ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
134-050 |
134-180 |
0-130 |
0.3% |
133-220 |
High |
134-150 |
134-180 |
0-030 |
0.1% |
134-020 |
Low |
134-000 |
134-040 |
0-040 |
0.1% |
133-160 |
Close |
134-110 |
134-100 |
-0-010 |
0.0% |
133-290 |
Range |
0-150 |
0-140 |
-0-010 |
-6.7% |
0-180 |
ATR |
0-102 |
0-104 |
0-003 |
2.7% |
0-000 |
Volume |
1,226 |
1,612 |
386 |
31.5% |
1,935 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-207 |
135-133 |
134-177 |
|
R3 |
135-067 |
134-313 |
134-138 |
|
R2 |
134-247 |
134-247 |
134-126 |
|
R1 |
134-173 |
134-173 |
134-113 |
134-140 |
PP |
134-107 |
134-107 |
134-107 |
134-090 |
S1 |
134-033 |
134-033 |
134-087 |
134-000 |
S2 |
133-287 |
133-287 |
134-074 |
|
S3 |
133-147 |
133-213 |
134-062 |
|
S4 |
133-007 |
133-073 |
134-023 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-163 |
135-087 |
134-069 |
|
R3 |
134-303 |
134-227 |
134-020 |
|
R2 |
134-123 |
134-123 |
134-003 |
|
R1 |
134-047 |
134-047 |
133-306 |
134-085 |
PP |
133-263 |
133-263 |
133-263 |
133-282 |
S1 |
133-187 |
133-187 |
133-274 |
133-225 |
S2 |
133-083 |
133-083 |
133-257 |
|
S3 |
132-223 |
133-007 |
133-240 |
|
S4 |
132-043 |
132-147 |
133-191 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-180 |
133-160 |
1-020 |
0.8% |
0-088 |
0.2% |
76% |
True |
False |
698 |
10 |
134-180 |
133-160 |
1-020 |
0.8% |
0-065 |
0.2% |
76% |
True |
False |
518 |
20 |
134-180 |
132-140 |
2-040 |
1.6% |
0-059 |
0.1% |
88% |
True |
False |
363 |
40 |
134-180 |
131-290 |
2-210 |
2.0% |
0-035 |
0.1% |
91% |
True |
False |
184 |
60 |
134-180 |
130-000 |
4-180 |
3.4% |
0-028 |
0.1% |
95% |
True |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-135 |
2.618 |
135-227 |
1.618 |
135-087 |
1.000 |
135-000 |
0.618 |
134-267 |
HIGH |
134-180 |
0.618 |
134-127 |
0.500 |
134-110 |
0.382 |
134-093 |
LOW |
134-040 |
0.618 |
133-273 |
1.000 |
133-220 |
1.618 |
133-133 |
2.618 |
132-313 |
4.250 |
132-085 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
134-110 |
134-097 |
PP |
134-107 |
134-093 |
S1 |
134-103 |
134-090 |
|