ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
134-035 |
133-260 |
-0-095 |
-0.2% |
132-250 |
| High |
134-090 |
134-005 |
-0-085 |
-0.2% |
134-310 |
| Low |
133-225 |
133-045 |
-0-180 |
-0.4% |
132-160 |
| Close |
133-300 |
133-095 |
-0-205 |
-0.5% |
134-240 |
| Range |
0-185 |
0-280 |
0-095 |
51.4% |
2-150 |
| ATR |
0-191 |
0-197 |
0-006 |
3.3% |
0-000 |
| Volume |
1,078,526 |
1,643,253 |
564,727 |
52.4% |
4,962,097 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-035 |
135-185 |
133-249 |
|
| R3 |
135-075 |
134-225 |
133-172 |
|
| R2 |
134-115 |
134-115 |
133-146 |
|
| R1 |
133-265 |
133-265 |
133-121 |
133-210 |
| PP |
133-155 |
133-155 |
133-155 |
133-128 |
| S1 |
132-305 |
132-305 |
133-069 |
132-250 |
| S2 |
132-195 |
132-195 |
133-044 |
|
| S3 |
131-235 |
132-025 |
133-018 |
|
| S4 |
130-275 |
131-065 |
132-261 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-153 |
140-187 |
136-034 |
|
| R3 |
139-003 |
138-037 |
135-137 |
|
| R2 |
136-173 |
136-173 |
135-065 |
|
| R1 |
135-207 |
135-207 |
134-312 |
136-030 |
| PP |
134-023 |
134-023 |
134-023 |
134-095 |
| S1 |
133-057 |
133-057 |
134-168 |
133-200 |
| S2 |
131-193 |
131-193 |
134-095 |
|
| S3 |
129-043 |
130-227 |
134-023 |
|
| S4 |
126-213 |
128-077 |
133-126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-310 |
133-045 |
1-265 |
1.4% |
0-268 |
0.6% |
9% |
False |
True |
1,301,574 |
| 10 |
134-310 |
132-110 |
2-200 |
2.0% |
0-238 |
0.6% |
36% |
False |
False |
965,557 |
| 20 |
134-310 |
131-140 |
3-170 |
2.6% |
0-184 |
0.4% |
53% |
False |
False |
491,742 |
| 40 |
134-310 |
129-310 |
5-000 |
3.8% |
0-149 |
0.3% |
67% |
False |
False |
247,185 |
| 60 |
134-310 |
126-270 |
8-040 |
6.1% |
0-112 |
0.3% |
79% |
False |
False |
164,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-235 |
|
2.618 |
136-098 |
|
1.618 |
135-138 |
|
1.000 |
134-285 |
|
0.618 |
134-178 |
|
HIGH |
134-005 |
|
0.618 |
133-218 |
|
0.500 |
133-185 |
|
0.382 |
133-152 |
|
LOW |
133-045 |
|
0.618 |
132-192 |
|
1.000 |
132-085 |
|
1.618 |
131-232 |
|
2.618 |
130-272 |
|
4.250 |
129-135 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-185 |
134-010 |
| PP |
133-155 |
133-252 |
| S1 |
133-125 |
133-173 |
|