ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
132-240 |
132-140 |
-0-100 |
-0.2% |
132-310 |
High |
132-260 |
132-170 |
-0-090 |
-0.2% |
133-100 |
Low |
132-150 |
132-000 |
-0-150 |
-0.4% |
132-040 |
Close |
132-190 |
132-020 |
-0-170 |
-0.4% |
132-230 |
Range |
0-110 |
0-170 |
0-060 |
54.5% |
1-060 |
ATR |
0-145 |
0-148 |
0-003 |
2.2% |
0-000 |
Volume |
6,925 |
3,748 |
-3,177 |
-45.9% |
35,077 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-253 |
133-147 |
132-114 |
|
R3 |
133-083 |
132-297 |
132-067 |
|
R2 |
132-233 |
132-233 |
132-051 |
|
R1 |
132-127 |
132-127 |
132-036 |
132-095 |
PP |
132-063 |
132-063 |
132-063 |
132-048 |
S1 |
131-277 |
131-277 |
132-004 |
131-245 |
S2 |
131-213 |
131-213 |
131-309 |
|
S3 |
131-043 |
131-107 |
131-293 |
|
S4 |
130-193 |
130-257 |
131-246 |
|
|
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 |
132-260 |
132-000 |
0-260 |
0.6% |
0-130 |
0.3% |
8% |
False |
True |
8,150 |
10 |
133-280 |
132-000 |
1-280 |
1.4% |
0-176 |
0.4% |
3% |
False |
True |
5,963 |
20 |
134-180 |
132-000 |
2-180 |
1.9% |
0-148 |
0.3% |
2% |
False |
True |
3,400 |
40 |
134-180 |
131-290 |
2-210 |
2.0% |
0-094 |
0.2% |
6% |
False |
False |
1,784 |
60 |
134-180 |
131-140 |
3-040 |
2.4% |
0-069 |
0.2% |
20% |
False |
False |
1,190 |
80 |
134-180 |
129-230 |
4-270 |
3.7% |
0-052 |
0.1% |
48% |
False |
False |
893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-252 |
2.618 |
133-295 |
1.618 |
133-125 |
1.000 |
133-020 |
0.618 |
132-275 |
HIGH |
132-170 |
0.618 |
132-105 |
0.500 |
132-085 |
0.382 |
132-065 |
LOW |
132-000 |
0.618 |
131-215 |
1.000 |
131-150 |
1.618 |
131-045 |
2.618 |
130-195 |
4.250 |
129-238 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
132-085 |
132-130 |
PP |
132-063 |
132-093 |
S1 |
132-042 |
132-057 |
|