ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
131-240 |
131-190 |
-0-050 |
-0.1% |
130-310 |
| High |
131-290 |
132-000 |
0-030 |
0.1% |
131-200 |
| Low |
131-160 |
131-190 |
0-030 |
0.1% |
130-240 |
| Close |
131-180 |
131-270 |
0-090 |
0.2% |
131-180 |
| Range |
0-130 |
0-130 |
0-000 |
0.0% |
0-280 |
| ATR |
0-139 |
0-139 |
0-000 |
0.1% |
0-000 |
| Volume |
3,962 |
6,210 |
2,248 |
56.7% |
12,392 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-010 |
132-270 |
132-022 |
|
| R3 |
132-200 |
132-140 |
131-306 |
|
| R2 |
132-070 |
132-070 |
131-294 |
|
| R1 |
132-010 |
132-010 |
131-282 |
132-040 |
| PP |
131-260 |
131-260 |
131-260 |
131-275 |
| S1 |
131-200 |
131-200 |
131-258 |
131-230 |
| S2 |
131-130 |
131-130 |
131-246 |
|
| S3 |
131-000 |
131-070 |
131-234 |
|
| S4 |
130-190 |
130-260 |
131-198 |
|
|
| 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 |
133-232 |
|
2.618 |
133-020 |
|
1.618 |
132-210 |
|
1.000 |
132-130 |
|
0.618 |
132-080 |
|
HIGH |
132-000 |
|
0.618 |
131-270 |
|
0.500 |
131-255 |
|
0.382 |
131-240 |
|
LOW |
131-190 |
|
0.618 |
131-110 |
|
1.000 |
131-060 |
|
1.618 |
130-300 |
|
2.618 |
130-170 |
|
4.250 |
129-278 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-265 |
131-228 |
| PP |
131-260 |
131-187 |
| S1 |
131-255 |
131-145 |
|