ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
131-100 |
131-020 |
-0-080 |
-0.2% |
129-140 |
| High |
131-100 |
131-235 |
0-135 |
0.3% |
130-090 |
| Low |
130-285 |
130-295 |
0-010 |
0.0% |
128-245 |
| Close |
131-045 |
131-190 |
0-145 |
0.3% |
129-310 |
| Range |
0-135 |
0-260 |
0-125 |
92.6% |
1-165 |
| ATR |
0-249 |
0-249 |
0-001 |
0.3% |
0-000 |
| Volume |
560,135 |
1,384,035 |
823,900 |
147.1% |
4,654,866 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-273 |
133-172 |
132-013 |
|
| R3 |
133-013 |
132-232 |
131-262 |
|
| R2 |
132-073 |
132-073 |
131-238 |
|
| R1 |
131-292 |
131-292 |
131-214 |
132-022 |
| PP |
131-133 |
131-133 |
131-133 |
131-159 |
| S1 |
131-032 |
131-032 |
131-166 |
131-082 |
| S2 |
130-193 |
130-193 |
131-142 |
|
| S3 |
129-253 |
130-092 |
131-118 |
|
| S4 |
128-313 |
129-152 |
131-047 |
|
|
| 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 |
131-235 |
128-245 |
2-310 |
2.3% |
0-266 |
0.6% |
95% |
True |
False |
1,126,064 |
| 10 |
131-235 |
128-245 |
2-310 |
2.3% |
0-241 |
0.6% |
95% |
True |
False |
1,068,634 |
| 20 |
131-235 |
127-230 |
4-005 |
3.1% |
0-253 |
0.6% |
96% |
True |
False |
1,138,748 |
| 40 |
131-235 |
127-230 |
4-005 |
3.1% |
0-212 |
0.5% |
96% |
True |
False |
846,523 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-197 |
0.5% |
87% |
False |
False |
565,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-060 |
|
2.618 |
133-276 |
|
1.618 |
133-016 |
|
1.000 |
132-175 |
|
0.618 |
132-076 |
|
HIGH |
131-235 |
|
0.618 |
131-136 |
|
0.500 |
131-105 |
|
0.382 |
131-074 |
|
LOW |
130-295 |
|
0.618 |
130-134 |
|
1.000 |
130-035 |
|
1.618 |
129-194 |
|
2.618 |
128-254 |
|
4.250 |
127-150 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-162 |
131-080 |
| PP |
131-133 |
130-290 |
| S1 |
131-105 |
130-180 |
|