ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
131-040 |
131-185 |
0-145 |
0.3% |
131-100 |
High |
131-215 |
131-290 |
0-075 |
0.2% |
131-235 |
Low |
131-035 |
131-150 |
0-115 |
0.3% |
130-285 |
Close |
131-170 |
131-220 |
0-050 |
0.1% |
131-170 |
Range |
0-180 |
0-140 |
-0-040 |
-22.2% |
0-270 |
ATR |
0-231 |
0-225 |
-0-007 |
-2.8% |
0-000 |
Volume |
917,816 |
984,262 |
66,446 |
7.2% |
5,021,656 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-000 |
132-250 |
131-297 |
|
R3 |
132-180 |
132-110 |
131-258 |
|
R2 |
132-040 |
132-040 |
131-246 |
|
R1 |
131-290 |
131-290 |
131-233 |
132-005 |
PP |
131-220 |
131-220 |
131-220 |
131-238 |
S1 |
131-150 |
131-150 |
131-207 |
131-185 |
S2 |
131-080 |
131-080 |
131-194 |
|
S3 |
130-260 |
131-010 |
131-182 |
|
S4 |
130-120 |
130-190 |
131-143 |
|
|
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 |
131-290 |
130-295 |
0-315 |
0.7% |
0-175 |
0.4% |
78% |
True |
False |
1,089,156 |
10 |
131-290 |
128-245 |
3-045 |
2.4% |
0-219 |
0.5% |
93% |
True |
False |
1,066,078 |
20 |
131-290 |
127-230 |
4-060 |
3.2% |
0-222 |
0.5% |
95% |
True |
False |
1,059,204 |
40 |
131-290 |
127-230 |
4-060 |
3.2% |
0-208 |
0.5% |
95% |
True |
False |
946,871 |
60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-196 |
0.5% |
89% |
False |
False |
633,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-245 |
2.618 |
133-017 |
1.618 |
132-197 |
1.000 |
132-110 |
0.618 |
132-057 |
HIGH |
131-290 |
0.618 |
131-237 |
0.500 |
131-220 |
0.382 |
131-203 |
LOW |
131-150 |
0.618 |
131-063 |
1.000 |
131-010 |
1.618 |
130-243 |
2.618 |
130-103 |
4.250 |
129-195 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
131-220 |
131-195 |
PP |
131-220 |
131-170 |
S1 |
131-220 |
131-145 |
|