ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
128-100 |
128-130 |
0-030 |
0.1% |
127-280 |
| High |
128-100 |
128-140 |
0-040 |
0.1% |
128-220 |
| Low |
128-080 |
128-130 |
0-050 |
0.1% |
127-280 |
| Close |
128-080 |
128-140 |
0-060 |
0.1% |
128-080 |
| Range |
0-020 |
0-010 |
-0-010 |
-50.0% |
0-260 |
| ATR |
0-112 |
0-108 |
-0-004 |
-3.3% |
0-000 |
| Volume |
826 |
3 |
-823 |
-99.6% |
1,699 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-167 |
128-163 |
128-146 |
|
| R3 |
128-157 |
128-153 |
128-143 |
|
| R2 |
128-147 |
128-147 |
128-142 |
|
| R1 |
128-143 |
128-143 |
128-141 |
128-145 |
| PP |
128-137 |
128-137 |
128-137 |
128-138 |
| S1 |
128-133 |
128-133 |
128-139 |
128-135 |
| S2 |
128-127 |
128-127 |
128-138 |
|
| S3 |
128-117 |
128-123 |
128-137 |
|
| S4 |
128-107 |
128-113 |
128-134 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-227 |
130-093 |
128-223 |
|
| R3 |
129-287 |
129-153 |
128-152 |
|
| R2 |
129-027 |
129-027 |
128-128 |
|
| R1 |
128-213 |
128-213 |
128-104 |
128-280 |
| PP |
128-087 |
128-087 |
128-087 |
128-120 |
| S1 |
127-273 |
127-273 |
128-056 |
128-020 |
| S2 |
127-147 |
127-147 |
128-032 |
|
| S3 |
126-207 |
127-013 |
128-008 |
|
| S4 |
125-267 |
126-073 |
127-257 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-182 |
|
2.618 |
128-166 |
|
1.618 |
128-156 |
|
1.000 |
128-150 |
|
0.618 |
128-146 |
|
HIGH |
128-140 |
|
0.618 |
128-136 |
|
0.500 |
128-135 |
|
0.382 |
128-134 |
|
LOW |
128-130 |
|
0.618 |
128-124 |
|
1.000 |
128-120 |
|
1.618 |
128-114 |
|
2.618 |
128-104 |
|
4.250 |
128-088 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
128-138 |
128-150 |
| PP |
128-137 |
128-147 |
| S1 |
128-135 |
128-143 |
|