ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
130-190 |
130-090 |
-0-100 |
-0.2% |
129-300 |
High |
130-230 |
130-100 |
-0-130 |
-0.3% |
130-180 |
Low |
130-170 |
130-060 |
-0-110 |
-0.3% |
129-300 |
Close |
130-170 |
130-090 |
-0-080 |
-0.2% |
130-120 |
Range |
0-060 |
0-040 |
-0-020 |
-33.3% |
0-200 |
ATR |
0-137 |
0-135 |
-0-002 |
-1.4% |
0-000 |
Volume |
3,014 |
646 |
-2,368 |
-78.6% |
4,950 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-203 |
130-187 |
130-112 |
|
R3 |
130-163 |
130-147 |
130-101 |
|
R2 |
130-123 |
130-123 |
130-097 |
|
R1 |
130-107 |
130-107 |
130-094 |
130-110 |
PP |
130-083 |
130-083 |
130-083 |
130-085 |
S1 |
130-067 |
130-067 |
130-086 |
130-070 |
S2 |
130-043 |
130-043 |
130-083 |
|
S3 |
130-003 |
130-027 |
130-079 |
|
S4 |
129-283 |
129-307 |
130-068 |
|
|
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 |
130-270 |
2.618 |
130-205 |
1.618 |
130-165 |
1.000 |
130-140 |
0.618 |
130-125 |
HIGH |
130-100 |
0.618 |
130-085 |
0.500 |
130-080 |
0.382 |
130-075 |
LOW |
130-060 |
0.618 |
130-035 |
1.000 |
130-020 |
1.618 |
129-315 |
2.618 |
129-275 |
4.250 |
129-210 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
130-087 |
130-145 |
PP |
130-083 |
130-127 |
S1 |
130-080 |
130-108 |
|