ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 04-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
Open |
131-050 |
131-020 |
-0-030 |
-0.1% |
130-310 |
High |
131-050 |
131-200 |
0-150 |
0.4% |
131-200 |
Low |
130-270 |
130-290 |
0-020 |
0.0% |
130-240 |
Close |
131-030 |
131-180 |
0-150 |
0.4% |
131-180 |
Range |
0-100 |
0-230 |
0-130 |
130.0% |
0-280 |
ATR |
0-133 |
0-140 |
0-007 |
5.2% |
0-000 |
Volume |
3,890 |
2,890 |
-1,000 |
-25.7% |
12,392 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-167 |
133-083 |
131-306 |
|
R3 |
132-257 |
132-173 |
131-243 |
|
R2 |
132-027 |
132-027 |
131-222 |
|
R1 |
131-263 |
131-263 |
131-201 |
131-305 |
PP |
131-117 |
131-117 |
131-117 |
131-138 |
S1 |
131-033 |
131-033 |
131-159 |
131-075 |
S2 |
130-207 |
130-207 |
131-138 |
|
S3 |
129-297 |
130-123 |
131-117 |
|
S4 |
129-067 |
129-213 |
131-054 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-300 |
133-200 |
132-014 |
|
R3 |
133-020 |
132-240 |
131-257 |
|
R2 |
132-060 |
132-060 |
131-231 |
|
R1 |
131-280 |
131-280 |
131-206 |
132-010 |
PP |
131-100 |
131-100 |
131-100 |
131-125 |
S1 |
131-000 |
131-000 |
131-154 |
131-050 |
S2 |
130-140 |
130-140 |
131-129 |
|
S3 |
129-180 |
130-040 |
131-103 |
|
S4 |
128-220 |
129-080 |
131-026 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-218 |
2.618 |
133-162 |
1.618 |
132-252 |
1.000 |
132-110 |
0.618 |
132-022 |
HIGH |
131-200 |
0.618 |
131-112 |
0.500 |
131-085 |
0.382 |
131-058 |
LOW |
130-290 |
0.618 |
130-148 |
1.000 |
130-060 |
1.618 |
129-238 |
2.618 |
129-008 |
4.250 |
127-272 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
131-148 |
131-140 |
PP |
131-117 |
131-100 |
S1 |
131-085 |
131-060 |
|