ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
133-240 |
133-060 |
-0-180 |
-0.4% |
134-040 |
High |
133-260 |
133-280 |
0-020 |
0.0% |
134-180 |
Low |
133-040 |
133-030 |
-0-010 |
0.0% |
133-000 |
Close |
133-040 |
133-210 |
0-170 |
0.4% |
133-050 |
Range |
0-220 |
0-250 |
0-030 |
13.6% |
1-180 |
ATR |
0-131 |
0-140 |
0-008 |
6.4% |
0-000 |
Volume |
5,187 |
3,787 |
-1,400 |
-27.0% |
4,349 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-283 |
135-177 |
134-028 |
|
R3 |
135-033 |
134-247 |
133-279 |
|
R2 |
134-103 |
134-103 |
133-256 |
|
R1 |
133-317 |
133-317 |
133-233 |
134-050 |
PP |
133-173 |
133-173 |
133-173 |
133-200 |
S1 |
133-067 |
133-067 |
133-187 |
133-120 |
S2 |
132-243 |
132-243 |
133-164 |
|
S3 |
131-313 |
132-137 |
133-141 |
|
S4 |
131-063 |
131-207 |
133-072 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-083 |
137-087 |
134-005 |
|
R3 |
136-223 |
135-227 |
133-188 |
|
R2 |
135-043 |
135-043 |
133-142 |
|
R1 |
134-047 |
134-047 |
133-096 |
133-275 |
PP |
133-183 |
133-183 |
133-183 |
133-138 |
S1 |
132-187 |
132-187 |
133-004 |
132-095 |
S2 |
132-003 |
132-003 |
132-278 |
|
S3 |
130-143 |
131-007 |
132-232 |
|
S4 |
128-283 |
129-147 |
132-095 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-010 |
133-000 |
1-010 |
0.8% |
0-214 |
0.5% |
64% |
False |
False |
2,578 |
10 |
134-180 |
133-000 |
1-180 |
1.2% |
0-155 |
0.4% |
42% |
False |
False |
1,675 |
20 |
134-180 |
133-000 |
1-180 |
1.2% |
0-104 |
0.2% |
42% |
False |
False |
1,032 |
40 |
134-180 |
131-290 |
2-210 |
2.0% |
0-065 |
0.2% |
66% |
False |
False |
519 |
60 |
134-180 |
130-270 |
3-230 |
2.8% |
0-048 |
0.1% |
76% |
False |
False |
346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-062 |
2.618 |
135-294 |
1.618 |
135-044 |
1.000 |
134-210 |
0.618 |
134-114 |
HIGH |
133-280 |
0.618 |
133-184 |
0.500 |
133-155 |
0.382 |
133-126 |
LOW |
133-030 |
0.618 |
132-196 |
1.000 |
132-100 |
1.618 |
131-266 |
2.618 |
131-016 |
4.250 |
129-248 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
133-192 |
133-192 |
PP |
133-173 |
133-173 |
S1 |
133-155 |
133-155 |
|