ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
132-250 |
132-205 |
-0-045 |
-0.1% |
132-045 |
| High |
133-020 |
133-040 |
0-020 |
0.0% |
132-225 |
| Low |
132-195 |
132-190 |
-0-005 |
0.0% |
131-275 |
| Close |
132-205 |
132-295 |
0-090 |
0.2% |
132-205 |
| Range |
0-145 |
0-170 |
0-025 |
17.2% |
0-270 |
| ATR |
0-179 |
0-179 |
-0-001 |
-0.4% |
0-000 |
| Volume |
630,881 |
986,618 |
355,737 |
56.4% |
4,395,924 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-152 |
134-073 |
133-068 |
|
| R3 |
133-302 |
133-223 |
133-022 |
|
| R2 |
133-132 |
133-132 |
133-006 |
|
| R1 |
133-053 |
133-053 |
132-311 |
133-092 |
| PP |
132-282 |
132-282 |
132-282 |
132-301 |
| S1 |
132-203 |
132-203 |
132-279 |
132-242 |
| S2 |
132-112 |
132-112 |
132-264 |
|
| S3 |
131-262 |
132-033 |
132-248 |
|
| S4 |
131-092 |
131-183 |
132-202 |
|
|
| 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 |
133-040 |
131-275 |
1-085 |
1.0% |
0-168 |
0.4% |
84% |
True |
False |
923,742 |
| 10 |
133-040 |
131-060 |
1-300 |
1.5% |
0-166 |
0.4% |
90% |
True |
False |
930,657 |
| 20 |
133-040 |
131-000 |
2-040 |
1.6% |
0-154 |
0.4% |
90% |
True |
False |
919,091 |
| 40 |
133-040 |
127-230 |
5-130 |
4.1% |
0-203 |
0.5% |
96% |
True |
False |
1,028,920 |
| 60 |
133-040 |
127-230 |
5-130 |
4.1% |
0-193 |
0.5% |
96% |
True |
False |
870,713 |
| 80 |
133-040 |
127-230 |
5-130 |
4.1% |
0-186 |
0.4% |
96% |
True |
False |
654,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-122 |
|
2.618 |
134-165 |
|
1.618 |
133-315 |
|
1.000 |
133-210 |
|
0.618 |
133-145 |
|
HIGH |
133-040 |
|
0.618 |
132-295 |
|
0.500 |
132-275 |
|
0.382 |
132-255 |
|
LOW |
132-190 |
|
0.618 |
132-085 |
|
1.000 |
132-020 |
|
1.618 |
131-235 |
|
2.618 |
131-065 |
|
4.250 |
130-108 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-288 |
132-256 |
| PP |
132-282 |
132-217 |
| S1 |
132-275 |
132-178 |
|