ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
130-280 |
130-220 |
-0-060 |
-0.1% |
130-190 |
| High |
131-000 |
130-230 |
-0-090 |
-0.2% |
130-230 |
| Low |
130-260 |
130-180 |
-0-080 |
-0.2% |
130-060 |
| Close |
130-280 |
130-210 |
-0-070 |
-0.2% |
130-180 |
| Range |
0-060 |
0-050 |
-0-010 |
-16.7% |
0-170 |
| ATR |
0-126 |
0-124 |
-0-002 |
-1.5% |
0-000 |
| Volume |
375 |
1,840 |
1,465 |
390.7% |
13,708 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-037 |
131-013 |
130-238 |
|
| R3 |
130-307 |
130-283 |
130-224 |
|
| R2 |
130-257 |
130-257 |
130-219 |
|
| R1 |
130-233 |
130-233 |
130-215 |
130-220 |
| PP |
130-207 |
130-207 |
130-207 |
130-200 |
| S1 |
130-183 |
130-183 |
130-205 |
130-170 |
| S2 |
130-157 |
130-157 |
130-201 |
|
| S3 |
130-107 |
130-133 |
130-196 |
|
| S4 |
130-057 |
130-083 |
130-182 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-027 |
131-273 |
130-274 |
|
| R3 |
131-177 |
131-103 |
130-227 |
|
| R2 |
131-007 |
131-007 |
130-211 |
|
| R1 |
130-253 |
130-253 |
130-196 |
130-205 |
| PP |
130-157 |
130-157 |
130-157 |
130-132 |
| S1 |
130-083 |
130-083 |
130-164 |
130-035 |
| S2 |
129-307 |
129-307 |
130-149 |
|
| S3 |
129-137 |
129-233 |
130-133 |
|
| S4 |
128-287 |
129-063 |
130-086 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-122 |
|
2.618 |
131-041 |
|
1.618 |
130-311 |
|
1.000 |
130-280 |
|
0.618 |
130-261 |
|
HIGH |
130-230 |
|
0.618 |
130-211 |
|
0.500 |
130-205 |
|
0.382 |
130-199 |
|
LOW |
130-180 |
|
0.618 |
130-149 |
|
1.000 |
130-130 |
|
1.618 |
130-099 |
|
2.618 |
130-049 |
|
4.250 |
129-288 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
130-208 |
130-220 |
| PP |
130-207 |
130-217 |
| S1 |
130-205 |
130-213 |
|