ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
132-250 |
132-210 |
-0-040 |
-0.1% |
132-020 |
High |
132-260 |
132-220 |
-0-040 |
-0.1% |
132-260 |
Low |
132-160 |
132-120 |
-0-040 |
-0.1% |
132-000 |
Close |
132-260 |
132-190 |
-0-070 |
-0.2% |
132-260 |
Range |
0-100 |
0-100 |
0-000 |
0.0% |
0-260 |
ATR |
0-141 |
0-140 |
0-000 |
0.0% |
0-000 |
Volume |
24,560 |
21,726 |
-2,834 |
-11.5% |
99,895 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-157 |
133-113 |
132-245 |
|
R3 |
133-057 |
133-013 |
132-218 |
|
R2 |
132-277 |
132-277 |
132-208 |
|
R1 |
132-233 |
132-233 |
132-199 |
132-205 |
PP |
132-177 |
132-177 |
132-177 |
132-162 |
S1 |
132-133 |
132-133 |
132-181 |
132-105 |
S2 |
132-077 |
132-077 |
132-172 |
|
S3 |
131-297 |
132-033 |
132-162 |
|
S4 |
131-197 |
131-253 |
132-135 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-313 |
134-227 |
133-083 |
|
R3 |
134-053 |
133-287 |
133-012 |
|
R2 |
133-113 |
133-113 |
132-308 |
|
R1 |
133-027 |
133-027 |
132-284 |
133-070 |
PP |
132-173 |
132-173 |
132-173 |
132-195 |
S1 |
132-087 |
132-087 |
132-236 |
132-130 |
S2 |
131-233 |
131-233 |
132-212 |
|
S3 |
130-293 |
131-147 |
132-188 |
|
S4 |
130-033 |
130-207 |
132-117 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-005 |
2.618 |
133-162 |
1.618 |
133-062 |
1.000 |
133-000 |
0.618 |
132-282 |
HIGH |
132-220 |
0.618 |
132-182 |
0.500 |
132-170 |
0.382 |
132-158 |
LOW |
132-120 |
0.618 |
132-058 |
1.000 |
132-020 |
1.618 |
131-278 |
2.618 |
131-178 |
4.250 |
131-015 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
132-183 |
132-178 |
PP |
132-177 |
132-167 |
S1 |
132-170 |
132-155 |
|