ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
132-050 |
132-040 |
-0-010 |
0.0% |
132-045 |
| High |
132-095 |
132-225 |
0-130 |
0.3% |
132-225 |
| Low |
131-295 |
131-315 |
0-020 |
0.0% |
131-275 |
| Close |
132-060 |
132-205 |
0-145 |
0.3% |
132-205 |
| Range |
0-120 |
0-230 |
0-110 |
91.7% |
0-270 |
| ATR |
0-178 |
0-182 |
0-004 |
2.1% |
0-000 |
| Volume |
790,348 |
1,255,688 |
465,340 |
58.9% |
4,395,924 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-192 |
134-108 |
133-012 |
|
| R3 |
133-282 |
133-198 |
132-268 |
|
| R2 |
133-052 |
133-052 |
132-247 |
|
| R1 |
132-288 |
132-288 |
132-226 |
133-010 |
| PP |
132-142 |
132-142 |
132-142 |
132-162 |
| S1 |
132-058 |
132-058 |
132-184 |
132-100 |
| S2 |
131-232 |
131-232 |
132-163 |
|
| S3 |
131-002 |
131-148 |
132-142 |
|
| S4 |
130-092 |
130-238 |
132-078 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-298 |
134-202 |
133-034 |
|
| R3 |
134-028 |
133-252 |
132-279 |
|
| R2 |
133-078 |
133-078 |
132-254 |
|
| R1 |
132-302 |
132-302 |
132-230 |
133-030 |
| PP |
132-128 |
132-128 |
132-128 |
132-152 |
| S1 |
132-032 |
132-032 |
132-180 |
132-080 |
| S2 |
131-178 |
131-178 |
132-156 |
|
| S3 |
130-228 |
131-082 |
132-131 |
|
| S4 |
129-278 |
130-132 |
132-056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-225 |
131-275 |
0-270 |
0.6% |
0-160 |
0.4% |
93% |
True |
False |
879,184 |
| 10 |
132-225 |
131-060 |
1-165 |
1.1% |
0-164 |
0.4% |
96% |
True |
False |
932,939 |
| 20 |
132-225 |
130-285 |
1-260 |
1.4% |
0-158 |
0.4% |
97% |
True |
False |
935,425 |
| 40 |
132-225 |
127-230 |
4-315 |
3.8% |
0-202 |
0.5% |
99% |
True |
False |
1,026,883 |
| 60 |
132-225 |
127-230 |
4-315 |
3.8% |
0-194 |
0.5% |
99% |
True |
False |
844,138 |
| 80 |
132-225 |
127-230 |
4-315 |
3.8% |
0-185 |
0.4% |
99% |
True |
False |
633,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-242 |
|
2.618 |
134-187 |
|
1.618 |
133-277 |
|
1.000 |
133-135 |
|
0.618 |
133-047 |
|
HIGH |
132-225 |
|
0.618 |
132-137 |
|
0.500 |
132-110 |
|
0.382 |
132-083 |
|
LOW |
131-315 |
|
0.618 |
131-173 |
|
1.000 |
131-085 |
|
1.618 |
130-263 |
|
2.618 |
130-033 |
|
4.250 |
128-298 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-173 |
132-167 |
| PP |
132-142 |
132-128 |
| S1 |
132-110 |
132-090 |
|