ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
131-190 |
131-280 |
0-090 |
0.2% |
130-310 |
High |
132-000 |
132-060 |
0-060 |
0.1% |
131-200 |
Low |
131-190 |
131-250 |
0-060 |
0.1% |
130-240 |
Close |
131-270 |
131-260 |
-0-010 |
0.0% |
131-180 |
Range |
0-130 |
0-130 |
0-000 |
0.0% |
0-280 |
ATR |
0-139 |
0-138 |
-0-001 |
-0.5% |
0-000 |
Volume |
6,210 |
5,936 |
-274 |
-4.4% |
12,392 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-047 |
132-283 |
132-012 |
|
R3 |
132-237 |
132-153 |
131-296 |
|
R2 |
132-107 |
132-107 |
131-284 |
|
R1 |
132-023 |
132-023 |
131-272 |
132-000 |
PP |
131-297 |
131-297 |
131-297 |
131-285 |
S1 |
131-213 |
131-213 |
131-248 |
131-190 |
S2 |
131-167 |
131-167 |
131-236 |
|
S3 |
131-037 |
131-083 |
131-224 |
|
S4 |
130-227 |
130-273 |
131-188 |
|
|
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 |
133-292 |
2.618 |
133-080 |
1.618 |
132-270 |
1.000 |
132-190 |
0.618 |
132-140 |
HIGH |
132-060 |
0.618 |
132-010 |
0.500 |
131-315 |
0.382 |
131-300 |
LOW |
131-250 |
0.618 |
131-170 |
1.000 |
131-120 |
1.618 |
131-040 |
2.618 |
130-230 |
4.250 |
130-018 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
131-315 |
131-270 |
PP |
131-297 |
131-267 |
S1 |
131-278 |
131-263 |
|