ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
129-165 |
131-100 |
1-255 |
1.4% |
129-140 |
| High |
130-090 |
131-100 |
1-010 |
0.8% |
130-090 |
| Low |
129-125 |
130-285 |
1-160 |
1.2% |
128-245 |
| Close |
129-310 |
131-045 |
1-055 |
0.9% |
129-310 |
| Range |
0-285 |
0-135 |
-0-150 |
-52.6% |
1-165 |
| ATR |
0-235 |
0-249 |
0-014 |
5.9% |
0-000 |
| Volume |
1,114,856 |
560,135 |
-554,721 |
-49.8% |
4,654,866 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-122 |
132-058 |
131-119 |
|
| R3 |
131-307 |
131-243 |
131-082 |
|
| R2 |
131-172 |
131-172 |
131-070 |
|
| R1 |
131-108 |
131-108 |
131-057 |
131-072 |
| PP |
131-037 |
131-037 |
131-037 |
131-019 |
| S1 |
130-293 |
130-293 |
131-033 |
130-258 |
| S2 |
130-222 |
130-222 |
131-020 |
|
| S3 |
130-087 |
130-158 |
131-008 |
|
| S4 |
129-272 |
130-023 |
130-291 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-070 |
133-195 |
130-257 |
|
| R3 |
132-225 |
132-030 |
130-123 |
|
| R2 |
131-060 |
131-060 |
130-079 |
|
| R1 |
130-185 |
130-185 |
130-034 |
130-282 |
| PP |
129-215 |
129-215 |
129-215 |
129-264 |
| S1 |
129-020 |
129-020 |
129-266 |
129-118 |
| S2 |
128-050 |
128-050 |
129-221 |
|
| S3 |
126-205 |
127-175 |
129-177 |
|
| S4 |
125-040 |
126-010 |
129-043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-100 |
128-245 |
2-175 |
1.9% |
0-263 |
0.6% |
93% |
True |
False |
1,043,000 |
| 10 |
131-100 |
128-200 |
2-220 |
2.0% |
0-233 |
0.6% |
94% |
True |
False |
1,018,877 |
| 20 |
131-100 |
127-230 |
3-190 |
2.7% |
0-247 |
0.6% |
95% |
True |
False |
1,097,928 |
| 40 |
131-195 |
127-230 |
3-285 |
3.0% |
0-211 |
0.5% |
88% |
False |
False |
812,101 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-194 |
0.5% |
77% |
False |
False |
542,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-034 |
|
2.618 |
132-133 |
|
1.618 |
131-318 |
|
1.000 |
131-235 |
|
0.618 |
131-183 |
|
HIGH |
131-100 |
|
0.618 |
131-048 |
|
0.500 |
131-032 |
|
0.382 |
131-017 |
|
LOW |
130-285 |
|
0.618 |
130-202 |
|
1.000 |
130-150 |
|
1.618 |
130-067 |
|
2.618 |
129-252 |
|
4.250 |
129-031 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-041 |
130-248 |
| PP |
131-037 |
130-130 |
| S1 |
131-032 |
130-012 |
|