ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
130-170 |
130-280 |
0-110 |
0.3% |
130-190 |
High |
130-180 |
131-000 |
0-140 |
0.3% |
130-230 |
Low |
130-120 |
130-260 |
0-140 |
0.3% |
130-060 |
Close |
130-180 |
130-280 |
0-100 |
0.2% |
130-180 |
Range |
0-060 |
0-060 |
0-000 |
0.0% |
0-170 |
ATR |
0-125 |
0-126 |
0-001 |
0.9% |
0-000 |
Volume |
3,595 |
375 |
-3,220 |
-89.6% |
13,708 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-147 |
131-113 |
130-313 |
|
R3 |
131-087 |
131-053 |
130-296 |
|
R2 |
131-027 |
131-027 |
130-291 |
|
R1 |
130-313 |
130-313 |
130-286 |
130-310 |
PP |
130-287 |
130-287 |
130-287 |
130-285 |
S1 |
130-253 |
130-253 |
130-274 |
130-250 |
S2 |
130-227 |
130-227 |
130-269 |
|
S3 |
130-167 |
130-193 |
130-264 |
|
S4 |
130-107 |
130-133 |
130-247 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-027 |
131-273 |
130-274 |
|
R3 |
131-177 |
131-103 |
130-227 |
|
R2 |
131-007 |
131-007 |
130-211 |
|
R1 |
130-253 |
130-253 |
130-196 |
130-205 |
PP |
130-157 |
130-157 |
130-157 |
130-132 |
S1 |
130-083 |
130-083 |
130-164 |
130-035 |
S2 |
129-307 |
129-307 |
130-149 |
|
S3 |
129-137 |
129-233 |
130-133 |
|
S4 |
128-287 |
129-063 |
130-086 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-255 |
2.618 |
131-157 |
1.618 |
131-097 |
1.000 |
131-060 |
0.618 |
131-037 |
HIGH |
131-000 |
0.618 |
130-297 |
0.500 |
130-290 |
0.382 |
130-283 |
LOW |
130-260 |
0.618 |
130-223 |
1.000 |
130-200 |
1.618 |
130-163 |
2.618 |
130-103 |
4.250 |
130-005 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
130-290 |
130-260 |
PP |
130-287 |
130-240 |
S1 |
130-283 |
130-220 |
|