ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
131-200 |
131-150 |
-0-050 |
-0.1% |
131-100 |
| High |
131-250 |
131-220 |
-0-030 |
-0.1% |
131-235 |
| Low |
131-100 |
131-095 |
-0-005 |
0.0% |
130-285 |
| Close |
131-135 |
131-180 |
0-045 |
0.1% |
131-170 |
| Range |
0-150 |
0-125 |
-0-025 |
-16.7% |
0-270 |
| ATR |
0-220 |
0-213 |
-0-007 |
-3.1% |
0-000 |
| Volume |
909,740 |
786,759 |
-122,981 |
-13.5% |
5,021,656 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-220 |
132-165 |
131-249 |
|
| R3 |
132-095 |
132-040 |
131-214 |
|
| R2 |
131-290 |
131-290 |
131-203 |
|
| R1 |
131-235 |
131-235 |
131-191 |
131-262 |
| PP |
131-165 |
131-165 |
131-165 |
131-179 |
| S1 |
131-110 |
131-110 |
131-169 |
131-138 |
| S2 |
131-040 |
131-040 |
131-157 |
|
| S3 |
130-235 |
130-305 |
131-146 |
|
| S4 |
130-110 |
130-180 |
131-111 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-293 |
133-182 |
131-318 |
|
| R3 |
133-023 |
132-232 |
131-244 |
|
| R2 |
132-073 |
132-073 |
131-220 |
|
| R1 |
131-282 |
131-282 |
131-195 |
132-018 |
| PP |
131-123 |
131-123 |
131-123 |
131-151 |
| S1 |
131-012 |
131-012 |
131-145 |
131-068 |
| S2 |
130-173 |
130-173 |
131-120 |
|
| S3 |
129-223 |
130-062 |
131-096 |
|
| S4 |
128-273 |
129-112 |
131-022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-290 |
131-000 |
0-290 |
0.7% |
0-149 |
0.4% |
62% |
False |
False |
940,732 |
| 10 |
131-290 |
128-245 |
3-045 |
2.4% |
0-182 |
0.4% |
89% |
False |
False |
1,006,362 |
| 20 |
131-290 |
127-265 |
4-025 |
3.1% |
0-208 |
0.5% |
92% |
False |
False |
1,027,567 |
| 40 |
131-290 |
127-230 |
4-060 |
3.2% |
0-208 |
0.5% |
92% |
False |
False |
988,588 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-196 |
0.5% |
87% |
False |
False |
661,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-111 |
|
2.618 |
132-227 |
|
1.618 |
132-102 |
|
1.000 |
132-025 |
|
0.618 |
131-297 |
|
HIGH |
131-220 |
|
0.618 |
131-172 |
|
0.500 |
131-158 |
|
0.382 |
131-143 |
|
LOW |
131-095 |
|
0.618 |
131-018 |
|
1.000 |
130-290 |
|
1.618 |
130-213 |
|
2.618 |
130-088 |
|
4.250 |
129-204 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-172 |
131-192 |
| PP |
131-165 |
131-188 |
| S1 |
131-158 |
131-184 |
|