ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
133-000 |
132-170 |
-0-150 |
-0.4% |
133-050 |
High |
133-030 |
132-210 |
-0-140 |
-0.3% |
133-280 |
Low |
132-140 |
132-090 |
-0-050 |
-0.1% |
132-250 |
Close |
132-170 |
132-140 |
-0-030 |
-0.1% |
132-290 |
Range |
0-210 |
0-120 |
-0-090 |
-42.9% |
1-030 |
ATR |
0-154 |
0-152 |
-0-002 |
-1.6% |
0-000 |
Volume |
2,242 |
12,642 |
10,400 |
463.9% |
16,913 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-187 |
133-123 |
132-206 |
|
R3 |
133-067 |
133-003 |
132-173 |
|
R2 |
132-267 |
132-267 |
132-162 |
|
R1 |
132-203 |
132-203 |
132-151 |
132-175 |
PP |
132-147 |
132-147 |
132-147 |
132-132 |
S1 |
132-083 |
132-083 |
132-129 |
132-055 |
S2 |
132-027 |
132-027 |
132-118 |
|
S3 |
131-227 |
131-283 |
132-107 |
|
S4 |
131-107 |
131-163 |
132-074 |
|
|
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 |
132-090 |
1-190 |
1.2% |
0-202 |
0.5% |
10% |
False |
True |
5,268 |
10 |
134-110 |
132-090 |
2-020 |
1.6% |
0-195 |
0.5% |
8% |
False |
True |
3,595 |
20 |
134-180 |
132-090 |
2-090 |
1.7% |
0-130 |
0.3% |
7% |
False |
True |
2,056 |
40 |
134-180 |
131-290 |
2-210 |
2.0% |
0-084 |
0.2% |
20% |
False |
False |
1,082 |
60 |
134-180 |
131-140 |
3-040 |
2.4% |
0-060 |
0.1% |
32% |
False |
False |
722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-080 |
2.618 |
133-204 |
1.618 |
133-084 |
1.000 |
133-010 |
0.618 |
132-284 |
HIGH |
132-210 |
0.618 |
132-164 |
0.500 |
132-150 |
0.382 |
132-136 |
LOW |
132-090 |
0.618 |
132-016 |
1.000 |
131-290 |
1.618 |
131-216 |
2.618 |
131-096 |
4.250 |
130-220 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
132-150 |
132-255 |
PP |
132-147 |
132-217 |
S1 |
132-143 |
132-178 |
|