ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 15-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
132-140 |
132-120 |
-0-020 |
0.0% |
132-280 |
High |
132-140 |
132-220 |
0-080 |
0.2% |
132-280 |
Low |
132-140 |
132-120 |
-0-020 |
0.0% |
132-100 |
Close |
132-140 |
132-220 |
0-080 |
0.2% |
132-220 |
Range |
0-000 |
0-100 |
0-100 |
|
0-180 |
ATR |
0-104 |
0-103 |
0-000 |
-0.2% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-167 |
133-133 |
132-275 |
|
R3 |
133-067 |
133-033 |
132-248 |
|
R2 |
132-287 |
132-287 |
132-238 |
|
R1 |
132-253 |
132-253 |
132-229 |
132-270 |
PP |
132-187 |
132-187 |
132-187 |
132-195 |
S1 |
132-153 |
132-153 |
132-211 |
132-170 |
S2 |
132-087 |
132-087 |
132-202 |
|
S3 |
131-307 |
132-053 |
132-192 |
|
S4 |
131-207 |
131-273 |
132-165 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-100 |
134-020 |
132-319 |
|
R3 |
133-240 |
133-160 |
132-270 |
|
R2 |
133-060 |
133-060 |
132-253 |
|
R1 |
132-300 |
132-300 |
132-236 |
132-250 |
PP |
132-200 |
132-200 |
132-200 |
132-175 |
S1 |
132-120 |
132-120 |
132-204 |
132-070 |
S2 |
132-020 |
132-020 |
132-187 |
|
S3 |
131-160 |
131-260 |
132-170 |
|
S4 |
130-300 |
131-080 |
132-121 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-005 |
2.618 |
133-162 |
1.618 |
133-062 |
1.000 |
133-000 |
0.618 |
132-282 |
HIGH |
132-220 |
0.618 |
132-182 |
0.500 |
132-170 |
0.382 |
132-158 |
LOW |
132-120 |
0.618 |
132-058 |
1.000 |
132-020 |
1.618 |
131-278 |
2.618 |
131-178 |
4.250 |
131-015 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
132-203 |
132-203 |
PP |
132-187 |
132-187 |
S1 |
132-170 |
132-170 |
|