ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
128-180 |
128-010 |
-0-170 |
-0.4% |
127-280 |
| High |
128-180 |
128-040 |
-0-140 |
-0.3% |
128-220 |
| Low |
127-210 |
128-010 |
0-120 |
0.3% |
127-280 |
| Close |
127-210 |
128-040 |
0-150 |
0.4% |
128-080 |
| Range |
0-290 |
0-030 |
-0-260 |
-89.7% |
0-260 |
| ATR |
0-121 |
0-123 |
0-002 |
1.7% |
0-000 |
| Volume |
406 |
117 |
-289 |
-71.2% |
1,699 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-120 |
128-110 |
128-056 |
|
| R3 |
128-090 |
128-080 |
128-048 |
|
| R2 |
128-060 |
128-060 |
128-046 |
|
| R1 |
128-050 |
128-050 |
128-043 |
128-055 |
| PP |
128-030 |
128-030 |
128-030 |
128-032 |
| S1 |
128-020 |
128-020 |
128-037 |
128-025 |
| S2 |
128-000 |
128-000 |
128-034 |
|
| S3 |
127-290 |
127-310 |
128-032 |
|
| S4 |
127-260 |
127-280 |
128-024 |
|
|
| 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 |
128-168 |
|
2.618 |
128-119 |
|
1.618 |
128-089 |
|
1.000 |
128-070 |
|
0.618 |
128-059 |
|
HIGH |
128-040 |
|
0.618 |
128-029 |
|
0.500 |
128-025 |
|
0.382 |
128-021 |
|
LOW |
128-010 |
|
0.618 |
127-311 |
|
1.000 |
127-300 |
|
1.618 |
127-281 |
|
2.618 |
127-251 |
|
4.250 |
127-202 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
128-035 |
128-038 |
| PP |
128-030 |
128-037 |
| S1 |
128-025 |
128-035 |
|