ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
133-030 |
133-290 |
0-260 |
0.6% |
132-000 |
High |
133-030 |
133-290 |
0-260 |
0.6% |
133-290 |
Low |
133-030 |
133-290 |
0-260 |
0.6% |
132-000 |
Close |
133-030 |
133-290 |
0-260 |
0.6% |
133-290 |
Range |
|
|
|
|
|
ATR |
0-091 |
0-103 |
0-012 |
13.2% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-290 |
133-290 |
133-290 |
|
R3 |
133-290 |
133-290 |
133-290 |
|
R2 |
133-290 |
133-290 |
133-290 |
|
R1 |
133-290 |
133-290 |
133-290 |
133-290 |
PP |
133-290 |
133-290 |
133-290 |
133-290 |
S1 |
133-290 |
133-290 |
133-290 |
133-290 |
S2 |
133-290 |
133-290 |
133-290 |
|
S3 |
133-290 |
133-290 |
133-290 |
|
S4 |
133-290 |
133-290 |
133-290 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-317 |
138-113 |
134-306 |
|
R3 |
137-027 |
136-143 |
134-138 |
|
R2 |
135-057 |
135-057 |
134-082 |
|
R1 |
134-173 |
134-173 |
134-026 |
134-275 |
PP |
133-087 |
133-087 |
133-087 |
133-138 |
S1 |
132-203 |
132-203 |
133-234 |
132-305 |
S2 |
131-117 |
131-117 |
133-178 |
|
S3 |
129-147 |
130-233 |
133-122 |
|
S4 |
127-177 |
128-263 |
132-274 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-290 |
2.618 |
133-290 |
1.618 |
133-290 |
1.000 |
133-290 |
0.618 |
133-290 |
HIGH |
133-290 |
0.618 |
133-290 |
0.500 |
133-290 |
0.382 |
133-290 |
LOW |
133-290 |
0.618 |
133-290 |
1.000 |
133-290 |
1.618 |
133-290 |
2.618 |
133-290 |
4.250 |
133-290 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
133-290 |
133-235 |
PP |
133-290 |
133-180 |
S1 |
133-290 |
133-125 |
|