ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
130-180 |
131-000 |
0-140 |
0.3% |
130-280 |
High |
131-010 |
131-110 |
0-100 |
0.2% |
131-110 |
Low |
130-180 |
130-260 |
0-080 |
0.2% |
130-050 |
Close |
130-250 |
131-010 |
0-080 |
0.2% |
131-010 |
Range |
0-150 |
0-170 |
0-020 |
13.3% |
1-060 |
ATR |
0-134 |
0-138 |
0-003 |
2.4% |
0-000 |
Volume |
5,261 |
2,219 |
-3,042 |
-57.8% |
11,604 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-210 |
132-120 |
131-104 |
|
R3 |
132-040 |
131-270 |
131-057 |
|
R2 |
131-190 |
131-190 |
131-041 |
|
R1 |
131-100 |
131-100 |
131-026 |
131-145 |
PP |
131-020 |
131-020 |
131-020 |
131-042 |
S1 |
130-250 |
130-250 |
130-314 |
130-295 |
S2 |
130-170 |
130-170 |
130-299 |
|
S3 |
130-000 |
130-080 |
130-283 |
|
S4 |
129-150 |
129-230 |
130-236 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-130 |
133-290 |
131-219 |
|
R3 |
133-070 |
132-230 |
131-114 |
|
R2 |
132-010 |
132-010 |
131-080 |
|
R1 |
131-170 |
131-170 |
131-045 |
131-250 |
PP |
130-270 |
130-270 |
130-270 |
130-310 |
S1 |
130-110 |
130-110 |
130-295 |
130-190 |
S2 |
129-210 |
129-210 |
130-260 |
|
S3 |
128-150 |
129-050 |
130-226 |
|
S4 |
127-090 |
127-310 |
130-121 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-192 |
2.618 |
132-235 |
1.618 |
132-065 |
1.000 |
131-280 |
0.618 |
131-215 |
HIGH |
131-110 |
0.618 |
131-045 |
0.500 |
131-025 |
0.382 |
131-005 |
LOW |
130-260 |
0.618 |
130-155 |
1.000 |
130-090 |
1.618 |
129-305 |
2.618 |
129-135 |
4.250 |
128-178 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
131-025 |
130-300 |
PP |
131-020 |
130-270 |
S1 |
131-015 |
130-240 |
|