ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
131-040 |
130-290 |
-0-070 |
-0.2% |
130-280 |
| High |
131-080 |
131-080 |
0-000 |
0.0% |
131-110 |
| Low |
130-270 |
130-240 |
-0-030 |
-0.1% |
130-050 |
| Close |
130-270 |
131-020 |
0-070 |
0.2% |
131-010 |
| Range |
0-130 |
0-160 |
0-030 |
23.1% |
1-060 |
| ATR |
0-133 |
0-135 |
0-002 |
1.4% |
0-000 |
| Volume |
1,786 |
1,020 |
-766 |
-42.9% |
11,604 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-167 |
132-093 |
131-108 |
|
| R3 |
132-007 |
131-253 |
131-064 |
|
| R2 |
131-167 |
131-167 |
131-049 |
|
| R1 |
131-093 |
131-093 |
131-035 |
131-130 |
| PP |
131-007 |
131-007 |
131-007 |
131-025 |
| S1 |
130-253 |
130-253 |
131-005 |
130-290 |
| S2 |
130-167 |
130-167 |
130-311 |
|
| S3 |
130-007 |
130-093 |
130-296 |
|
| S4 |
129-167 |
129-253 |
130-252 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-130 |
133-290 |
131-219 |
|
| R3 |
133-070 |
132-230 |
131-114 |
|
| R2 |
132-010 |
132-010 |
131-080 |
|
| R1 |
131-170 |
131-170 |
131-045 |
131-250 |
| PP |
130-270 |
130-270 |
130-270 |
130-310 |
| S1 |
130-110 |
130-110 |
130-295 |
130-190 |
| S2 |
129-210 |
129-210 |
130-260 |
|
| S3 |
128-150 |
129-050 |
130-226 |
|
| S4 |
127-090 |
127-310 |
130-121 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-120 |
|
2.618 |
132-179 |
|
1.618 |
132-019 |
|
1.000 |
131-240 |
|
0.618 |
131-179 |
|
HIGH |
131-080 |
|
0.618 |
131-019 |
|
0.500 |
131-000 |
|
0.382 |
130-301 |
|
LOW |
130-240 |
|
0.618 |
130-141 |
|
1.000 |
130-080 |
|
1.618 |
129-301 |
|
2.618 |
129-141 |
|
4.250 |
128-200 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-013 |
131-013 |
| PP |
131-007 |
131-007 |
| S1 |
131-000 |
131-000 |
|