ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
134-180 |
134-070 |
-0-110 |
-0.3% |
133-220 |
High |
134-180 |
134-110 |
-0-070 |
-0.2% |
134-020 |
Low |
134-040 |
133-310 |
-0-050 |
-0.1% |
133-160 |
Close |
134-100 |
134-030 |
-0-070 |
-0.2% |
133-290 |
Range |
0-140 |
0-120 |
-0-020 |
-14.3% |
0-180 |
ATR |
0-104 |
0-106 |
0-001 |
1.1% |
0-000 |
Volume |
1,612 |
503 |
-1,109 |
-68.8% |
1,935 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-083 |
135-017 |
134-096 |
|
R3 |
134-283 |
134-217 |
134-063 |
|
R2 |
134-163 |
134-163 |
134-052 |
|
R1 |
134-097 |
134-097 |
134-041 |
134-070 |
PP |
134-043 |
134-043 |
134-043 |
134-030 |
S1 |
133-297 |
133-297 |
134-019 |
133-270 |
S2 |
133-243 |
133-243 |
134-008 |
|
S3 |
133-123 |
133-177 |
133-317 |
|
S4 |
133-003 |
133-057 |
133-284 |
|
|
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 |
133-260 |
0-240 |
0.6% |
0-096 |
0.2% |
38% |
False |
False |
771 |
10 |
134-180 |
133-160 |
1-020 |
0.8% |
0-075 |
0.2% |
56% |
False |
False |
540 |
20 |
134-180 |
132-140 |
2-040 |
1.6% |
0-065 |
0.2% |
78% |
False |
False |
388 |
40 |
134-180 |
131-290 |
2-210 |
2.0% |
0-038 |
0.1% |
82% |
False |
False |
197 |
60 |
134-180 |
130-070 |
4-110 |
3.2% |
0-030 |
0.1% |
89% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-300 |
2.618 |
135-104 |
1.618 |
134-304 |
1.000 |
134-230 |
0.618 |
134-184 |
HIGH |
134-110 |
0.618 |
134-064 |
0.500 |
134-050 |
0.382 |
134-036 |
LOW |
133-310 |
0.618 |
133-236 |
1.000 |
133-190 |
1.618 |
133-116 |
2.618 |
132-316 |
4.250 |
132-120 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
134-050 |
134-085 |
PP |
134-043 |
134-067 |
S1 |
134-037 |
134-048 |
|