ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
132-280 |
133-030 |
0-070 |
0.2% |
131-240 |
High |
132-280 |
133-030 |
0-070 |
0.2% |
132-180 |
Low |
132-280 |
133-030 |
0-070 |
0.2% |
131-140 |
Close |
132-280 |
133-030 |
0-070 |
0.2% |
131-300 |
Range |
|
|
|
|
|
ATR |
0-093 |
0-091 |
-0-002 |
-1.8% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-030 |
133-030 |
133-030 |
|
R3 |
133-030 |
133-030 |
133-030 |
|
R2 |
133-030 |
133-030 |
133-030 |
|
R1 |
133-030 |
133-030 |
133-030 |
133-030 |
PP |
133-030 |
133-030 |
133-030 |
133-030 |
S1 |
133-030 |
133-030 |
133-030 |
133-030 |
S2 |
133-030 |
133-030 |
133-030 |
|
S3 |
133-030 |
133-030 |
133-030 |
|
S4 |
133-030 |
133-030 |
133-030 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-113 |
134-247 |
132-178 |
|
R3 |
134-073 |
133-207 |
132-079 |
|
R2 |
133-033 |
133-033 |
132-046 |
|
R1 |
132-167 |
132-167 |
132-013 |
132-260 |
PP |
131-313 |
131-313 |
131-313 |
132-040 |
S1 |
131-127 |
131-127 |
131-267 |
131-220 |
S2 |
130-273 |
130-273 |
131-234 |
|
S3 |
129-233 |
130-087 |
131-201 |
|
S4 |
128-193 |
129-047 |
131-102 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-030 |
2.618 |
133-030 |
1.618 |
133-030 |
1.000 |
133-030 |
0.618 |
133-030 |
HIGH |
133-030 |
0.618 |
133-030 |
0.500 |
133-030 |
0.382 |
133-030 |
LOW |
133-030 |
0.618 |
133-030 |
1.000 |
133-030 |
1.618 |
133-030 |
2.618 |
133-030 |
4.250 |
133-030 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
133-030 |
132-292 |
PP |
133-030 |
132-233 |
S1 |
133-030 |
132-175 |
|