ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
132-120 |
132-130 |
0-010 |
0.0% |
132-310 |
High |
132-160 |
132-260 |
0-100 |
0.2% |
133-100 |
Low |
132-040 |
132-130 |
0-090 |
0.2% |
132-040 |
Close |
132-130 |
132-230 |
0-100 |
0.2% |
132-230 |
Range |
0-120 |
0-130 |
0-010 |
8.3% |
1-060 |
ATR |
0-149 |
0-148 |
-0-001 |
-0.9% |
0-000 |
Volume |
5,167 |
12,268 |
7,101 |
137.4% |
35,077 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-277 |
133-223 |
132-302 |
|
R3 |
133-147 |
133-093 |
132-266 |
|
R2 |
133-017 |
133-017 |
132-254 |
|
R1 |
132-283 |
132-283 |
132-242 |
132-310 |
PP |
132-207 |
132-207 |
132-207 |
132-220 |
S1 |
132-153 |
132-153 |
132-218 |
132-180 |
S2 |
132-077 |
132-077 |
132-206 |
|
S3 |
131-267 |
132-023 |
132-194 |
|
S4 |
131-137 |
131-213 |
132-158 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-090 |
135-220 |
133-119 |
|
R3 |
135-030 |
134-160 |
133-014 |
|
R2 |
133-290 |
133-290 |
132-300 |
|
R1 |
133-100 |
133-100 |
132-265 |
133-005 |
PP |
132-230 |
132-230 |
132-230 |
132-182 |
S1 |
132-040 |
132-040 |
132-195 |
131-265 |
S2 |
131-170 |
131-170 |
132-160 |
|
S3 |
130-110 |
130-300 |
132-126 |
|
S4 |
129-050 |
129-240 |
132-021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-100 |
132-040 |
1-060 |
0.9% |
0-142 |
0.3% |
50% |
False |
False |
7,015 |
10 |
133-280 |
132-040 |
1-240 |
1.3% |
0-175 |
0.4% |
34% |
False |
False |
5,199 |
20 |
134-180 |
132-040 |
2-140 |
1.8% |
0-142 |
0.3% |
24% |
False |
False |
2,913 |
40 |
134-180 |
131-290 |
2-210 |
2.0% |
0-090 |
0.2% |
31% |
False |
False |
1,518 |
60 |
134-180 |
131-140 |
3-040 |
2.4% |
0-064 |
0.2% |
41% |
False |
False |
1,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-172 |
2.618 |
133-280 |
1.618 |
133-150 |
1.000 |
133-070 |
0.618 |
133-020 |
HIGH |
132-260 |
0.618 |
132-210 |
0.500 |
132-195 |
0.382 |
132-180 |
LOW |
132-130 |
0.618 |
132-050 |
1.000 |
132-000 |
1.618 |
131-240 |
2.618 |
131-110 |
4.250 |
130-218 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
132-218 |
132-203 |
PP |
132-207 |
132-177 |
S1 |
132-195 |
132-150 |
|