ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
133-220 |
134-030 |
0-130 |
0.3% |
132-250 |
| High |
134-100 |
134-310 |
0-210 |
0.5% |
134-310 |
| Low |
133-150 |
133-300 |
0-150 |
0.4% |
132-160 |
| Close |
133-300 |
134-240 |
0-260 |
0.6% |
134-240 |
| Range |
0-270 |
1-010 |
0-060 |
22.2% |
2-150 |
| ATR |
0-174 |
0-185 |
0-011 |
6.4% |
0-000 |
| Volume |
1,102,279 |
1,699,232 |
596,953 |
54.2% |
4,962,097 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-207 |
137-073 |
135-102 |
|
| R3 |
136-197 |
136-063 |
135-011 |
|
| R2 |
135-187 |
135-187 |
134-300 |
|
| R1 |
135-053 |
135-053 |
134-270 |
135-120 |
| PP |
134-177 |
134-177 |
134-177 |
134-210 |
| S1 |
134-043 |
134-043 |
134-210 |
134-110 |
| S2 |
133-167 |
133-167 |
134-180 |
|
| S3 |
132-157 |
133-033 |
134-149 |
|
| S4 |
131-147 |
132-023 |
134-058 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-153 |
140-187 |
136-034 |
|
| R3 |
139-003 |
138-037 |
135-137 |
|
| R2 |
136-173 |
136-173 |
135-065 |
|
| R1 |
135-207 |
135-207 |
134-312 |
136-030 |
| PP |
134-023 |
134-023 |
134-023 |
134-095 |
| S1 |
133-057 |
133-057 |
134-168 |
133-200 |
| S2 |
131-193 |
131-193 |
134-095 |
|
| S3 |
129-043 |
130-227 |
134-023 |
|
| S4 |
126-213 |
128-077 |
133-126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-310 |
132-110 |
2-200 |
1.9% |
0-264 |
0.6% |
92% |
True |
False |
1,129,190 |
| 10 |
134-310 |
132-030 |
2-280 |
2.1% |
0-198 |
0.5% |
92% |
True |
False |
603,806 |
| 20 |
134-310 |
130-290 |
4-020 |
3.0% |
0-172 |
0.4% |
95% |
True |
False |
307,077 |
| 40 |
134-310 |
129-180 |
5-130 |
4.0% |
0-138 |
0.3% |
96% |
True |
False |
154,542 |
| 60 |
134-310 |
126-270 |
8-040 |
6.0% |
0-100 |
0.2% |
97% |
True |
False |
103,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-112 |
|
2.618 |
137-214 |
|
1.618 |
136-204 |
|
1.000 |
136-000 |
|
0.618 |
135-194 |
|
HIGH |
134-310 |
|
0.618 |
134-184 |
|
0.500 |
134-145 |
|
0.382 |
134-106 |
|
LOW |
133-300 |
|
0.618 |
133-096 |
|
1.000 |
132-290 |
|
1.618 |
132-086 |
|
2.618 |
131-076 |
|
4.250 |
129-178 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
134-208 |
134-142 |
| PP |
134-177 |
134-043 |
| S1 |
134-145 |
133-265 |
|