ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
134-210 |
135-015 |
0-125 |
0.3% |
133-240 |
| High |
135-085 |
135-290 |
0-205 |
0.5% |
135-290 |
| Low |
134-140 |
134-300 |
0-160 |
0.4% |
133-155 |
| Close |
134-290 |
135-210 |
0-240 |
0.6% |
135-210 |
| Range |
0-265 |
0-310 |
0-045 |
17.0% |
2-135 |
| ATR |
0-188 |
0-198 |
0-009 |
5.0% |
0-000 |
| Volume |
429,405 |
156,530 |
-272,875 |
-63.5% |
4,493,055 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-130 |
138-000 |
136-060 |
|
| R3 |
137-140 |
137-010 |
135-295 |
|
| R2 |
136-150 |
136-150 |
135-267 |
|
| R1 |
136-020 |
136-020 |
135-238 |
136-085 |
| PP |
135-160 |
135-160 |
135-160 |
135-192 |
| S1 |
135-030 |
135-030 |
135-182 |
135-095 |
| S2 |
134-170 |
134-170 |
135-153 |
|
| S3 |
133-180 |
134-040 |
135-125 |
|
| S4 |
132-190 |
133-050 |
135-040 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-090 |
141-125 |
136-316 |
|
| R3 |
139-275 |
138-310 |
136-103 |
|
| R2 |
137-140 |
137-140 |
136-032 |
|
| R1 |
136-175 |
136-175 |
135-281 |
136-318 |
| PP |
135-005 |
135-005 |
135-005 |
135-076 |
| S1 |
134-040 |
134-040 |
135-139 |
134-182 |
| S2 |
132-190 |
132-190 |
135-068 |
|
| S3 |
130-055 |
131-225 |
134-317 |
|
| S4 |
127-240 |
129-090 |
134-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-290 |
133-105 |
2-185 |
1.9% |
0-257 |
0.6% |
90% |
True |
False |
1,142,265 |
| 10 |
135-290 |
133-040 |
2-250 |
2.1% |
0-200 |
0.5% |
91% |
True |
False |
1,202,354 |
| 20 |
135-290 |
131-315 |
3-295 |
2.9% |
0-181 |
0.4% |
94% |
True |
False |
1,146,798 |
| 40 |
135-290 |
129-125 |
6-165 |
4.8% |
0-171 |
0.4% |
96% |
True |
False |
1,037,591 |
| 60 |
135-290 |
127-230 |
8-060 |
6.0% |
0-194 |
0.4% |
97% |
True |
False |
1,058,907 |
| 80 |
135-290 |
127-230 |
8-060 |
6.0% |
0-189 |
0.4% |
97% |
True |
False |
904,243 |
| 100 |
135-290 |
127-230 |
8-060 |
6.0% |
0-182 |
0.4% |
97% |
True |
False |
723,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-008 |
|
2.618 |
138-142 |
|
1.618 |
137-152 |
|
1.000 |
136-280 |
|
0.618 |
136-162 |
|
HIGH |
135-290 |
|
0.618 |
135-172 |
|
0.500 |
135-135 |
|
0.382 |
135-098 |
|
LOW |
134-300 |
|
0.618 |
134-108 |
|
1.000 |
133-310 |
|
1.618 |
133-118 |
|
2.618 |
132-128 |
|
4.250 |
130-262 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
135-185 |
135-117 |
| PP |
135-160 |
135-023 |
| S1 |
135-135 |
134-250 |
|