ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
131-020 |
131-240 |
0-220 |
0.5% |
130-310 |
| High |
131-200 |
131-290 |
0-090 |
0.2% |
131-200 |
| Low |
130-290 |
131-160 |
0-190 |
0.5% |
130-240 |
| Close |
131-180 |
131-180 |
0-000 |
0.0% |
131-180 |
| Range |
0-230 |
0-130 |
-0-100 |
-43.5% |
0-280 |
| ATR |
0-140 |
0-139 |
-0-001 |
-0.5% |
0-000 |
| Volume |
2,890 |
3,962 |
1,072 |
37.1% |
12,392 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-280 |
132-200 |
131-252 |
|
| R3 |
132-150 |
132-070 |
131-216 |
|
| R2 |
132-020 |
132-020 |
131-204 |
|
| R1 |
131-260 |
131-260 |
131-192 |
131-235 |
| PP |
131-210 |
131-210 |
131-210 |
131-198 |
| S1 |
131-130 |
131-130 |
131-168 |
131-105 |
| S2 |
131-080 |
131-080 |
131-156 |
|
| S3 |
130-270 |
131-000 |
131-144 |
|
| S4 |
130-140 |
130-190 |
131-108 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-300 |
133-200 |
132-014 |
|
| R3 |
133-020 |
132-240 |
131-257 |
|
| R2 |
132-060 |
132-060 |
131-231 |
|
| R1 |
131-280 |
131-280 |
131-206 |
132-010 |
| PP |
131-100 |
131-100 |
131-100 |
131-125 |
| S1 |
131-000 |
131-000 |
131-154 |
131-050 |
| S2 |
130-140 |
130-140 |
131-129 |
|
| S3 |
129-180 |
130-040 |
131-103 |
|
| S4 |
128-220 |
129-080 |
131-026 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-202 |
|
2.618 |
132-310 |
|
1.618 |
132-180 |
|
1.000 |
132-100 |
|
0.618 |
132-050 |
|
HIGH |
131-290 |
|
0.618 |
131-240 |
|
0.500 |
131-225 |
|
0.382 |
131-210 |
|
LOW |
131-160 |
|
0.618 |
131-080 |
|
1.000 |
131-030 |
|
1.618 |
130-270 |
|
2.618 |
130-140 |
|
4.250 |
129-248 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-225 |
131-160 |
| PP |
131-210 |
131-140 |
| S1 |
131-195 |
131-120 |
|