ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
132-210 |
132-170 |
-0-040 |
-0.1% |
132-020 |
High |
132-220 |
132-170 |
-0-050 |
-0.1% |
132-260 |
Low |
132-120 |
132-030 |
-0-090 |
-0.2% |
132-000 |
Close |
132-190 |
132-090 |
-0-100 |
-0.2% |
132-260 |
Range |
0-100 |
0-140 |
0-040 |
40.0% |
0-260 |
ATR |
0-140 |
0-142 |
0-001 |
1.0% |
0-000 |
Volume |
21,726 |
42,559 |
20,833 |
95.9% |
99,895 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-197 |
133-123 |
132-167 |
|
R3 |
133-057 |
132-303 |
132-128 |
|
R2 |
132-237 |
132-237 |
132-116 |
|
R1 |
132-163 |
132-163 |
132-103 |
132-130 |
PP |
132-097 |
132-097 |
132-097 |
132-080 |
S1 |
132-023 |
132-023 |
132-077 |
131-310 |
S2 |
131-277 |
131-277 |
132-064 |
|
S3 |
131-137 |
131-203 |
132-052 |
|
S4 |
130-317 |
131-063 |
132-013 |
|
|
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 |
134-125 |
2.618 |
133-217 |
1.618 |
133-077 |
1.000 |
132-310 |
0.618 |
132-257 |
HIGH |
132-170 |
0.618 |
132-117 |
0.500 |
132-100 |
0.382 |
132-083 |
LOW |
132-030 |
0.618 |
131-263 |
1.000 |
131-210 |
1.618 |
131-123 |
2.618 |
130-303 |
4.250 |
130-075 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
132-100 |
132-145 |
PP |
132-097 |
132-127 |
S1 |
132-093 |
132-108 |
|