ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
132-310 |
133-000 |
0-010 |
0.0% |
133-050 |
High |
133-100 |
133-030 |
-0-070 |
-0.2% |
133-280 |
Low |
132-290 |
132-140 |
-0-150 |
-0.4% |
132-250 |
Close |
133-030 |
132-170 |
-0-180 |
-0.4% |
132-290 |
Range |
0-130 |
0-210 |
0-080 |
61.5% |
1-030 |
ATR |
0-150 |
0-154 |
0-004 |
2.9% |
0-000 |
Volume |
2,758 |
2,242 |
-516 |
-18.7% |
16,913 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-210 |
134-080 |
132-286 |
|
R3 |
134-000 |
133-190 |
132-228 |
|
R2 |
133-110 |
133-110 |
132-208 |
|
R1 |
132-300 |
132-300 |
132-189 |
132-260 |
PP |
132-220 |
132-220 |
132-220 |
132-200 |
S1 |
132-090 |
132-090 |
132-151 |
132-050 |
S2 |
132-010 |
132-010 |
132-132 |
|
S3 |
131-120 |
131-200 |
132-112 |
|
S4 |
130-230 |
130-310 |
132-054 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-150 |
135-250 |
133-162 |
|
R3 |
135-120 |
134-220 |
133-066 |
|
R2 |
134-090 |
134-090 |
133-034 |
|
R1 |
133-190 |
133-190 |
133-002 |
133-125 |
PP |
133-060 |
133-060 |
133-060 |
133-028 |
S1 |
132-160 |
132-160 |
132-258 |
132-095 |
S2 |
132-030 |
132-030 |
132-226 |
|
S3 |
131-000 |
131-130 |
132-194 |
|
S4 |
129-290 |
130-100 |
132-098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-280 |
132-140 |
1-140 |
1.1% |
0-222 |
0.5% |
7% |
False |
True |
3,777 |
10 |
134-180 |
132-140 |
2-040 |
1.6% |
0-197 |
0.5% |
4% |
False |
True |
2,492 |
20 |
134-180 |
132-140 |
2-040 |
1.6% |
0-131 |
0.3% |
4% |
False |
True |
1,503 |
40 |
134-180 |
131-290 |
2-210 |
2.0% |
0-081 |
0.2% |
24% |
False |
False |
766 |
60 |
134-180 |
131-140 |
3-040 |
2.4% |
0-058 |
0.1% |
35% |
False |
False |
511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-282 |
2.618 |
134-260 |
1.618 |
134-050 |
1.000 |
133-240 |
0.618 |
133-160 |
HIGH |
133-030 |
0.618 |
132-270 |
0.500 |
132-245 |
0.382 |
132-220 |
LOW |
132-140 |
0.618 |
132-010 |
1.000 |
131-250 |
1.618 |
131-120 |
2.618 |
130-230 |
4.250 |
129-208 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
132-245 |
133-025 |
PP |
132-220 |
132-287 |
S1 |
132-195 |
132-228 |
|