ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
133-205 |
133-130 |
-0-075 |
-0.2% |
133-195 |
| High |
133-285 |
133-270 |
-0-015 |
0.0% |
133-285 |
| Low |
133-110 |
133-105 |
-0-005 |
0.0% |
133-040 |
| Close |
133-175 |
133-245 |
0-070 |
0.2% |
133-245 |
| Range |
0-175 |
0-165 |
-0-010 |
-5.7% |
0-245 |
| ATR |
0-167 |
0-167 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,854,399 |
1,218,274 |
-636,125 |
-34.3% |
6,399,905 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-062 |
134-318 |
134-016 |
|
| R3 |
134-217 |
134-153 |
133-290 |
|
| R2 |
134-052 |
134-052 |
133-275 |
|
| R1 |
133-308 |
133-308 |
133-260 |
134-020 |
| PP |
133-207 |
133-207 |
133-207 |
133-222 |
| S1 |
133-143 |
133-143 |
133-230 |
133-175 |
| S2 |
133-042 |
133-042 |
133-215 |
|
| S3 |
132-197 |
132-298 |
133-200 |
|
| S4 |
132-032 |
132-133 |
133-154 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-285 |
135-190 |
134-060 |
|
| R3 |
135-040 |
134-265 |
133-312 |
|
| R2 |
134-115 |
134-115 |
133-290 |
|
| R1 |
134-020 |
134-020 |
133-267 |
134-068 |
| PP |
133-190 |
133-190 |
133-190 |
133-214 |
| S1 |
133-095 |
133-095 |
133-223 |
133-142 |
| S2 |
132-265 |
132-265 |
133-200 |
|
| S3 |
132-020 |
132-170 |
133-178 |
|
| S4 |
131-095 |
131-245 |
133-110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-285 |
133-040 |
0-245 |
0.6% |
0-154 |
0.4% |
84% |
False |
False |
1,279,981 |
| 10 |
133-285 |
133-005 |
0-280 |
0.7% |
0-158 |
0.4% |
86% |
False |
False |
1,243,332 |
| 20 |
133-285 |
131-275 |
2-010 |
1.5% |
0-154 |
0.4% |
94% |
False |
False |
1,079,157 |
| 40 |
133-285 |
128-245 |
5-040 |
3.8% |
0-171 |
0.4% |
98% |
False |
False |
1,040,586 |
| 60 |
133-285 |
127-230 |
6-055 |
4.6% |
0-186 |
0.4% |
98% |
False |
False |
1,038,006 |
| 80 |
133-285 |
127-230 |
6-055 |
4.6% |
0-184 |
0.4% |
98% |
False |
False |
848,451 |
| 100 |
133-285 |
127-230 |
6-055 |
4.6% |
0-173 |
0.4% |
98% |
False |
False |
678,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-011 |
|
2.618 |
135-062 |
|
1.618 |
134-217 |
|
1.000 |
134-115 |
|
0.618 |
134-052 |
|
HIGH |
133-270 |
|
0.618 |
133-207 |
|
0.500 |
133-188 |
|
0.382 |
133-168 |
|
LOW |
133-105 |
|
0.618 |
133-003 |
|
1.000 |
132-260 |
|
1.618 |
132-158 |
|
2.618 |
131-313 |
|
4.250 |
131-044 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-226 |
133-228 |
| PP |
133-207 |
133-212 |
| S1 |
133-188 |
133-195 |
|