ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
131-185 |
131-200 |
0-015 |
0.0% |
131-100 |
High |
131-290 |
131-250 |
-0-040 |
-0.1% |
131-235 |
Low |
131-150 |
131-100 |
-0-050 |
-0.1% |
130-285 |
Close |
131-220 |
131-135 |
-0-085 |
-0.2% |
131-170 |
Range |
0-140 |
0-150 |
0-010 |
7.1% |
0-270 |
ATR |
0-225 |
0-220 |
-0-005 |
-2.4% |
0-000 |
Volume |
984,262 |
909,740 |
-74,522 |
-7.6% |
5,021,656 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-292 |
132-203 |
131-218 |
|
R3 |
132-142 |
132-053 |
131-176 |
|
R2 |
131-312 |
131-312 |
131-162 |
|
R1 |
131-223 |
131-223 |
131-149 |
131-192 |
PP |
131-162 |
131-162 |
131-162 |
131-146 |
S1 |
131-073 |
131-073 |
131-121 |
131-042 |
S2 |
131-012 |
131-012 |
131-108 |
|
S3 |
130-182 |
130-243 |
131-094 |
|
S4 |
130-032 |
130-093 |
131-052 |
|
|
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 |
131-000 |
0-290 |
0.7% |
0-153 |
0.4% |
47% |
False |
False |
994,297 |
10 |
131-290 |
128-245 |
3-045 |
2.4% |
0-210 |
0.5% |
85% |
False |
False |
1,060,180 |
20 |
131-290 |
127-230 |
4-060 |
3.2% |
0-212 |
0.5% |
88% |
False |
False |
1,045,038 |
40 |
131-290 |
127-230 |
4-060 |
3.2% |
0-208 |
0.5% |
88% |
False |
False |
969,239 |
60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-197 |
0.5% |
83% |
False |
False |
648,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-248 |
2.618 |
133-003 |
1.618 |
132-173 |
1.000 |
132-080 |
0.618 |
132-023 |
HIGH |
131-250 |
0.618 |
131-193 |
0.500 |
131-175 |
0.382 |
131-157 |
LOW |
131-100 |
0.618 |
131-007 |
1.000 |
130-270 |
1.618 |
130-177 |
2.618 |
130-027 |
4.250 |
129-102 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
131-175 |
131-162 |
PP |
131-162 |
131-153 |
S1 |
131-148 |
131-144 |
|