ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
133-190 |
133-220 |
0-030 |
0.1% |
133-140 |
High |
133-190 |
134-020 |
0-150 |
0.4% |
133-310 |
Low |
133-190 |
133-220 |
0-030 |
0.1% |
133-140 |
Close |
133-190 |
133-270 |
0-080 |
0.2% |
133-190 |
Range |
0-000 |
0-120 |
0-120 |
|
0-170 |
ATR |
0-095 |
0-099 |
0-004 |
4.1% |
0-000 |
Volume |
12 |
102 |
90 |
750.0% |
2,359 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-317 |
134-253 |
134-016 |
|
R3 |
134-197 |
134-133 |
133-303 |
|
R2 |
134-077 |
134-077 |
133-292 |
|
R1 |
134-013 |
134-013 |
133-281 |
134-045 |
PP |
133-277 |
133-277 |
133-277 |
133-292 |
S1 |
133-213 |
133-213 |
133-259 |
133-245 |
S2 |
133-157 |
133-157 |
133-248 |
|
S3 |
133-037 |
133-093 |
133-237 |
|
S4 |
132-237 |
132-293 |
133-204 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-083 |
134-307 |
133-284 |
|
R3 |
134-233 |
134-137 |
133-237 |
|
R2 |
134-063 |
134-063 |
133-221 |
|
R1 |
133-287 |
133-287 |
133-206 |
134-015 |
PP |
133-213 |
133-213 |
133-213 |
133-238 |
S1 |
133-117 |
133-117 |
133-174 |
133-165 |
S2 |
133-043 |
133-043 |
133-159 |
|
S3 |
132-193 |
132-267 |
133-143 |
|
S4 |
132-023 |
132-097 |
133-096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-020 |
133-170 |
0-170 |
0.4% |
0-062 |
0.1% |
59% |
True |
False |
399 |
10 |
134-020 |
132-230 |
1-110 |
1.0% |
0-053 |
0.1% |
84% |
True |
False |
248 |
20 |
134-020 |
131-290 |
2-050 |
1.6% |
0-040 |
0.1% |
90% |
True |
False |
128 |
40 |
134-020 |
131-140 |
2-200 |
2.0% |
0-029 |
0.1% |
92% |
True |
False |
65 |
60 |
134-020 |
129-230 |
4-110 |
3.2% |
0-019 |
0.0% |
95% |
True |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-210 |
2.618 |
135-014 |
1.618 |
134-214 |
1.000 |
134-140 |
0.618 |
134-094 |
HIGH |
134-020 |
0.618 |
133-294 |
0.500 |
133-280 |
0.382 |
133-266 |
LOW |
133-220 |
0.618 |
133-146 |
1.000 |
133-100 |
1.618 |
133-026 |
2.618 |
132-226 |
4.250 |
132-030 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
133-280 |
133-268 |
PP |
133-277 |
133-267 |
S1 |
133-273 |
133-265 |
|