ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 02-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
132-280 |
133-010 |
0-050 |
0.1% |
132-150 |
High |
132-280 |
133-030 |
0-070 |
0.2% |
132-280 |
Low |
132-140 |
133-010 |
0-190 |
0.4% |
132-110 |
Close |
132-140 |
133-030 |
0-210 |
0.5% |
132-140 |
Range |
0-140 |
0-020 |
-0-120 |
-85.7% |
0-170 |
ATR |
0-101 |
0-109 |
0-008 |
7.7% |
0-000 |
Volume |
1 |
17 |
16 |
1,600.0% |
5 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-083 |
133-077 |
133-041 |
|
R3 |
133-063 |
133-057 |
133-036 |
|
R2 |
133-043 |
133-043 |
133-034 |
|
R1 |
133-037 |
133-037 |
133-032 |
133-040 |
PP |
133-023 |
133-023 |
133-023 |
133-025 |
S1 |
133-017 |
133-017 |
133-028 |
133-020 |
S2 |
133-003 |
133-003 |
133-026 |
|
S3 |
132-303 |
132-317 |
133-024 |
|
S4 |
132-283 |
132-297 |
133-019 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-047 |
133-263 |
132-234 |
|
R3 |
133-197 |
133-093 |
132-187 |
|
R2 |
133-027 |
133-027 |
132-171 |
|
R1 |
132-243 |
132-243 |
132-156 |
132-210 |
PP |
132-177 |
132-177 |
132-177 |
132-160 |
S1 |
132-073 |
132-073 |
132-124 |
132-040 |
S2 |
132-007 |
132-007 |
132-109 |
|
S3 |
131-157 |
131-223 |
132-093 |
|
S4 |
130-307 |
131-053 |
132-046 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-115 |
2.618 |
133-082 |
1.618 |
133-062 |
1.000 |
133-050 |
0.618 |
133-042 |
HIGH |
133-030 |
0.618 |
133-022 |
0.500 |
133-020 |
0.382 |
133-018 |
LOW |
133-010 |
0.618 |
132-318 |
1.000 |
132-310 |
1.618 |
132-298 |
2.618 |
132-278 |
4.250 |
132-245 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
133-027 |
132-315 |
PP |
133-023 |
132-280 |
S1 |
133-020 |
132-245 |
|