ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
132-060 |
132-250 |
0-190 |
0.4% |
132-020 |
| High |
132-260 |
132-260 |
0-000 |
0.0% |
132-260 |
| Low |
132-050 |
132-160 |
0-110 |
0.3% |
132-000 |
| Close |
132-250 |
132-260 |
0-010 |
0.0% |
132-260 |
| Range |
0-210 |
0-100 |
-0-110 |
-52.4% |
0-260 |
| ATR |
0-144 |
0-141 |
-0-003 |
-2.2% |
0-000 |
| Volume |
30,612 |
24,560 |
-6,052 |
-19.8% |
99,895 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-207 |
133-173 |
132-315 |
|
| R3 |
133-107 |
133-073 |
132-288 |
|
| R2 |
133-007 |
133-007 |
132-278 |
|
| R1 |
132-293 |
132-293 |
132-269 |
132-310 |
| PP |
132-227 |
132-227 |
132-227 |
132-235 |
| S1 |
132-193 |
132-193 |
132-251 |
132-210 |
| S2 |
132-127 |
132-127 |
132-242 |
|
| S3 |
132-027 |
132-093 |
132-232 |
|
| S4 |
131-247 |
131-313 |
132-205 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-313 |
134-227 |
133-083 |
|
| R3 |
134-053 |
133-287 |
133-012 |
|
| R2 |
133-113 |
133-113 |
132-308 |
|
| R1 |
133-027 |
133-027 |
132-284 |
133-070 |
| PP |
132-173 |
132-173 |
132-173 |
132-195 |
| S1 |
132-087 |
132-087 |
132-236 |
132-130 |
| S2 |
131-233 |
131-233 |
132-212 |
|
| S3 |
130-293 |
131-147 |
132-188 |
|
| S4 |
130-033 |
130-207 |
132-117 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-045 |
|
2.618 |
133-202 |
|
1.618 |
133-102 |
|
1.000 |
133-040 |
|
0.618 |
133-002 |
|
HIGH |
132-260 |
|
0.618 |
132-222 |
|
0.500 |
132-210 |
|
0.382 |
132-198 |
|
LOW |
132-160 |
|
0.618 |
132-098 |
|
1.000 |
132-060 |
|
1.618 |
131-318 |
|
2.618 |
131-218 |
|
4.250 |
131-055 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-243 |
132-217 |
| PP |
132-227 |
132-173 |
| S1 |
132-210 |
132-130 |
|