ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
131-150 |
131-195 |
0-045 |
0.1% |
131-100 |
High |
131-220 |
131-260 |
0-040 |
0.1% |
131-235 |
Low |
131-095 |
131-135 |
0-040 |
0.1% |
130-285 |
Close |
131-180 |
131-245 |
0-065 |
0.2% |
131-170 |
Range |
0-125 |
0-125 |
0-000 |
0.0% |
0-270 |
ATR |
0-213 |
0-207 |
-0-006 |
-2.9% |
0-000 |
Volume |
786,759 |
979,928 |
193,169 |
24.6% |
5,021,656 |
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-268 |
132-222 |
131-314 |
|
R3 |
132-143 |
132-097 |
131-279 |
|
R2 |
132-018 |
132-018 |
131-268 |
|
R1 |
131-292 |
131-292 |
131-256 |
131-315 |
PP |
131-213 |
131-213 |
131-213 |
131-225 |
S1 |
131-167 |
131-167 |
131-234 |
131-190 |
S2 |
131-088 |
131-088 |
131-222 |
|
S3 |
130-283 |
131-042 |
131-211 |
|
S4 |
130-158 |
130-237 |
131-176 |
|
|
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 |
131-035 |
0-255 |
0.6% |
0-144 |
0.3% |
82% |
False |
False |
915,701 |
10 |
131-290 |
129-125 |
2-165 |
1.9% |
0-170 |
0.4% |
94% |
False |
False |
979,720 |
20 |
131-290 |
128-130 |
3-160 |
2.7% |
0-201 |
0.5% |
96% |
False |
False |
1,019,825 |
40 |
131-290 |
127-230 |
4-060 |
3.2% |
0-206 |
0.5% |
97% |
False |
False |
1,011,832 |
60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-196 |
0.5% |
91% |
False |
False |
678,022 |
80 |
132-050 |
127-230 |
4-140 |
3.4% |
0-172 |
0.4% |
91% |
False |
False |
508,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-151 |
2.618 |
132-267 |
1.618 |
132-142 |
1.000 |
132-065 |
0.618 |
132-017 |
HIGH |
131-260 |
0.618 |
131-212 |
0.500 |
131-198 |
0.382 |
131-183 |
LOW |
131-135 |
0.618 |
131-058 |
1.000 |
131-010 |
1.618 |
130-253 |
2.618 |
130-128 |
4.250 |
129-244 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
131-229 |
131-222 |
PP |
131-213 |
131-200 |
S1 |
131-198 |
131-178 |
|