ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
129-300 |
130-160 |
0-180 |
0.4% |
128-130 |
| High |
130-150 |
130-180 |
0-030 |
0.1% |
129-280 |
| Low |
129-300 |
130-000 |
0-020 |
0.0% |
127-210 |
| Close |
130-140 |
130-060 |
-0-080 |
-0.2% |
129-280 |
| Range |
0-170 |
0-180 |
0-010 |
5.9% |
2-070 |
| ATR |
0-139 |
0-142 |
0-003 |
2.1% |
0-000 |
| Volume |
206 |
3,211 |
3,005 |
1,458.7% |
1,009 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-300 |
131-200 |
130-159 |
|
| R3 |
131-120 |
131-020 |
130-110 |
|
| R2 |
130-260 |
130-260 |
130-093 |
|
| R1 |
130-160 |
130-160 |
130-076 |
130-120 |
| PP |
130-080 |
130-080 |
130-080 |
130-060 |
| S1 |
129-300 |
129-300 |
130-044 |
129-260 |
| S2 |
129-220 |
129-220 |
130-027 |
|
| S3 |
129-040 |
129-120 |
130-010 |
|
| S4 |
128-180 |
128-260 |
129-281 |
|
|
| 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 |
132-305 |
|
2.618 |
132-011 |
|
1.618 |
131-151 |
|
1.000 |
131-040 |
|
0.618 |
130-291 |
|
HIGH |
130-180 |
|
0.618 |
130-111 |
|
0.500 |
130-090 |
|
0.382 |
130-069 |
|
LOW |
130-000 |
|
0.618 |
129-209 |
|
1.000 |
129-140 |
|
1.618 |
129-029 |
|
2.618 |
128-169 |
|
4.250 |
127-195 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-090 |
130-080 |
| PP |
130-080 |
130-073 |
| S1 |
130-070 |
130-067 |
|