ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
130-100 |
130-180 |
0-080 |
0.2% |
130-190 |
High |
130-300 |
131-010 |
0-030 |
0.1% |
130-230 |
Low |
130-050 |
130-180 |
0-130 |
0.3% |
130-060 |
Close |
130-180 |
130-250 |
0-070 |
0.2% |
130-180 |
Range |
0-250 |
0-150 |
-0-100 |
-40.0% |
0-170 |
ATR |
0-133 |
0-134 |
0-001 |
0.9% |
0-000 |
Volume |
1,909 |
5,261 |
3,352 |
175.6% |
13,708 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-063 |
131-307 |
131-012 |
|
R3 |
131-233 |
131-157 |
130-291 |
|
R2 |
131-083 |
131-083 |
130-278 |
|
R1 |
131-007 |
131-007 |
130-264 |
131-045 |
PP |
130-253 |
130-253 |
130-253 |
130-272 |
S1 |
130-177 |
130-177 |
130-236 |
130-215 |
S2 |
130-103 |
130-103 |
130-222 |
|
S3 |
129-273 |
130-027 |
130-209 |
|
S4 |
129-123 |
129-197 |
130-168 |
|
|
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 |
133-008 |
2.618 |
132-083 |
1.618 |
131-253 |
1.000 |
131-160 |
0.618 |
131-103 |
HIGH |
131-010 |
0.618 |
130-273 |
0.500 |
130-255 |
0.382 |
130-237 |
LOW |
130-180 |
0.618 |
130-087 |
1.000 |
130-030 |
1.618 |
129-257 |
2.618 |
129-107 |
4.250 |
128-182 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
130-255 |
130-230 |
PP |
130-253 |
130-210 |
S1 |
130-252 |
130-190 |
|