ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
132-210 |
132-160 |
-0-050 |
-0.1% |
132-280 |
High |
132-210 |
132-160 |
-0-050 |
-0.1% |
132-280 |
Low |
132-210 |
132-050 |
-0-160 |
-0.4% |
132-100 |
Close |
132-210 |
132-130 |
-0-080 |
-0.2% |
132-220 |
Range |
0-000 |
0-110 |
0-110 |
|
0-180 |
ATR |
0-097 |
0-101 |
0-005 |
4.7% |
0-000 |
Volume |
40 |
40 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-123 |
133-077 |
132-190 |
|
R3 |
133-013 |
132-287 |
132-160 |
|
R2 |
132-223 |
132-223 |
132-150 |
|
R1 |
132-177 |
132-177 |
132-140 |
132-145 |
PP |
132-113 |
132-113 |
132-113 |
132-098 |
S1 |
132-067 |
132-067 |
132-120 |
132-035 |
S2 |
132-003 |
132-003 |
132-110 |
|
S3 |
131-213 |
131-277 |
132-100 |
|
S4 |
131-103 |
131-167 |
132-070 |
|
|
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 |
133-308 |
2.618 |
133-128 |
1.618 |
133-018 |
1.000 |
132-270 |
0.618 |
132-228 |
HIGH |
132-160 |
0.618 |
132-118 |
0.500 |
132-105 |
0.382 |
132-092 |
LOW |
132-050 |
0.618 |
131-302 |
1.000 |
131-260 |
1.618 |
131-192 |
2.618 |
131-082 |
4.250 |
130-222 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
132-122 |
132-135 |
PP |
132-113 |
132-133 |
S1 |
132-105 |
132-132 |
|