ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
132-150 |
132-280 |
0-130 |
0.3% |
132-210 |
High |
132-150 |
132-280 |
0-130 |
0.3% |
132-210 |
Low |
132-150 |
132-280 |
0-130 |
0.3% |
131-290 |
Close |
132-150 |
132-280 |
0-130 |
0.3% |
131-290 |
Range |
|
|
|
|
|
ATR |
0-096 |
0-098 |
0-002 |
2.5% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
89 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-280 |
132-280 |
132-280 |
|
R3 |
132-280 |
132-280 |
132-280 |
|
R2 |
132-280 |
132-280 |
132-280 |
|
R1 |
132-280 |
132-280 |
132-280 |
132-280 |
PP |
132-280 |
132-280 |
132-280 |
132-280 |
S1 |
132-280 |
132-280 |
132-280 |
132-280 |
S2 |
132-280 |
132-280 |
132-280 |
|
S3 |
132-280 |
132-280 |
132-280 |
|
S4 |
132-280 |
132-280 |
132-280 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-130 |
133-290 |
132-102 |
|
R3 |
133-210 |
133-050 |
132-036 |
|
R2 |
132-290 |
132-290 |
132-014 |
|
R1 |
132-130 |
132-130 |
131-312 |
132-090 |
PP |
132-050 |
132-050 |
132-050 |
132-030 |
S1 |
131-210 |
131-210 |
131-268 |
131-170 |
S2 |
131-130 |
131-130 |
131-246 |
|
S3 |
130-210 |
130-290 |
131-224 |
|
S4 |
129-290 |
130-050 |
131-158 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-280 |
2.618 |
132-280 |
1.618 |
132-280 |
1.000 |
132-280 |
0.618 |
132-280 |
HIGH |
132-280 |
0.618 |
132-280 |
0.500 |
132-280 |
0.382 |
132-280 |
LOW |
132-280 |
0.618 |
132-280 |
1.000 |
132-280 |
1.618 |
132-280 |
2.618 |
132-280 |
4.250 |
132-280 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
132-280 |
132-252 |
PP |
132-280 |
132-223 |
S1 |
132-280 |
132-195 |
|