ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
133-010 |
133-000 |
-0-010 |
0.0% |
132-150 |
High |
133-030 |
133-000 |
-0-030 |
-0.1% |
132-280 |
Low |
133-010 |
132-230 |
-0-100 |
-0.2% |
132-110 |
Close |
133-030 |
132-230 |
-0-120 |
-0.3% |
132-140 |
Range |
0-020 |
0-090 |
0-070 |
350.0% |
0-170 |
ATR |
0-109 |
0-110 |
0-001 |
0.7% |
0-000 |
Volume |
17 |
1 |
-16 |
-94.1% |
5 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-210 |
133-150 |
132-280 |
|
R3 |
133-120 |
133-060 |
132-255 |
|
R2 |
133-030 |
133-030 |
132-246 |
|
R1 |
132-290 |
132-290 |
132-238 |
132-275 |
PP |
132-260 |
132-260 |
132-260 |
132-252 |
S1 |
132-200 |
132-200 |
132-222 |
132-185 |
S2 |
132-170 |
132-170 |
132-214 |
|
S3 |
132-080 |
132-110 |
132-205 |
|
S4 |
131-310 |
132-020 |
132-180 |
|
|
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 |
134-062 |
2.618 |
133-236 |
1.618 |
133-146 |
1.000 |
133-090 |
0.618 |
133-056 |
HIGH |
133-000 |
0.618 |
132-286 |
0.500 |
132-275 |
0.382 |
132-264 |
LOW |
132-230 |
0.618 |
132-174 |
1.000 |
132-140 |
1.618 |
132-084 |
2.618 |
131-314 |
4.250 |
131-168 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
132-275 |
132-245 |
PP |
132-260 |
132-240 |
S1 |
132-245 |
132-235 |
|