ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 02-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
Open |
132-075 |
132-020 |
-0-055 |
-0.1% |
131-230 |
High |
132-130 |
132-130 |
0-000 |
0.0% |
132-170 |
Low |
131-295 |
131-275 |
-0-020 |
0.0% |
131-060 |
Close |
131-310 |
132-060 |
0-070 |
0.2% |
132-050 |
Range |
0-155 |
0-175 |
0-020 |
12.9% |
1-110 |
ATR |
0-183 |
0-183 |
-0-001 |
-0.3% |
0-000 |
Volume |
765,514 |
955,178 |
189,664 |
24.8% |
4,933,467 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-253 |
133-172 |
132-156 |
|
R3 |
133-078 |
132-317 |
132-108 |
|
R2 |
132-223 |
132-223 |
132-092 |
|
R1 |
132-142 |
132-142 |
132-076 |
132-182 |
PP |
132-048 |
132-048 |
132-048 |
132-069 |
S1 |
131-287 |
131-287 |
132-044 |
132-008 |
S2 |
131-193 |
131-193 |
132-028 |
|
S3 |
131-018 |
131-112 |
132-012 |
|
S4 |
130-163 |
130-257 |
131-284 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-317 |
135-133 |
132-286 |
|
R3 |
134-207 |
134-023 |
132-168 |
|
R2 |
133-097 |
133-097 |
132-129 |
|
R1 |
132-233 |
132-233 |
132-089 |
133-005 |
PP |
131-307 |
131-307 |
131-307 |
132-032 |
S1 |
131-123 |
131-123 |
132-011 |
131-215 |
S2 |
130-197 |
130-197 |
131-291 |
|
S3 |
129-087 |
130-013 |
131-252 |
|
S4 |
127-297 |
128-223 |
131-134 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-170 |
131-190 |
0-300 |
0.7% |
0-162 |
0.4% |
63% |
False |
False |
881,967 |
10 |
132-170 |
131-060 |
1-110 |
1.0% |
0-152 |
0.4% |
74% |
False |
False |
896,005 |
20 |
132-170 |
128-245 |
3-245 |
2.8% |
0-167 |
0.4% |
91% |
False |
False |
951,184 |
40 |
132-170 |
127-230 |
4-260 |
3.6% |
0-200 |
0.5% |
93% |
False |
False |
1,014,525 |
60 |
132-170 |
127-230 |
4-260 |
3.6% |
0-193 |
0.5% |
93% |
False |
False |
810,353 |
80 |
132-170 |
127-230 |
4-260 |
3.6% |
0-181 |
0.4% |
93% |
False |
False |
608,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-234 |
2.618 |
133-268 |
1.618 |
133-093 |
1.000 |
132-305 |
0.618 |
132-238 |
HIGH |
132-130 |
0.618 |
132-063 |
0.500 |
132-042 |
0.382 |
132-022 |
LOW |
131-275 |
0.618 |
131-167 |
1.000 |
131-100 |
1.618 |
130-312 |
2.618 |
130-137 |
4.250 |
129-171 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
132-054 |
132-054 |
PP |
132-048 |
132-048 |
S1 |
132-042 |
132-042 |
|