ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
134-045 |
134-125 |
0-080 |
0.2% |
135-210 |
| High |
134-140 |
135-005 |
0-185 |
0.4% |
135-270 |
| Low |
134-020 |
134-105 |
0-085 |
0.2% |
134-015 |
| Close |
134-095 |
134-110 |
0-015 |
0.0% |
134-110 |
| Range |
0-120 |
0-220 |
0-100 |
83.3% |
1-255 |
| ATR |
0-199 |
0-201 |
0-002 |
1.1% |
0-000 |
| Volume |
22,111 |
12,970 |
-9,141 |
-41.3% |
181,152 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-200 |
136-055 |
134-231 |
|
| R3 |
135-300 |
135-155 |
134-170 |
|
| R2 |
135-080 |
135-080 |
134-150 |
|
| R1 |
134-255 |
134-255 |
134-130 |
134-218 |
| PP |
134-180 |
134-180 |
134-180 |
134-161 |
| S1 |
134-035 |
134-035 |
134-090 |
133-318 |
| S2 |
133-280 |
133-280 |
134-070 |
|
| S3 |
133-060 |
133-135 |
134-050 |
|
| S4 |
132-160 |
132-235 |
133-309 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-043 |
139-012 |
135-106 |
|
| R3 |
138-108 |
137-077 |
134-268 |
|
| R2 |
136-173 |
136-173 |
134-215 |
|
| R1 |
135-142 |
135-142 |
134-163 |
135-030 |
| PP |
134-238 |
134-238 |
134-238 |
134-182 |
| S1 |
133-207 |
133-207 |
134-057 |
133-095 |
| S2 |
132-303 |
132-303 |
134-005 |
|
| S3 |
131-048 |
131-272 |
133-272 |
|
| S4 |
129-113 |
130-017 |
133-114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-270 |
134-015 |
1-255 |
1.3% |
0-209 |
0.5% |
17% |
False |
False |
36,230 |
| 10 |
135-290 |
133-105 |
2-185 |
1.9% |
0-233 |
0.5% |
39% |
False |
False |
589,248 |
| 20 |
135-290 |
132-280 |
3-010 |
2.3% |
0-191 |
0.4% |
48% |
False |
False |
893,680 |
| 40 |
135-290 |
131-035 |
4-255 |
3.6% |
0-172 |
0.4% |
67% |
False |
False |
911,652 |
| 60 |
135-290 |
127-230 |
8-060 |
6.1% |
0-192 |
0.4% |
81% |
False |
False |
974,595 |
| 80 |
135-290 |
127-230 |
8-060 |
6.1% |
0-192 |
0.4% |
81% |
False |
False |
905,918 |
| 100 |
135-290 |
127-230 |
8-060 |
6.1% |
0-186 |
0.4% |
81% |
False |
False |
725,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-300 |
|
2.618 |
136-261 |
|
1.618 |
136-041 |
|
1.000 |
135-225 |
|
0.618 |
135-141 |
|
HIGH |
135-005 |
|
0.618 |
134-241 |
|
0.500 |
134-215 |
|
0.382 |
134-189 |
|
LOW |
134-105 |
|
0.618 |
133-289 |
|
1.000 |
133-205 |
|
1.618 |
133-069 |
|
2.618 |
132-169 |
|
4.250 |
131-130 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
134-215 |
134-170 |
| PP |
134-180 |
134-150 |
| S1 |
134-145 |
134-130 |
|