ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
132-205 |
132-280 |
0-075 |
0.2% |
132-045 |
| High |
133-040 |
133-085 |
0-045 |
0.1% |
132-225 |
| Low |
132-190 |
132-265 |
0-075 |
0.2% |
131-275 |
| Close |
132-295 |
132-290 |
-0-005 |
0.0% |
132-205 |
| Range |
0-170 |
0-140 |
-0-030 |
-17.6% |
0-270 |
| ATR |
0-179 |
0-176 |
-0-003 |
-1.5% |
0-000 |
| Volume |
986,618 |
1,211,571 |
224,953 |
22.8% |
4,395,924 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-100 |
134-015 |
133-047 |
|
| R3 |
133-280 |
133-195 |
133-008 |
|
| R2 |
133-140 |
133-140 |
132-316 |
|
| R1 |
133-055 |
133-055 |
132-303 |
133-098 |
| PP |
133-000 |
133-000 |
133-000 |
133-021 |
| S1 |
132-235 |
132-235 |
132-277 |
132-278 |
| S2 |
132-180 |
132-180 |
132-264 |
|
| S3 |
132-040 |
132-095 |
132-252 |
|
| S4 |
131-220 |
131-275 |
132-213 |
|
|
| 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 |
133-085 |
131-295 |
1-110 |
1.0% |
0-161 |
0.4% |
73% |
True |
False |
975,021 |
| 10 |
133-085 |
131-190 |
1-215 |
1.3% |
0-162 |
0.4% |
79% |
True |
False |
928,494 |
| 20 |
133-085 |
131-000 |
2-085 |
1.7% |
0-153 |
0.4% |
84% |
True |
False |
926,941 |
| 40 |
133-085 |
127-230 |
5-175 |
4.2% |
0-200 |
0.5% |
94% |
True |
False |
1,029,536 |
| 60 |
133-085 |
127-230 |
5-175 |
4.2% |
0-192 |
0.5% |
94% |
True |
False |
890,797 |
| 80 |
133-085 |
127-230 |
5-175 |
4.2% |
0-185 |
0.4% |
94% |
True |
False |
669,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-040 |
|
2.618 |
134-132 |
|
1.618 |
133-312 |
|
1.000 |
133-225 |
|
0.618 |
133-172 |
|
HIGH |
133-085 |
|
0.618 |
133-032 |
|
0.500 |
133-015 |
|
0.382 |
132-318 |
|
LOW |
132-265 |
|
0.618 |
132-178 |
|
1.000 |
132-125 |
|
1.618 |
132-038 |
|
2.618 |
131-218 |
|
4.250 |
130-310 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-015 |
132-298 |
| PP |
133-000 |
132-295 |
| S1 |
132-305 |
132-292 |
|