ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 01-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
Open |
130-310 |
131-040 |
0-050 |
0.1% |
130-280 |
High |
131-070 |
131-080 |
0-010 |
0.0% |
131-110 |
Low |
130-310 |
130-270 |
-0-040 |
-0.1% |
130-050 |
Close |
131-060 |
130-270 |
-0-110 |
-0.3% |
131-010 |
Range |
0-080 |
0-130 |
0-050 |
62.5% |
1-060 |
ATR |
0-134 |
0-133 |
0-000 |
-0.2% |
0-000 |
Volume |
2,806 |
1,786 |
-1,020 |
-36.4% |
11,604 |
|
Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-063 |
131-297 |
131-022 |
|
R3 |
131-253 |
131-167 |
130-306 |
|
R2 |
131-123 |
131-123 |
130-294 |
|
R1 |
131-037 |
131-037 |
130-282 |
131-015 |
PP |
130-313 |
130-313 |
130-313 |
130-302 |
S1 |
130-227 |
130-227 |
130-258 |
130-205 |
S2 |
130-183 |
130-183 |
130-246 |
|
S3 |
130-053 |
130-097 |
130-234 |
|
S4 |
129-243 |
129-287 |
130-198 |
|
|
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 |
132-312 |
2.618 |
132-100 |
1.618 |
131-290 |
1.000 |
131-210 |
0.618 |
131-160 |
HIGH |
131-080 |
0.618 |
131-030 |
0.500 |
131-015 |
0.382 |
131-000 |
LOW |
130-270 |
0.618 |
130-190 |
1.000 |
130-140 |
1.618 |
130-060 |
2.618 |
129-250 |
4.250 |
129-038 |
|
|
Fisher Pivots for day following 01-May-2012 |
Pivot |
1 day |
3 day |
R1 |
131-015 |
131-025 |
PP |
130-313 |
131-000 |
S1 |
130-292 |
130-295 |
|