ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
135-015 |
135-210 |
0-195 |
0.5% |
133-240 |
| High |
135-290 |
135-270 |
-0-020 |
0.0% |
135-290 |
| Low |
134-300 |
134-315 |
0-015 |
0.0% |
133-155 |
| Close |
135-210 |
135-000 |
-0-210 |
-0.5% |
135-210 |
| Range |
0-310 |
0-275 |
-0-035 |
-11.3% |
2-135 |
| ATR |
0-198 |
0-203 |
0-006 |
2.8% |
0-000 |
| Volume |
156,530 |
52,531 |
-103,999 |
-66.4% |
4,493,055 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-273 |
137-092 |
135-151 |
|
| R3 |
136-318 |
136-137 |
135-076 |
|
| R2 |
136-043 |
136-043 |
135-050 |
|
| R1 |
135-182 |
135-182 |
135-025 |
135-135 |
| PP |
135-088 |
135-088 |
135-088 |
135-065 |
| S1 |
134-227 |
134-227 |
134-295 |
134-180 |
| S2 |
134-133 |
134-133 |
134-270 |
|
| S3 |
133-178 |
133-272 |
134-244 |
|
| S4 |
132-223 |
132-317 |
134-169 |
|
|
| 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 |
133-155 |
2-135 |
1.8% |
0-279 |
0.6% |
63% |
False |
False |
909,117 |
| 10 |
135-290 |
133-040 |
2-250 |
2.1% |
0-216 |
0.5% |
67% |
False |
False |
1,094,549 |
| 20 |
135-290 |
132-175 |
3-115 |
2.5% |
0-183 |
0.4% |
73% |
False |
False |
1,086,641 |
| 40 |
135-290 |
130-285 |
5-005 |
3.7% |
0-170 |
0.4% |
82% |
False |
False |
1,011,033 |
| 60 |
135-290 |
127-230 |
8-060 |
6.1% |
0-196 |
0.5% |
89% |
False |
False |
1,046,803 |
| 80 |
135-290 |
127-230 |
8-060 |
6.1% |
0-191 |
0.4% |
89% |
False |
False |
904,764 |
| 100 |
135-290 |
127-230 |
8-060 |
6.1% |
0-184 |
0.4% |
89% |
False |
False |
724,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-159 |
|
2.618 |
138-030 |
|
1.618 |
137-075 |
|
1.000 |
136-225 |
|
0.618 |
136-120 |
|
HIGH |
135-270 |
|
0.618 |
135-165 |
|
0.500 |
135-132 |
|
0.382 |
135-100 |
|
LOW |
134-315 |
|
0.618 |
134-145 |
|
1.000 |
134-040 |
|
1.618 |
133-190 |
|
2.618 |
132-235 |
|
4.250 |
131-106 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
135-132 |
135-055 |
| PP |
135-088 |
135-037 |
| S1 |
135-044 |
135-018 |
|