ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
128-010 |
128-200 |
0-190 |
0.5% |
127-280 |
| High |
128-040 |
128-230 |
0-190 |
0.5% |
128-220 |
| Low |
128-010 |
128-200 |
0-190 |
0.5% |
127-280 |
| Close |
128-040 |
128-230 |
0-190 |
0.5% |
128-080 |
| Range |
0-030 |
0-030 |
0-000 |
0.0% |
0-260 |
| ATR |
0-123 |
0-128 |
0-005 |
3.9% |
0-000 |
| Volume |
117 |
113 |
-4 |
-3.4% |
1,699 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-310 |
128-300 |
128-246 |
|
| R3 |
128-280 |
128-270 |
128-238 |
|
| R2 |
128-250 |
128-250 |
128-236 |
|
| R1 |
128-240 |
128-240 |
128-233 |
128-245 |
| PP |
128-220 |
128-220 |
128-220 |
128-222 |
| S1 |
128-210 |
128-210 |
128-227 |
128-215 |
| S2 |
128-190 |
128-190 |
128-224 |
|
| S3 |
128-160 |
128-180 |
128-222 |
|
| S4 |
128-130 |
128-150 |
128-214 |
|
|
| 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 |
129-038 |
|
2.618 |
128-309 |
|
1.618 |
128-279 |
|
1.000 |
128-260 |
|
0.618 |
128-249 |
|
HIGH |
128-230 |
|
0.618 |
128-219 |
|
0.500 |
128-215 |
|
0.382 |
128-211 |
|
LOW |
128-200 |
|
0.618 |
128-181 |
|
1.000 |
128-170 |
|
1.618 |
128-151 |
|
2.618 |
128-121 |
|
4.250 |
128-072 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
128-225 |
128-173 |
| PP |
128-220 |
128-117 |
| S1 |
128-215 |
128-060 |
|