ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
133-220 |
133-230 |
0-010 |
0.0% |
133-140 |
High |
134-020 |
133-230 |
-0-110 |
-0.3% |
133-310 |
Low |
133-220 |
133-190 |
-0-030 |
-0.1% |
133-140 |
Close |
133-270 |
133-190 |
-0-080 |
-0.2% |
133-190 |
Range |
0-120 |
0-040 |
-0-080 |
-66.7% |
0-170 |
ATR |
0-099 |
0-098 |
-0-001 |
-1.4% |
0-000 |
Volume |
102 |
826 |
724 |
709.8% |
2,359 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-003 |
133-297 |
133-212 |
|
R3 |
133-283 |
133-257 |
133-201 |
|
R2 |
133-243 |
133-243 |
133-197 |
|
R1 |
133-217 |
133-217 |
133-194 |
133-210 |
PP |
133-203 |
133-203 |
133-203 |
133-200 |
S1 |
133-177 |
133-177 |
133-186 |
133-170 |
S2 |
133-163 |
133-163 |
133-183 |
|
S3 |
133-123 |
133-137 |
133-179 |
|
S4 |
133-083 |
133-097 |
133-168 |
|
|
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% |
0-064 |
0.1% |
12% |
False |
False |
559 |
10 |
134-020 |
132-230 |
1-110 |
1.0% |
0-055 |
0.1% |
65% |
False |
False |
329 |
20 |
134-020 |
131-290 |
2-050 |
1.6% |
0-042 |
0.1% |
78% |
False |
False |
168 |
40 |
134-020 |
131-140 |
2-200 |
2.0% |
0-030 |
0.1% |
82% |
False |
False |
85 |
60 |
134-020 |
129-230 |
4-110 |
3.3% |
0-020 |
0.0% |
89% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-080 |
2.618 |
134-015 |
1.618 |
133-295 |
1.000 |
133-270 |
0.618 |
133-255 |
HIGH |
133-230 |
0.618 |
133-215 |
0.500 |
133-210 |
0.382 |
133-205 |
LOW |
133-190 |
0.618 |
133-165 |
1.000 |
133-150 |
1.618 |
133-125 |
2.618 |
133-085 |
4.250 |
133-020 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
133-210 |
133-265 |
PP |
133-203 |
133-240 |
S1 |
133-197 |
133-215 |
|