ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
133-300 |
134-245 |
0-265 |
0.6% |
135-210 |
| High |
134-250 |
134-245 |
-0-005 |
0.0% |
135-270 |
| Low |
133-140 |
134-025 |
0-205 |
0.5% |
134-015 |
| Close |
134-205 |
134-035 |
-0-170 |
-0.4% |
134-110 |
| Range |
1-110 |
0-220 |
-0-210 |
-48.8% |
1-255 |
| ATR |
0-217 |
0-218 |
0-000 |
0.1% |
0-000 |
| Volume |
13,467 |
7,287 |
-6,180 |
-45.9% |
181,152 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-122 |
135-298 |
134-156 |
|
| R3 |
135-222 |
135-078 |
134-096 |
|
| R2 |
135-002 |
135-002 |
134-075 |
|
| R1 |
134-178 |
134-178 |
134-055 |
134-140 |
| PP |
134-102 |
134-102 |
134-102 |
134-082 |
| S1 |
133-278 |
133-278 |
134-015 |
133-240 |
| S2 |
133-202 |
133-202 |
133-315 |
|
| S3 |
132-302 |
133-058 |
133-294 |
|
| S4 |
132-082 |
132-158 |
133-234 |
|
|
| 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 |
135-005 |
133-140 |
1-185 |
1.2% |
0-250 |
0.6% |
43% |
False |
False |
21,854 |
| 10 |
135-290 |
133-140 |
2-150 |
1.8% |
0-263 |
0.6% |
27% |
False |
False |
232,620 |
| 20 |
135-290 |
133-005 |
2-285 |
2.2% |
0-211 |
0.5% |
38% |
False |
False |
807,896 |
| 40 |
135-290 |
131-060 |
4-230 |
3.5% |
0-181 |
0.4% |
62% |
False |
False |
864,619 |
| 60 |
135-290 |
127-230 |
8-060 |
6.1% |
0-194 |
0.5% |
78% |
False |
False |
929,481 |
| 80 |
135-290 |
127-230 |
8-060 |
6.1% |
0-195 |
0.5% |
78% |
False |
False |
905,745 |
| 100 |
135-290 |
127-230 |
8-060 |
6.1% |
0-190 |
0.4% |
78% |
False |
False |
725,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-220 |
|
2.618 |
136-181 |
|
1.618 |
135-281 |
|
1.000 |
135-145 |
|
0.618 |
135-061 |
|
HIGH |
134-245 |
|
0.618 |
134-161 |
|
0.500 |
134-135 |
|
0.382 |
134-109 |
|
LOW |
134-025 |
|
0.618 |
133-209 |
|
1.000 |
133-125 |
|
1.618 |
132-309 |
|
2.618 |
132-089 |
|
4.250 |
131-050 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
134-135 |
134-072 |
| PP |
134-102 |
134-060 |
| S1 |
134-068 |
134-048 |
|