ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
133-000 |
133-160 |
0-160 |
0.4% |
133-010 |
| High |
133-010 |
133-160 |
0-150 |
0.4% |
133-160 |
| Low |
132-280 |
133-140 |
0-180 |
0.4% |
132-230 |
| Close |
133-010 |
133-140 |
0-130 |
0.3% |
133-140 |
| Range |
0-050 |
0-020 |
-0-030 |
-60.0% |
0-250 |
| ATR |
0-109 |
0-112 |
0-003 |
2.7% |
0-000 |
| Volume |
1 |
2 |
1 |
100.0% |
21 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-207 |
133-193 |
133-151 |
|
| R3 |
133-187 |
133-173 |
133-146 |
|
| R2 |
133-167 |
133-167 |
133-144 |
|
| R1 |
133-153 |
133-153 |
133-142 |
133-150 |
| PP |
133-147 |
133-147 |
133-147 |
133-145 |
| S1 |
133-133 |
133-133 |
133-138 |
133-130 |
| S2 |
133-127 |
133-127 |
133-136 |
|
| S3 |
133-107 |
133-113 |
133-134 |
|
| S4 |
133-087 |
133-093 |
133-129 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-180 |
135-090 |
133-278 |
|
| R3 |
134-250 |
134-160 |
133-209 |
|
| R2 |
134-000 |
134-000 |
133-186 |
|
| R1 |
133-230 |
133-230 |
133-163 |
133-275 |
| PP |
133-070 |
133-070 |
133-070 |
133-092 |
| S1 |
132-300 |
132-300 |
133-117 |
133-025 |
| S2 |
132-140 |
132-140 |
133-094 |
|
| S3 |
131-210 |
132-050 |
133-071 |
|
| S4 |
130-280 |
131-120 |
133-002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-245 |
|
2.618 |
133-212 |
|
1.618 |
133-192 |
|
1.000 |
133-180 |
|
0.618 |
133-172 |
|
HIGH |
133-160 |
|
0.618 |
133-152 |
|
0.500 |
133-150 |
|
0.382 |
133-148 |
|
LOW |
133-140 |
|
0.618 |
133-128 |
|
1.000 |
133-120 |
|
1.618 |
133-108 |
|
2.618 |
133-088 |
|
4.250 |
133-055 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-150 |
133-105 |
| PP |
133-147 |
133-070 |
| S1 |
133-143 |
133-035 |
|