ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
130-070 |
130-190 |
0-120 |
0.3% |
129-300 |
| High |
130-160 |
130-210 |
0-050 |
0.1% |
130-180 |
| Low |
130-060 |
130-180 |
0-120 |
0.3% |
129-300 |
| Close |
130-140 |
130-210 |
0-070 |
0.2% |
130-120 |
| Range |
0-100 |
0-030 |
-0-070 |
-70.0% |
0-200 |
| ATR |
0-132 |
0-128 |
-0-004 |
-3.4% |
0-000 |
| Volume |
1,578 |
4,875 |
3,297 |
208.9% |
4,950 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-290 |
130-280 |
130-226 |
|
| R3 |
130-260 |
130-250 |
130-218 |
|
| R2 |
130-230 |
130-230 |
130-216 |
|
| R1 |
130-220 |
130-220 |
130-213 |
130-225 |
| PP |
130-200 |
130-200 |
130-200 |
130-202 |
| S1 |
130-190 |
130-190 |
130-207 |
130-195 |
| S2 |
130-170 |
130-170 |
130-204 |
|
| S3 |
130-140 |
130-160 |
130-202 |
|
| S4 |
130-110 |
130-130 |
130-194 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-053 |
131-287 |
130-230 |
|
| R3 |
131-173 |
131-087 |
130-175 |
|
| R2 |
130-293 |
130-293 |
130-157 |
|
| R1 |
130-207 |
130-207 |
130-138 |
130-250 |
| PP |
130-093 |
130-093 |
130-093 |
130-115 |
| S1 |
130-007 |
130-007 |
130-102 |
130-050 |
| S2 |
129-213 |
129-213 |
130-083 |
|
| S3 |
129-013 |
129-127 |
130-065 |
|
| S4 |
128-133 |
128-247 |
130-010 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-018 |
|
2.618 |
130-289 |
|
1.618 |
130-259 |
|
1.000 |
130-240 |
|
0.618 |
130-229 |
|
HIGH |
130-210 |
|
0.618 |
130-199 |
|
0.500 |
130-195 |
|
0.382 |
130-191 |
|
LOW |
130-180 |
|
0.618 |
130-161 |
|
1.000 |
130-150 |
|
1.618 |
130-131 |
|
2.618 |
130-101 |
|
4.250 |
130-052 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-205 |
130-185 |
| PP |
130-200 |
130-160 |
| S1 |
130-195 |
130-135 |
|