ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
132-040 |
132-100 |
0-060 |
0.1% |
132-280 |
| High |
132-040 |
132-100 |
0-060 |
0.1% |
132-280 |
| Low |
132-040 |
132-090 |
0-050 |
0.1% |
132-100 |
| Close |
132-040 |
132-090 |
0-050 |
0.1% |
132-220 |
| Range |
0-000 |
0-010 |
0-010 |
|
0-180 |
| ATR |
0-100 |
0-097 |
-0-003 |
-2.9% |
0-000 |
| Volume |
4 |
4 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-123 |
132-117 |
132-096 |
|
| R3 |
132-113 |
132-107 |
132-093 |
|
| R2 |
132-103 |
132-103 |
132-092 |
|
| R1 |
132-097 |
132-097 |
132-091 |
132-095 |
| PP |
132-093 |
132-093 |
132-093 |
132-092 |
| S1 |
132-087 |
132-087 |
132-089 |
132-085 |
| S2 |
132-083 |
132-083 |
132-088 |
|
| S3 |
132-073 |
132-077 |
132-087 |
|
| S4 |
132-063 |
132-067 |
132-084 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-100 |
134-020 |
132-319 |
|
| R3 |
133-240 |
133-160 |
132-270 |
|
| R2 |
133-060 |
133-060 |
132-253 |
|
| R1 |
132-300 |
132-300 |
132-236 |
132-250 |
| PP |
132-200 |
132-200 |
132-200 |
132-175 |
| S1 |
132-120 |
132-120 |
132-204 |
132-070 |
| S2 |
132-020 |
132-020 |
132-187 |
|
| S3 |
131-160 |
131-260 |
132-170 |
|
| S4 |
130-300 |
131-080 |
132-121 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-142 |
|
2.618 |
132-126 |
|
1.618 |
132-116 |
|
1.000 |
132-110 |
|
0.618 |
132-106 |
|
HIGH |
132-100 |
|
0.618 |
132-096 |
|
0.500 |
132-095 |
|
0.382 |
132-094 |
|
LOW |
132-090 |
|
0.618 |
132-084 |
|
1.000 |
132-080 |
|
1.618 |
132-074 |
|
2.618 |
132-064 |
|
4.250 |
132-048 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-095 |
132-100 |
| PP |
132-093 |
132-097 |
| S1 |
132-092 |
132-093 |
|