ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 24-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
131-230 |
131-305 |
0-075 |
0.2% |
131-185 |
High |
132-045 |
132-035 |
-0-010 |
0.0% |
131-290 |
Low |
131-225 |
131-210 |
-0-015 |
0.0% |
131-095 |
Close |
131-315 |
131-250 |
-0-065 |
-0.2% |
131-215 |
Range |
0-140 |
0-145 |
0-005 |
3.6% |
0-195 |
ATR |
0-196 |
0-192 |
-0-004 |
-1.9% |
0-000 |
Volume |
795,588 |
844,730 |
49,142 |
6.2% |
4,357,463 |
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-067 |
132-303 |
132-010 |
|
R3 |
132-242 |
132-158 |
131-290 |
|
R2 |
132-097 |
132-097 |
131-277 |
|
R1 |
132-013 |
132-013 |
131-263 |
131-302 |
PP |
131-272 |
131-272 |
131-272 |
131-256 |
S1 |
131-188 |
131-188 |
131-237 |
131-158 |
S2 |
131-127 |
131-127 |
131-223 |
|
S3 |
130-302 |
131-043 |
131-210 |
|
S4 |
130-157 |
130-218 |
131-170 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-145 |
133-055 |
132-002 |
|
R3 |
132-270 |
132-180 |
131-269 |
|
R2 |
132-075 |
132-075 |
131-251 |
|
R1 |
131-305 |
131-305 |
131-233 |
132-030 |
PP |
131-200 |
131-200 |
131-200 |
131-222 |
S1 |
131-110 |
131-110 |
131-197 |
131-155 |
S2 |
131-005 |
131-005 |
131-179 |
|
S3 |
130-130 |
130-235 |
131-161 |
|
S4 |
129-255 |
130-040 |
131-108 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-045 |
131-095 |
0-270 |
0.6% |
0-128 |
0.3% |
57% |
False |
False |
820,755 |
10 |
132-045 |
131-000 |
1-045 |
0.9% |
0-140 |
0.3% |
68% |
False |
False |
907,526 |
20 |
132-045 |
128-245 |
3-120 |
2.6% |
0-191 |
0.5% |
89% |
False |
False |
988,080 |
40 |
132-045 |
127-230 |
4-135 |
3.4% |
0-204 |
0.5% |
92% |
False |
False |
1,029,586 |
60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-191 |
0.5% |
92% |
False |
False |
716,894 |
80 |
132-050 |
127-230 |
4-140 |
3.4% |
0-174 |
0.4% |
92% |
False |
False |
537,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-011 |
2.618 |
133-095 |
1.618 |
132-270 |
1.000 |
132-180 |
0.618 |
132-125 |
HIGH |
132-035 |
0.618 |
131-300 |
0.500 |
131-282 |
0.382 |
131-265 |
LOW |
131-210 |
0.618 |
131-120 |
1.000 |
131-065 |
1.618 |
130-295 |
2.618 |
130-150 |
4.250 |
129-234 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
131-282 |
131-255 |
PP |
131-272 |
131-253 |
S1 |
131-261 |
131-252 |
|