ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
133-260 |
133-230 |
-0-030 |
-0.1% |
133-010 |
High |
133-310 |
133-240 |
-0-070 |
-0.2% |
133-160 |
Low |
133-170 |
133-220 |
0-050 |
0.1% |
132-230 |
Close |
133-200 |
133-230 |
0-030 |
0.1% |
133-140 |
Range |
0-140 |
0-020 |
-0-120 |
-85.7% |
0-250 |
ATR |
0-104 |
0-100 |
-0-005 |
-4.4% |
0-000 |
Volume |
1,567 |
288 |
-1,279 |
-81.6% |
21 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-290 |
133-280 |
133-241 |
|
R3 |
133-270 |
133-260 |
133-236 |
|
R2 |
133-250 |
133-250 |
133-234 |
|
R1 |
133-240 |
133-240 |
133-232 |
133-240 |
PP |
133-230 |
133-230 |
133-230 |
133-230 |
S1 |
133-220 |
133-220 |
133-228 |
133-220 |
S2 |
133-210 |
133-210 |
133-226 |
|
S3 |
133-190 |
133-200 |
133-224 |
|
S4 |
133-170 |
133-180 |
133-219 |
|
|
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 |
134-005 |
2.618 |
133-292 |
1.618 |
133-272 |
1.000 |
133-260 |
0.618 |
133-252 |
HIGH |
133-240 |
0.618 |
133-232 |
0.500 |
133-230 |
0.382 |
133-228 |
LOW |
133-220 |
0.618 |
133-208 |
1.000 |
133-200 |
1.618 |
133-188 |
2.618 |
133-168 |
4.250 |
133-135 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
133-230 |
133-240 |
PP |
133-230 |
133-237 |
S1 |
133-230 |
133-233 |
|