ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
132-210 |
132-140 |
-0-070 |
-0.2% |
132-210 |
| High |
132-280 |
132-280 |
0-000 |
0.0% |
132-280 |
| Low |
132-110 |
132-110 |
0-000 |
0.0% |
132-030 |
| Close |
132-180 |
132-250 |
0-070 |
0.2% |
132-250 |
| Range |
0-170 |
0-170 |
0-000 |
0.0% |
0-250 |
| ATR |
0-147 |
0-149 |
0-002 |
1.1% |
0-000 |
| Volume |
193,888 |
683,857 |
489,969 |
252.7% |
1,051,406 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-083 |
134-017 |
133-024 |
|
| R3 |
133-233 |
133-167 |
132-297 |
|
| R2 |
133-063 |
133-063 |
132-281 |
|
| R1 |
132-317 |
132-317 |
132-266 |
133-030 |
| PP |
132-213 |
132-213 |
132-213 |
132-230 |
| S1 |
132-147 |
132-147 |
132-234 |
132-180 |
| S2 |
132-043 |
132-043 |
132-219 |
|
| S3 |
131-193 |
131-297 |
132-203 |
|
| S4 |
131-023 |
131-127 |
132-156 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-297 |
134-203 |
133-068 |
|
| R3 |
134-047 |
133-273 |
132-319 |
|
| R2 |
133-117 |
133-117 |
132-296 |
|
| R1 |
133-023 |
133-023 |
132-273 |
133-070 |
| PP |
132-187 |
132-187 |
132-187 |
132-210 |
| S1 |
132-093 |
132-093 |
132-227 |
132-140 |
| S2 |
131-257 |
131-257 |
132-204 |
|
| S3 |
131-007 |
131-163 |
132-181 |
|
| S4 |
130-077 |
130-233 |
132-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-280 |
132-030 |
0-250 |
0.6% |
0-146 |
0.3% |
88% |
True |
False |
210,281 |
| 10 |
132-280 |
132-000 |
0-280 |
0.7% |
0-146 |
0.3% |
89% |
True |
False |
115,130 |
| 20 |
132-280 |
130-240 |
2-040 |
1.6% |
0-138 |
0.3% |
96% |
True |
False |
59,448 |
| 40 |
132-280 |
127-210 |
5-070 |
3.9% |
0-118 |
0.3% |
98% |
True |
False |
30,505 |
| 60 |
132-280 |
126-270 |
6-010 |
4.5% |
0-080 |
0.2% |
98% |
True |
False |
20,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-042 |
|
2.618 |
134-085 |
|
1.618 |
133-235 |
|
1.000 |
133-130 |
|
0.618 |
133-065 |
|
HIGH |
132-280 |
|
0.618 |
132-215 |
|
0.500 |
132-195 |
|
0.382 |
132-175 |
|
LOW |
132-110 |
|
0.618 |
132-005 |
|
1.000 |
131-260 |
|
1.618 |
131-155 |
|
2.618 |
130-305 |
|
4.250 |
130-028 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-232 |
132-232 |
| PP |
132-213 |
132-213 |
| S1 |
132-195 |
132-195 |
|