ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
130-100 |
130-190 |
0-090 |
0.2% |
129-300 |
High |
130-140 |
130-230 |
0-090 |
0.2% |
130-180 |
Low |
130-070 |
130-170 |
0-100 |
0.2% |
129-300 |
Close |
130-120 |
130-170 |
0-050 |
0.1% |
130-120 |
Range |
0-070 |
0-060 |
-0-010 |
-14.3% |
0-200 |
ATR |
0-139 |
0-137 |
-0-002 |
-1.5% |
0-000 |
Volume |
469 |
3,014 |
2,545 |
542.6% |
4,950 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-050 |
131-010 |
130-203 |
|
R3 |
130-310 |
130-270 |
130-186 |
|
R2 |
130-250 |
130-250 |
130-181 |
|
R1 |
130-210 |
130-210 |
130-176 |
130-200 |
PP |
130-190 |
130-190 |
130-190 |
130-185 |
S1 |
130-150 |
130-150 |
130-164 |
130-140 |
S2 |
130-130 |
130-130 |
130-159 |
|
S3 |
130-070 |
130-090 |
130-154 |
|
S4 |
130-010 |
130-030 |
130-137 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-053 |
131-287 |
130-230 |
|
R3 |
131-173 |
131-087 |
130-175 |
|
R2 |
130-293 |
130-293 |
130-157 |
|
R1 |
130-207 |
130-207 |
130-138 |
130-250 |
PP |
130-093 |
130-093 |
130-093 |
130-115 |
S1 |
130-007 |
130-007 |
130-102 |
130-050 |
S2 |
129-213 |
129-213 |
130-083 |
|
S3 |
129-013 |
129-127 |
130-065 |
|
S4 |
128-133 |
128-247 |
130-010 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-165 |
2.618 |
131-067 |
1.618 |
131-007 |
1.000 |
130-290 |
0.618 |
130-267 |
HIGH |
130-230 |
0.618 |
130-207 |
0.500 |
130-200 |
0.382 |
130-193 |
LOW |
130-170 |
0.618 |
130-133 |
1.000 |
130-110 |
1.618 |
130-073 |
2.618 |
130-013 |
4.250 |
129-235 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
130-200 |
130-150 |
PP |
130-190 |
130-130 |
S1 |
130-180 |
130-110 |
|