ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
132-280 |
132-100 |
-0-180 |
-0.4% |
133-060 |
High |
132-280 |
132-100 |
-0-180 |
-0.4% |
133-060 |
Low |
132-280 |
132-100 |
-0-180 |
-0.4% |
132-130 |
Close |
132-280 |
132-100 |
-0-180 |
-0.4% |
132-190 |
Range |
|
|
|
|
|
ATR |
0-102 |
0-107 |
0-006 |
5.5% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-100 |
132-100 |
132-100 |
|
R3 |
132-100 |
132-100 |
132-100 |
|
R2 |
132-100 |
132-100 |
132-100 |
|
R1 |
132-100 |
132-100 |
132-100 |
132-100 |
PP |
132-100 |
132-100 |
132-100 |
132-100 |
S1 |
132-100 |
132-100 |
132-100 |
132-100 |
S2 |
132-100 |
132-100 |
132-100 |
|
S3 |
132-100 |
132-100 |
132-100 |
|
S4 |
132-100 |
132-100 |
132-100 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-023 |
134-197 |
133-008 |
|
R3 |
134-093 |
133-267 |
132-259 |
|
R2 |
133-163 |
133-163 |
132-236 |
|
R1 |
133-017 |
133-017 |
132-213 |
132-285 |
PP |
132-233 |
132-233 |
132-233 |
132-208 |
S1 |
132-087 |
132-087 |
132-167 |
132-035 |
S2 |
131-303 |
131-303 |
132-144 |
|
S3 |
131-053 |
131-157 |
132-121 |
|
S4 |
130-123 |
130-227 |
132-052 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-100 |
2.618 |
132-100 |
1.618 |
132-100 |
1.000 |
132-100 |
0.618 |
132-100 |
HIGH |
132-100 |
0.618 |
132-100 |
0.500 |
132-100 |
0.382 |
132-100 |
LOW |
132-100 |
0.618 |
132-100 |
1.000 |
132-100 |
1.618 |
132-100 |
2.618 |
132-100 |
4.250 |
132-100 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
132-100 |
132-190 |
PP |
132-100 |
132-160 |
S1 |
132-100 |
132-130 |
|