ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
128-130 |
128-180 |
0-050 |
0.1% |
127-280 |
| High |
128-140 |
128-180 |
0-040 |
0.1% |
128-220 |
| Low |
128-130 |
127-210 |
-0-240 |
-0.6% |
127-280 |
| Close |
128-140 |
127-210 |
-0-250 |
-0.6% |
128-080 |
| Range |
0-010 |
0-290 |
0-280 |
2,800.0% |
0-260 |
| ATR |
0-108 |
0-121 |
0-013 |
12.0% |
0-000 |
| Volume |
3 |
406 |
403 |
13,433.3% |
1,699 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-217 |
130-023 |
128-050 |
|
| R3 |
129-247 |
129-053 |
127-290 |
|
| R2 |
128-277 |
128-277 |
127-263 |
|
| R1 |
128-083 |
128-083 |
127-237 |
128-035 |
| PP |
127-307 |
127-307 |
127-307 |
127-282 |
| S1 |
127-113 |
127-113 |
127-183 |
127-065 |
| S2 |
127-017 |
127-017 |
127-157 |
|
| S3 |
126-047 |
126-143 |
127-130 |
|
| S4 |
125-077 |
125-173 |
127-050 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-227 |
130-093 |
128-223 |
|
| R3 |
129-287 |
129-153 |
128-152 |
|
| R2 |
129-027 |
129-027 |
128-128 |
|
| R1 |
128-213 |
128-213 |
128-104 |
128-280 |
| PP |
128-087 |
128-087 |
128-087 |
128-120 |
| S1 |
127-273 |
127-273 |
128-056 |
128-020 |
| S2 |
127-147 |
127-147 |
128-032 |
|
| S3 |
126-207 |
127-013 |
128-008 |
|
| S4 |
125-267 |
126-073 |
127-257 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-132 |
|
2.618 |
130-299 |
|
1.618 |
130-009 |
|
1.000 |
129-150 |
|
0.618 |
129-039 |
|
HIGH |
128-180 |
|
0.618 |
128-069 |
|
0.500 |
128-035 |
|
0.382 |
128-001 |
|
LOW |
127-210 |
|
0.618 |
127-031 |
|
1.000 |
126-240 |
|
1.618 |
126-061 |
|
2.618 |
125-091 |
|
4.250 |
123-258 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
128-035 |
128-035 |
| PP |
127-307 |
127-307 |
| S1 |
127-258 |
127-258 |
|