ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
133-185 |
133-150 |
-0-035 |
-0.1% |
133-040 |
High |
133-185 |
133-285 |
0-100 |
0.2% |
133-270 |
Low |
133-040 |
133-125 |
0-085 |
0.2% |
133-005 |
Close |
133-100 |
133-255 |
0-155 |
0.4% |
133-260 |
Range |
0-145 |
0-160 |
0-015 |
10.3% |
0-265 |
ATR |
0-165 |
0-167 |
0-001 |
0.8% |
0-000 |
Volume |
1,197,147 |
1,326,870 |
129,723 |
10.8% |
6,033,421 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-062 |
134-318 |
134-023 |
|
R3 |
134-222 |
134-158 |
133-299 |
|
R2 |
134-062 |
134-062 |
133-284 |
|
R1 |
133-318 |
133-318 |
133-270 |
134-030 |
PP |
133-222 |
133-222 |
133-222 |
133-238 |
S1 |
133-158 |
133-158 |
133-240 |
133-190 |
S2 |
133-062 |
133-062 |
133-226 |
|
S3 |
132-222 |
132-318 |
133-211 |
|
S4 |
132-062 |
132-158 |
133-167 |
|
|
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 |
133-285 |
133-040 |
0-245 |
0.6% |
0-151 |
0.4% |
88% |
True |
False |
1,155,367 |
10 |
133-285 |
132-175 |
1-110 |
1.0% |
0-148 |
0.3% |
93% |
True |
False |
1,128,549 |
20 |
133-285 |
131-190 |
2-095 |
1.7% |
0-154 |
0.4% |
96% |
True |
False |
1,028,521 |
40 |
133-285 |
128-245 |
5-040 |
3.8% |
0-171 |
0.4% |
98% |
True |
False |
1,015,326 |
60 |
133-285 |
127-230 |
6-055 |
4.6% |
0-189 |
0.4% |
98% |
True |
False |
1,031,502 |
80 |
133-285 |
127-230 |
6-055 |
4.6% |
0-183 |
0.4% |
98% |
True |
False |
810,180 |
100 |
133-285 |
127-230 |
6-055 |
4.6% |
0-171 |
0.4% |
98% |
True |
False |
648,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-005 |
2.618 |
135-064 |
1.618 |
134-224 |
1.000 |
134-125 |
0.618 |
134-064 |
HIGH |
133-285 |
0.618 |
133-224 |
0.500 |
133-205 |
0.382 |
133-186 |
LOW |
133-125 |
0.618 |
133-026 |
1.000 |
132-285 |
1.618 |
132-186 |
2.618 |
132-026 |
4.250 |
131-085 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
133-238 |
133-224 |
PP |
133-222 |
133-193 |
S1 |
133-205 |
133-162 |
|