ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
131-290 |
131-280 |
-0-010 |
0.0% |
131-240 |
High |
131-290 |
132-000 |
0-030 |
0.1% |
132-060 |
Low |
131-140 |
131-260 |
0-120 |
0.3% |
131-140 |
Close |
131-220 |
132-000 |
0-100 |
0.2% |
132-000 |
Range |
0-150 |
0-060 |
-0-090 |
-60.0% |
0-240 |
ATR |
0-139 |
0-136 |
-0-003 |
-2.0% |
0-000 |
Volume |
5,356 |
3,806 |
-1,550 |
-28.9% |
25,270 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-160 |
132-140 |
132-033 |
|
R3 |
132-100 |
132-080 |
132-016 |
|
R2 |
132-040 |
132-040 |
132-011 |
|
R1 |
132-020 |
132-020 |
132-006 |
132-030 |
PP |
131-300 |
131-300 |
131-300 |
131-305 |
S1 |
131-280 |
131-280 |
131-314 |
131-290 |
S2 |
131-240 |
131-240 |
131-309 |
|
S3 |
131-180 |
131-220 |
131-304 |
|
S4 |
131-120 |
131-160 |
131-287 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-040 |
133-260 |
132-132 |
|
R3 |
133-120 |
133-020 |
132-066 |
|
R2 |
132-200 |
132-200 |
132-044 |
|
R1 |
132-100 |
132-100 |
132-022 |
132-150 |
PP |
131-280 |
131-280 |
131-280 |
131-305 |
S1 |
131-180 |
131-180 |
131-298 |
131-230 |
S2 |
131-040 |
131-040 |
131-276 |
|
S3 |
130-120 |
130-260 |
131-254 |
|
S4 |
129-200 |
130-020 |
131-188 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-255 |
2.618 |
132-157 |
1.618 |
132-097 |
1.000 |
132-060 |
0.618 |
132-037 |
HIGH |
132-000 |
0.618 |
131-297 |
0.500 |
131-290 |
0.382 |
131-283 |
LOW |
131-260 |
0.618 |
131-223 |
1.000 |
131-200 |
1.618 |
131-163 |
2.618 |
131-103 |
4.250 |
131-005 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
131-310 |
131-300 |
PP |
131-300 |
131-280 |
S1 |
131-290 |
131-260 |
|