ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 06-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
06-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
128-200 |
129-180 |
0-300 |
0.7% |
128-130 |
| High |
128-230 |
129-280 |
1-050 |
0.9% |
129-280 |
| Low |
128-200 |
129-180 |
0-300 |
0.7% |
127-210 |
| Close |
128-230 |
129-280 |
1-050 |
0.9% |
129-280 |
| Range |
0-030 |
0-100 |
0-070 |
233.3% |
2-070 |
| ATR |
0-128 |
0-145 |
0-017 |
13.5% |
0-000 |
| Volume |
113 |
370 |
257 |
227.4% |
1,009 |
|
| Daily Pivots for day following 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-227 |
130-193 |
130-015 |
|
| R3 |
130-127 |
130-093 |
129-308 |
|
| R2 |
130-027 |
130-027 |
129-298 |
|
| R1 |
129-313 |
129-313 |
129-289 |
130-010 |
| PP |
129-247 |
129-247 |
129-247 |
129-255 |
| S1 |
129-213 |
129-213 |
129-271 |
129-230 |
| S2 |
129-147 |
129-147 |
129-262 |
|
| S3 |
129-047 |
129-113 |
129-252 |
|
| S4 |
128-267 |
129-013 |
129-225 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-253 |
135-017 |
131-030 |
|
| R3 |
133-183 |
132-267 |
130-155 |
|
| R2 |
131-113 |
131-113 |
130-090 |
|
| R1 |
130-197 |
130-197 |
130-025 |
130-315 |
| PP |
129-043 |
129-043 |
129-043 |
129-102 |
| S1 |
128-127 |
128-127 |
129-215 |
128-245 |
| S2 |
126-293 |
126-293 |
129-150 |
|
| S3 |
124-223 |
126-057 |
129-085 |
|
| S4 |
122-153 |
123-307 |
128-210 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-065 |
|
2.618 |
130-222 |
|
1.618 |
130-122 |
|
1.000 |
130-060 |
|
0.618 |
130-022 |
|
HIGH |
129-280 |
|
0.618 |
129-242 |
|
0.500 |
129-230 |
|
0.382 |
129-218 |
|
LOW |
129-180 |
|
0.618 |
129-118 |
|
1.000 |
129-080 |
|
1.618 |
129-018 |
|
2.618 |
128-238 |
|
4.250 |
128-075 |
|
|
| Fisher Pivots for day following 06-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-263 |
129-182 |
| PP |
129-247 |
129-083 |
| S1 |
129-230 |
128-305 |
|