ECBOT 10 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
134-245 |
134-065 |
-0-180 |
-0.4% |
135-210 |
High |
134-245 |
134-200 |
-0-045 |
-0.1% |
135-270 |
Low |
134-025 |
133-275 |
-0-070 |
-0.2% |
134-015 |
Close |
134-035 |
134-180 |
0-145 |
0.3% |
134-110 |
Range |
0-220 |
0-245 |
0-025 |
11.4% |
1-255 |
ATR |
0-218 |
0-220 |
0-002 |
0.9% |
0-000 |
Volume |
7,287 |
8,761 |
1,474 |
20.2% |
181,152 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-207 |
136-118 |
134-315 |
|
R3 |
135-282 |
135-193 |
134-247 |
|
R2 |
135-037 |
135-037 |
134-225 |
|
R1 |
134-268 |
134-268 |
134-202 |
134-312 |
PP |
134-112 |
134-112 |
134-112 |
134-134 |
S1 |
134-023 |
134-023 |
134-158 |
134-068 |
S2 |
133-187 |
133-187 |
134-135 |
|
S3 |
132-262 |
133-098 |
134-113 |
|
S4 |
132-017 |
132-173 |
134-045 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-043 |
139-012 |
135-106 |
|
R3 |
138-108 |
137-077 |
134-268 |
|
R2 |
136-173 |
136-173 |
134-215 |
|
R1 |
135-142 |
135-142 |
134-163 |
135-030 |
PP |
134-238 |
134-238 |
134-238 |
134-182 |
S1 |
133-207 |
133-207 |
134-057 |
133-095 |
S2 |
132-303 |
132-303 |
134-005 |
|
S3 |
131-048 |
131-272 |
133-272 |
|
S4 |
129-113 |
130-017 |
133-114 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135-005 |
133-140 |
1-185 |
1.2% |
0-247 |
0.6% |
71% |
False |
False |
12,919 |
10 |
135-290 |
133-140 |
2-150 |
1.8% |
0-252 |
0.6% |
46% |
False |
False |
79,660 |
20 |
135-290 |
133-005 |
2-285 |
2.1% |
0-217 |
0.5% |
54% |
False |
False |
745,808 |
40 |
135-290 |
131-060 |
4-230 |
3.5% |
0-183 |
0.4% |
72% |
False |
False |
842,095 |
60 |
135-290 |
127-230 |
8-060 |
6.1% |
0-193 |
0.4% |
84% |
False |
False |
909,742 |
80 |
135-290 |
127-230 |
8-060 |
6.1% |
0-196 |
0.5% |
84% |
False |
False |
905,667 |
100 |
135-290 |
127-230 |
8-060 |
6.1% |
0-191 |
0.4% |
84% |
False |
False |
725,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-281 |
2.618 |
136-201 |
1.618 |
135-276 |
1.000 |
135-125 |
0.618 |
135-031 |
HIGH |
134-200 |
0.618 |
134-106 |
0.500 |
134-078 |
0.382 |
134-049 |
LOW |
133-275 |
0.618 |
133-124 |
1.000 |
133-030 |
1.618 |
132-199 |
2.618 |
131-274 |
4.250 |
130-194 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
134-146 |
134-132 |
PP |
134-112 |
134-083 |
S1 |
134-078 |
134-035 |
|