ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
131-000 |
130-310 |
-0-010 |
0.0% |
130-280 |
High |
131-110 |
131-070 |
-0-040 |
-0.1% |
131-110 |
Low |
130-260 |
130-310 |
0-050 |
0.1% |
130-050 |
Close |
131-010 |
131-060 |
0-050 |
0.1% |
131-010 |
Range |
0-170 |
0-080 |
-0-090 |
-52.9% |
1-060 |
ATR |
0-138 |
0-134 |
-0-004 |
-3.0% |
0-000 |
Volume |
2,219 |
2,806 |
587 |
26.5% |
11,604 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-280 |
131-250 |
131-104 |
|
R3 |
131-200 |
131-170 |
131-082 |
|
R2 |
131-120 |
131-120 |
131-075 |
|
R1 |
131-090 |
131-090 |
131-067 |
131-105 |
PP |
131-040 |
131-040 |
131-040 |
131-048 |
S1 |
131-010 |
131-010 |
131-053 |
131-025 |
S2 |
130-280 |
130-280 |
131-045 |
|
S3 |
130-200 |
130-250 |
131-038 |
|
S4 |
130-120 |
130-170 |
131-016 |
|
|
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 |
132-090 |
2.618 |
131-279 |
1.618 |
131-199 |
1.000 |
131-150 |
0.618 |
131-119 |
HIGH |
131-070 |
0.618 |
131-039 |
0.500 |
131-030 |
0.382 |
131-021 |
LOW |
130-310 |
0.618 |
130-261 |
1.000 |
130-230 |
1.618 |
130-181 |
2.618 |
130-101 |
4.250 |
129-290 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
131-050 |
131-035 |
PP |
131-040 |
131-010 |
S1 |
131-030 |
130-305 |
|