ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
131-220 |
131-230 |
0-010 |
0.0% |
131-185 |
High |
131-250 |
132-040 |
0-110 |
0.3% |
131-290 |
Low |
131-060 |
131-190 |
0-130 |
0.3% |
131-095 |
Close |
131-220 |
131-295 |
0-075 |
0.2% |
131-215 |
Range |
0-190 |
0-170 |
-0-020 |
-10.5% |
0-195 |
ATR |
0-192 |
0-190 |
-0-002 |
-0.8% |
0-000 |
Volume |
1,233,201 |
1,091,669 |
-141,532 |
-11.5% |
4,357,463 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-152 |
133-073 |
132-068 |
|
R3 |
132-302 |
132-223 |
132-022 |
|
R2 |
132-132 |
132-132 |
132-006 |
|
R1 |
132-053 |
132-053 |
131-311 |
132-092 |
PP |
131-282 |
131-282 |
131-282 |
131-301 |
S1 |
131-203 |
131-203 |
131-279 |
131-242 |
S2 |
131-112 |
131-112 |
131-264 |
|
S3 |
130-262 |
131-033 |
131-248 |
|
S4 |
130-092 |
130-183 |
131-202 |
|
|
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 |
131-060 |
0-305 |
0.7% |
0-150 |
0.4% |
77% |
False |
False |
932,392 |
10 |
132-045 |
131-035 |
1-010 |
0.8% |
0-147 |
0.3% |
79% |
False |
False |
924,046 |
20 |
132-045 |
128-245 |
3-120 |
2.6% |
0-188 |
0.4% |
94% |
False |
False |
1,004,695 |
40 |
132-045 |
127-230 |
4-135 |
3.4% |
0-204 |
0.5% |
95% |
False |
False |
1,023,862 |
60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-192 |
0.5% |
95% |
False |
False |
755,481 |
80 |
132-050 |
127-230 |
4-140 |
3.4% |
0-177 |
0.4% |
95% |
False |
False |
566,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-122 |
2.618 |
133-165 |
1.618 |
132-315 |
1.000 |
132-210 |
0.618 |
132-145 |
HIGH |
132-040 |
0.618 |
131-295 |
0.500 |
131-275 |
0.382 |
131-255 |
LOW |
131-190 |
0.618 |
131-085 |
1.000 |
131-020 |
1.618 |
130-235 |
2.618 |
130-065 |
4.250 |
129-108 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
131-288 |
131-267 |
PP |
131-282 |
131-238 |
S1 |
131-275 |
131-210 |
|