ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
132-170 |
132-120 |
-0-050 |
-0.1% |
133-050 |
High |
132-210 |
132-160 |
-0-050 |
-0.1% |
133-280 |
Low |
132-090 |
132-040 |
-0-050 |
-0.1% |
132-250 |
Close |
132-140 |
132-130 |
-0-010 |
0.0% |
132-290 |
Range |
0-120 |
0-120 |
0-000 |
0.0% |
1-030 |
ATR |
0-152 |
0-149 |
-0-002 |
-1.5% |
0-000 |
Volume |
12,642 |
5,167 |
-7,475 |
-59.1% |
16,913 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-150 |
133-100 |
132-196 |
|
R3 |
133-030 |
132-300 |
132-163 |
|
R2 |
132-230 |
132-230 |
132-152 |
|
R1 |
132-180 |
132-180 |
132-141 |
132-205 |
PP |
132-110 |
132-110 |
132-110 |
132-122 |
S1 |
132-060 |
132-060 |
132-119 |
132-085 |
S2 |
131-310 |
131-310 |
132-108 |
|
S3 |
131-190 |
131-260 |
132-097 |
|
S4 |
131-070 |
131-140 |
132-064 |
|
|
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 |
133-230 |
132-040 |
1-190 |
1.2% |
0-176 |
0.4% |
18% |
False |
True |
5,544 |
10 |
134-010 |
132-040 |
1-290 |
1.4% |
0-195 |
0.5% |
15% |
False |
True |
4,061 |
20 |
134-180 |
132-040 |
2-140 |
1.8% |
0-135 |
0.3% |
12% |
False |
True |
2,300 |
40 |
134-180 |
131-290 |
2-210 |
2.0% |
0-087 |
0.2% |
19% |
False |
False |
1,212 |
60 |
134-180 |
131-140 |
3-040 |
2.4% |
0-062 |
0.1% |
31% |
False |
False |
808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-030 |
2.618 |
133-154 |
1.618 |
133-034 |
1.000 |
132-280 |
0.618 |
132-234 |
HIGH |
132-160 |
0.618 |
132-114 |
0.500 |
132-100 |
0.382 |
132-086 |
LOW |
132-040 |
0.618 |
131-286 |
1.000 |
131-240 |
1.618 |
131-166 |
2.618 |
131-046 |
4.250 |
130-170 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
132-120 |
132-195 |
PP |
132-110 |
132-173 |
S1 |
132-100 |
132-152 |
|