ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
131-195 |
131-210 |
0-015 |
0.0% |
131-185 |
| High |
131-260 |
131-250 |
-0-010 |
0.0% |
131-290 |
| Low |
131-135 |
131-145 |
0-010 |
0.0% |
131-095 |
| Close |
131-245 |
131-215 |
-0-030 |
-0.1% |
131-215 |
| Range |
0-125 |
0-105 |
-0-020 |
-16.0% |
0-195 |
| ATR |
0-207 |
0-199 |
-0-007 |
-3.5% |
0-000 |
| Volume |
979,928 |
696,774 |
-283,154 |
-28.9% |
4,357,463 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-198 |
132-152 |
131-273 |
|
| R3 |
132-093 |
132-047 |
131-244 |
|
| R2 |
131-308 |
131-308 |
131-234 |
|
| R1 |
131-262 |
131-262 |
131-225 |
131-285 |
| PP |
131-203 |
131-203 |
131-203 |
131-215 |
| S1 |
131-157 |
131-157 |
131-205 |
131-180 |
| S2 |
131-098 |
131-098 |
131-196 |
|
| S3 |
130-313 |
131-052 |
131-186 |
|
| S4 |
130-208 |
130-267 |
131-157 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-145 |
133-055 |
132-002 |
|
| R3 |
132-270 |
132-180 |
131-269 |
|
| R2 |
132-075 |
132-075 |
131-251 |
|
| R1 |
131-305 |
131-305 |
131-233 |
132-030 |
| PP |
131-200 |
131-200 |
131-200 |
131-222 |
| S1 |
131-110 |
131-110 |
131-197 |
131-155 |
| S2 |
131-005 |
131-005 |
131-179 |
|
| S3 |
130-130 |
130-235 |
131-161 |
|
| S4 |
129-255 |
130-040 |
131-108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-290 |
131-095 |
0-195 |
0.5% |
0-129 |
0.3% |
62% |
False |
False |
871,492 |
| 10 |
131-290 |
130-285 |
1-005 |
0.8% |
0-152 |
0.4% |
77% |
False |
False |
937,911 |
| 20 |
131-290 |
128-180 |
3-110 |
2.5% |
0-197 |
0.5% |
93% |
False |
False |
999,105 |
| 40 |
131-290 |
127-230 |
4-060 |
3.2% |
0-204 |
0.5% |
94% |
False |
False |
1,026,652 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-191 |
0.5% |
89% |
False |
False |
689,609 |
| 80 |
132-050 |
127-230 |
4-140 |
3.4% |
0-173 |
0.4% |
89% |
False |
False |
517,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-056 |
|
2.618 |
132-205 |
|
1.618 |
132-100 |
|
1.000 |
132-035 |
|
0.618 |
131-315 |
|
HIGH |
131-250 |
|
0.618 |
131-210 |
|
0.500 |
131-198 |
|
0.382 |
131-185 |
|
LOW |
131-145 |
|
0.618 |
131-080 |
|
1.000 |
131-040 |
|
1.618 |
130-295 |
|
2.618 |
130-190 |
|
4.250 |
130-019 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-209 |
131-202 |
| PP |
131-203 |
131-190 |
| S1 |
131-198 |
131-178 |
|