ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 12-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
130-160 |
130-020 |
-0-140 |
-0.3% |
128-130 |
High |
130-180 |
130-080 |
-0-100 |
-0.2% |
129-280 |
Low |
130-000 |
129-310 |
-0-010 |
0.0% |
127-210 |
Close |
130-060 |
130-000 |
-0-060 |
-0.1% |
129-280 |
Range |
0-180 |
0-090 |
-0-090 |
-50.0% |
2-070 |
ATR |
0-142 |
0-139 |
-0-004 |
-2.6% |
0-000 |
Volume |
3,211 |
1,018 |
-2,193 |
-68.3% |
1,009 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-293 |
130-237 |
130-050 |
|
R3 |
130-203 |
130-147 |
130-025 |
|
R2 |
130-113 |
130-113 |
130-016 |
|
R1 |
130-057 |
130-057 |
130-008 |
130-040 |
PP |
130-023 |
130-023 |
130-023 |
130-015 |
S1 |
129-287 |
129-287 |
129-312 |
129-270 |
S2 |
129-253 |
129-253 |
129-304 |
|
S3 |
129-163 |
129-197 |
129-295 |
|
S4 |
129-073 |
129-107 |
129-270 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-253 |
135-017 |
131-030 |
|
R3 |
133-183 |
132-267 |
130-155 |
|
R2 |
131-113 |
131-113 |
130-090 |
|
R1 |
130-197 |
130-197 |
130-025 |
130-315 |
PP |
129-043 |
129-043 |
129-043 |
129-102 |
S1 |
128-127 |
128-127 |
129-215 |
128-245 |
S2 |
126-293 |
126-293 |
129-150 |
|
S3 |
124-223 |
126-057 |
129-085 |
|
S4 |
122-153 |
123-307 |
128-210 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-142 |
2.618 |
130-316 |
1.618 |
130-226 |
1.000 |
130-170 |
0.618 |
130-136 |
HIGH |
130-080 |
0.618 |
130-046 |
0.500 |
130-035 |
0.382 |
130-024 |
LOW |
129-310 |
0.618 |
129-254 |
1.000 |
129-220 |
1.618 |
129-164 |
2.618 |
129-074 |
4.250 |
128-248 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
130-035 |
130-080 |
PP |
130-023 |
130-053 |
S1 |
130-012 |
130-027 |
|