.618 |
132-006 |
HIGH |
131-215 |
0.618 |
131-146 |
0.500 |
131-125 |
0.382 |
131-104 |
LOW |
131-035 |
0.618 |
130-244 |
1.000 |
130-175 |
1.618 |
130-064 |
2.618 |
129-204 |
4.250 |
128-230 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
131-155 |
131-149 |
PP |
131-140 |
131-128 |
S1 |
131-125 |
131-108 |
|