ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
133-230 |
133-250 |
0-020 |
0.0% |
133-140 |
High |
133-230 |
133-260 |
0-030 |
0.1% |
133-310 |
Low |
133-190 |
133-230 |
0-040 |
0.1% |
133-140 |
Close |
133-190 |
133-260 |
0-070 |
0.2% |
133-190 |
Range |
0-040 |
0-030 |
-0-010 |
-25.0% |
0-170 |
ATR |
0-098 |
0-096 |
-0-002 |
-2.0% |
0-000 |
Volume |
826 |
467 |
-359 |
-43.5% |
2,359 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-020 |
134-010 |
133-276 |
|
R3 |
133-310 |
133-300 |
133-268 |
|
R2 |
133-280 |
133-280 |
133-266 |
|
R1 |
133-270 |
133-270 |
133-263 |
133-275 |
PP |
133-250 |
133-250 |
133-250 |
133-252 |
S1 |
133-240 |
133-240 |
133-257 |
133-245 |
S2 |
133-220 |
133-220 |
133-254 |
|
S3 |
133-190 |
133-210 |
133-252 |
|
S4 |
133-160 |
133-180 |
133-244 |
|
|
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 |
133-190 |
0-150 |
0.4% |
0-042 |
0.1% |
47% |
False |
False |
339 |
10 |
134-020 |
132-280 |
1-060 |
0.9% |
0-049 |
0.1% |
79% |
False |
False |
375 |
20 |
134-020 |
131-290 |
2-050 |
1.6% |
0-038 |
0.1% |
88% |
False |
False |
189 |
40 |
134-020 |
131-140 |
2-200 |
2.0% |
0-031 |
0.1% |
90% |
False |
False |
97 |
60 |
134-020 |
129-230 |
4-110 |
3.2% |
0-020 |
0.0% |
94% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-068 |
2.618 |
134-019 |
1.618 |
133-309 |
1.000 |
133-290 |
0.618 |
133-279 |
HIGH |
133-260 |
0.618 |
133-249 |
0.500 |
133-245 |
0.382 |
133-241 |
LOW |
133-230 |
0.618 |
133-211 |
1.000 |
133-200 |
1.618 |
133-181 |
2.618 |
133-151 |
4.250 |
133-102 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
133-255 |
133-265 |
PP |
133-250 |
133-263 |
S1 |
133-245 |
133-262 |
|