ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
130-090 |
130-070 |
-0-020 |
0.0% |
129-300 |
High |
130-100 |
130-160 |
0-060 |
0.1% |
130-180 |
Low |
130-060 |
130-060 |
0-000 |
0.0% |
129-300 |
Close |
130-090 |
130-140 |
0-050 |
0.1% |
130-120 |
Range |
0-040 |
0-100 |
0-060 |
150.0% |
0-200 |
ATR |
0-135 |
0-132 |
-0-002 |
-1.8% |
0-000 |
Volume |
646 |
1,578 |
932 |
144.3% |
4,950 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-100 |
131-060 |
130-195 |
|
R3 |
131-000 |
130-280 |
130-168 |
|
R2 |
130-220 |
130-220 |
130-158 |
|
R1 |
130-180 |
130-180 |
130-149 |
130-200 |
PP |
130-120 |
130-120 |
130-120 |
130-130 |
S1 |
130-080 |
130-080 |
130-131 |
130-100 |
S2 |
130-020 |
130-020 |
130-122 |
|
S3 |
129-240 |
129-300 |
130-112 |
|
S4 |
129-140 |
129-200 |
130-085 |
|
|
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 |
131-265 |
2.618 |
131-102 |
1.618 |
131-002 |
1.000 |
130-260 |
0.618 |
130-222 |
HIGH |
130-160 |
0.618 |
130-122 |
0.500 |
130-110 |
0.382 |
130-098 |
LOW |
130-060 |
0.618 |
129-318 |
1.000 |
129-280 |
1.618 |
129-218 |
2.618 |
129-118 |
4.250 |
128-275 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
130-130 |
130-145 |
PP |
130-120 |
130-143 |
S1 |
130-110 |
130-142 |
|