ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
133-250 |
133-240 |
-0-010 |
0.0% |
133-140 |
High |
133-260 |
133-240 |
-0-020 |
0.0% |
133-310 |
Low |
133-230 |
133-160 |
-0-070 |
-0.2% |
133-140 |
Close |
133-260 |
133-160 |
-0-100 |
-0.2% |
133-190 |
Range |
0-030 |
0-080 |
0-050 |
166.7% |
0-170 |
ATR |
0-096 |
0-096 |
0-000 |
0.3% |
0-000 |
Volume |
467 |
137 |
-330 |
-70.7% |
2,359 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-107 |
134-053 |
133-204 |
|
R3 |
134-027 |
133-293 |
133-182 |
|
R2 |
133-267 |
133-267 |
133-175 |
|
R1 |
133-213 |
133-213 |
133-167 |
133-200 |
PP |
133-187 |
133-187 |
133-187 |
133-180 |
S1 |
133-133 |
133-133 |
133-153 |
133-120 |
S2 |
133-107 |
133-107 |
133-145 |
|
S3 |
133-027 |
133-053 |
133-138 |
|
S4 |
132-267 |
132-293 |
133-116 |
|
|
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 |
133-160 |
0-180 |
0.4% |
0-054 |
0.1% |
0% |
False |
True |
308 |
10 |
134-020 |
133-140 |
0-200 |
0.5% |
0-052 |
0.1% |
10% |
False |
False |
389 |
20 |
134-020 |
131-290 |
2-050 |
1.6% |
0-042 |
0.1% |
74% |
False |
False |
196 |
40 |
134-020 |
131-230 |
2-110 |
1.8% |
0-033 |
0.1% |
76% |
False |
False |
100 |
60 |
134-020 |
129-230 |
4-110 |
3.3% |
0-022 |
0.1% |
87% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-260 |
2.618 |
134-129 |
1.618 |
134-049 |
1.000 |
134-000 |
0.618 |
133-289 |
HIGH |
133-240 |
0.618 |
133-209 |
0.500 |
133-200 |
0.382 |
133-191 |
LOW |
133-160 |
0.618 |
133-111 |
1.000 |
133-080 |
1.618 |
133-031 |
2.618 |
132-271 |
4.250 |
132-140 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
133-200 |
133-210 |
PP |
133-187 |
133-193 |
S1 |
133-173 |
133-177 |
|