ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
133-135 |
133-230 |
0-095 |
0.2% |
133-040 |
High |
133-260 |
133-270 |
0-010 |
0.0% |
133-270 |
Low |
133-050 |
133-155 |
0-105 |
0.2% |
133-005 |
Close |
133-245 |
133-260 |
0-015 |
0.0% |
133-260 |
Range |
0-210 |
0-115 |
-0-095 |
-45.2% |
0-265 |
ATR |
0-172 |
0-168 |
-0-004 |
-2.4% |
0-000 |
Volume |
1,319,020 |
1,130,586 |
-188,434 |
-14.3% |
6,033,421 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-253 |
134-212 |
134-003 |
|
R3 |
134-138 |
134-097 |
133-292 |
|
R2 |
134-023 |
134-023 |
133-281 |
|
R1 |
133-302 |
133-302 |
133-271 |
134-002 |
PP |
133-228 |
133-228 |
133-228 |
133-239 |
S1 |
133-187 |
133-187 |
133-249 |
133-208 |
S2 |
133-113 |
133-113 |
133-239 |
|
S3 |
132-318 |
133-072 |
133-228 |
|
S4 |
132-203 |
132-277 |
133-197 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-013 |
135-242 |
134-086 |
|
R3 |
135-068 |
134-297 |
134-013 |
|
R2 |
134-123 |
134-123 |
133-309 |
|
R1 |
134-032 |
134-032 |
133-284 |
134-078 |
PP |
133-178 |
133-178 |
133-178 |
133-201 |
S1 |
133-087 |
133-087 |
133-236 |
133-132 |
S2 |
132-233 |
132-233 |
133-211 |
|
S3 |
131-288 |
132-142 |
133-187 |
|
S4 |
131-023 |
131-197 |
133-114 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-270 |
133-005 |
0-265 |
0.6% |
0-161 |
0.4% |
96% |
True |
False |
1,206,684 |
10 |
133-270 |
132-175 |
1-095 |
1.0% |
0-150 |
0.4% |
98% |
True |
False |
1,078,733 |
20 |
133-270 |
131-060 |
2-210 |
2.0% |
0-157 |
0.4% |
99% |
True |
False |
1,005,836 |
40 |
133-270 |
128-180 |
5-090 |
3.9% |
0-177 |
0.4% |
99% |
True |
False |
1,002,470 |
60 |
133-270 |
127-230 |
6-040 |
4.6% |
0-188 |
0.4% |
99% |
True |
False |
1,019,713 |
80 |
133-270 |
127-230 |
6-040 |
4.6% |
0-182 |
0.4% |
99% |
True |
False |
768,666 |
100 |
133-270 |
127-230 |
6-040 |
4.6% |
0-170 |
0.4% |
99% |
True |
False |
614,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-119 |
2.618 |
134-251 |
1.618 |
134-136 |
1.000 |
134-065 |
0.618 |
134-021 |
HIGH |
133-270 |
0.618 |
133-226 |
0.500 |
133-212 |
0.382 |
133-199 |
LOW |
133-155 |
0.618 |
133-084 |
1.000 |
133-040 |
1.618 |
132-289 |
2.618 |
132-174 |
4.250 |
131-306 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
133-244 |
133-219 |
PP |
133-228 |
133-178 |
S1 |
133-212 |
133-138 |
|