ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
133-010 |
133-270 |
0-260 |
0.6% |
134-240 |
| High |
133-300 |
133-305 |
0-005 |
0.0% |
134-295 |
| Low |
132-180 |
133-050 |
0-190 |
0.4% |
133-045 |
| Close |
133-250 |
133-070 |
-0-180 |
-0.4% |
133-155 |
| Range |
1-120 |
0-255 |
-0-185 |
-42.0% |
1-250 |
| ATR |
0-214 |
0-217 |
0-003 |
1.4% |
0-000 |
| Volume |
1,219,047 |
1,235,842 |
16,795 |
1.4% |
6,156,314 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-267 |
135-103 |
133-210 |
|
| R3 |
135-012 |
134-168 |
133-140 |
|
| R2 |
134-077 |
134-077 |
133-117 |
|
| R1 |
133-233 |
133-233 |
133-093 |
133-188 |
| PP |
133-142 |
133-142 |
133-142 |
133-119 |
| S1 |
132-298 |
132-298 |
133-047 |
132-252 |
| S2 |
132-207 |
132-207 |
133-023 |
|
| S3 |
131-272 |
132-043 |
133-000 |
|
| S4 |
131-017 |
131-108 |
132-250 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-062 |
138-038 |
134-148 |
|
| R3 |
137-132 |
136-108 |
133-312 |
|
| R2 |
135-202 |
135-202 |
133-260 |
|
| R1 |
134-178 |
134-178 |
133-207 |
134-065 |
| PP |
133-272 |
133-272 |
133-272 |
133-215 |
| S1 |
132-248 |
132-248 |
133-103 |
132-135 |
| S2 |
132-022 |
132-022 |
133-050 |
|
| S3 |
130-092 |
130-318 |
132-318 |
|
| S4 |
128-162 |
129-068 |
132-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-055 |
132-180 |
1-195 |
1.2% |
0-269 |
0.6% |
41% |
False |
False |
1,309,619 |
| 10 |
134-310 |
132-180 |
2-130 |
1.8% |
0-276 |
0.6% |
27% |
False |
False |
1,302,414 |
| 20 |
134-310 |
132-000 |
2-310 |
2.2% |
0-214 |
0.5% |
41% |
False |
False |
735,654 |
| 40 |
134-310 |
130-050 |
4-260 |
3.6% |
0-166 |
0.4% |
64% |
False |
False |
369,614 |
| 60 |
134-310 |
126-270 |
8-040 |
6.1% |
0-130 |
0.3% |
78% |
False |
False |
246,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-109 |
|
2.618 |
136-013 |
|
1.618 |
135-078 |
|
1.000 |
134-240 |
|
0.618 |
134-143 |
|
HIGH |
133-305 |
|
0.618 |
133-208 |
|
0.500 |
133-178 |
|
0.382 |
133-147 |
|
LOW |
133-050 |
|
0.618 |
132-212 |
|
1.000 |
132-115 |
|
1.618 |
131-277 |
|
2.618 |
131-022 |
|
4.250 |
129-246 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-178 |
133-118 |
| PP |
133-142 |
133-102 |
| S1 |
133-106 |
133-086 |
|