ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
131-190 |
131-280 |
0-090 |
0.2% |
130-310 |
| High |
132-000 |
132-060 |
0-060 |
0.1% |
131-200 |
| Low |
131-190 |
131-250 |
0-060 |
0.1% |
130-240 |
| Close |
131-270 |
131-260 |
-0-010 |
0.0% |
131-180 |
| Range |
0-130 |
0-130 |
0-000 |
0.0% |
0-280 |
| ATR |
0-139 |
0-138 |
-0-001 |
-0.5% |
0-000 |
| Volume |
6,210 |
5,936 |
-274 |
-4.4% |
12,392 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-047 |
132-283 |
132-012 |
|
| R3 |
132-237 |
132-153 |
131-296 |
|
| R2 |
132-107 |
132-107 |
131-284 |
|
| R1 |
132-023 |
132-023 |
131-272 |
132-000 |
| PP |
131-297 |
131-297 |
131-297 |
131-285 |
| S1 |
131-213 |
131-213 |
131-248 |
131-190 |
| S2 |
131-167 |
131-167 |
131-236 |
|
| S3 |
131-037 |
131-083 |
131-224 |
|
| S4 |
130-227 |
130-273 |
131-188 |
|
|
| 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 |
133-292 |
|
2.618 |
133-080 |
|
1.618 |
132-270 |
|
1.000 |
132-190 |
|
0.618 |
132-140 |
|
HIGH |
132-060 |
|
0.618 |
132-010 |
|
0.500 |
131-315 |
|
0.382 |
131-300 |
|
LOW |
131-250 |
|
0.618 |
131-170 |
|
1.000 |
131-120 |
|
1.618 |
131-040 |
|
2.618 |
130-230 |
|
4.250 |
130-018 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-315 |
131-270 |
| PP |
131-297 |
131-267 |
| S1 |
131-278 |
131-263 |
|