ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
132-280 |
132-300 |
0-020 |
0.0% |
132-045 |
High |
133-085 |
133-010 |
-0-075 |
-0.2% |
132-225 |
Low |
132-265 |
132-175 |
-0-090 |
-0.2% |
131-275 |
Close |
132-290 |
132-250 |
-0-040 |
-0.1% |
132-205 |
Range |
0-140 |
0-155 |
0-015 |
10.7% |
0-270 |
ATR |
0-176 |
0-174 |
-0-001 |
-0.9% |
0-000 |
Volume |
1,211,571 |
1,158,761 |
-52,810 |
-4.4% |
4,395,924 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-077 |
133-318 |
133-015 |
|
R3 |
133-242 |
133-163 |
132-293 |
|
R2 |
133-087 |
133-087 |
132-278 |
|
R1 |
133-008 |
133-008 |
132-264 |
132-290 |
PP |
132-252 |
132-252 |
132-252 |
132-232 |
S1 |
132-173 |
132-173 |
132-236 |
132-135 |
S2 |
132-097 |
132-097 |
132-222 |
|
S3 |
131-262 |
132-018 |
132-207 |
|
S4 |
131-107 |
131-183 |
132-165 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-298 |
134-202 |
133-034 |
|
R3 |
134-028 |
133-252 |
132-279 |
|
R2 |
133-078 |
133-078 |
132-254 |
|
R1 |
132-302 |
132-302 |
132-230 |
133-030 |
PP |
132-128 |
132-128 |
132-128 |
132-152 |
S1 |
132-032 |
132-032 |
132-180 |
132-080 |
S2 |
131-178 |
131-178 |
132-156 |
|
S3 |
130-228 |
131-082 |
132-131 |
|
S4 |
129-278 |
130-132 |
132-056 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-085 |
131-315 |
1-090 |
1.0% |
0-168 |
0.4% |
62% |
False |
False |
1,048,703 |
10 |
133-085 |
131-275 |
1-130 |
1.1% |
0-160 |
0.4% |
66% |
False |
False |
935,203 |
20 |
133-085 |
131-035 |
2-050 |
1.6% |
0-154 |
0.4% |
78% |
False |
False |
929,625 |
40 |
133-085 |
127-230 |
5-175 |
4.2% |
0-193 |
0.5% |
91% |
False |
False |
1,015,053 |
60 |
133-085 |
127-230 |
5-175 |
4.2% |
0-193 |
0.5% |
91% |
False |
False |
909,997 |
80 |
133-085 |
127-230 |
5-175 |
4.2% |
0-185 |
0.4% |
91% |
False |
False |
683,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-029 |
2.618 |
134-096 |
1.618 |
133-261 |
1.000 |
133-165 |
0.618 |
133-106 |
HIGH |
133-010 |
0.618 |
132-271 |
0.500 |
132-252 |
0.382 |
132-234 |
LOW |
132-175 |
0.618 |
132-079 |
1.000 |
132-020 |
1.618 |
131-244 |
2.618 |
131-089 |
4.250 |
130-156 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
132-252 |
132-290 |
PP |
132-252 |
132-277 |
S1 |
132-251 |
132-263 |
|