ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
131-280 |
131-290 |
0-010 |
0.0% |
130-310 |
High |
132-060 |
131-290 |
-0-090 |
-0.2% |
131-200 |
Low |
131-250 |
131-140 |
-0-110 |
-0.3% |
130-240 |
Close |
131-260 |
131-220 |
-0-040 |
-0.1% |
131-180 |
Range |
0-130 |
0-150 |
0-020 |
15.4% |
0-280 |
ATR |
0-138 |
0-139 |
0-001 |
0.6% |
0-000 |
Volume |
5,936 |
5,356 |
-580 |
-9.8% |
12,392 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-027 |
132-273 |
131-302 |
|
R3 |
132-197 |
132-123 |
131-261 |
|
R2 |
132-047 |
132-047 |
131-248 |
|
R1 |
131-293 |
131-293 |
131-234 |
131-255 |
PP |
131-217 |
131-217 |
131-217 |
131-198 |
S1 |
131-143 |
131-143 |
131-206 |
131-105 |
S2 |
131-067 |
131-067 |
131-192 |
|
S3 |
130-237 |
130-313 |
131-179 |
|
S4 |
130-087 |
130-163 |
131-138 |
|
|
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 |
133-288 |
2.618 |
133-043 |
1.618 |
132-213 |
1.000 |
132-120 |
0.618 |
132-063 |
HIGH |
131-290 |
0.618 |
131-233 |
0.500 |
131-215 |
0.382 |
131-197 |
LOW |
131-140 |
0.618 |
131-047 |
1.000 |
130-310 |
1.618 |
130-217 |
2.618 |
130-067 |
4.250 |
129-142 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
131-218 |
131-260 |
PP |
131-217 |
131-247 |
S1 |
131-215 |
131-233 |
|