ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
132-140 |
131-290 |
-0-170 |
-0.4% |
132-310 |
High |
132-170 |
131-290 |
-0-200 |
-0.5% |
133-100 |
Low |
132-000 |
131-120 |
-0-200 |
-0.5% |
132-040 |
Close |
132-020 |
131-160 |
-0-180 |
-0.4% |
132-230 |
Range |
0-170 |
0-170 |
0-000 |
0.0% |
1-060 |
ATR |
0-148 |
0-154 |
0-005 |
3.4% |
0-000 |
Volume |
3,748 |
15,693 |
11,945 |
318.7% |
35,077 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-060 |
132-280 |
131-254 |
|
R3 |
132-210 |
132-110 |
131-207 |
|
R2 |
132-040 |
132-040 |
131-191 |
|
R1 |
131-260 |
131-260 |
131-176 |
131-225 |
PP |
131-190 |
131-190 |
131-190 |
131-172 |
S1 |
131-090 |
131-090 |
131-144 |
131-055 |
S2 |
131-020 |
131-020 |
131-129 |
|
S3 |
130-170 |
130-240 |
131-113 |
|
S4 |
130-000 |
130-070 |
131-066 |
|
|
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 |
131-120 |
1-140 |
1.1% |
0-140 |
0.3% |
9% |
False |
True |
8,760 |
10 |
133-280 |
131-120 |
2-160 |
1.9% |
0-171 |
0.4% |
5% |
False |
True |
7,014 |
20 |
134-180 |
131-120 |
3-060 |
2.4% |
0-154 |
0.4% |
4% |
False |
True |
4,162 |
40 |
134-180 |
131-120 |
3-060 |
2.4% |
0-096 |
0.2% |
4% |
False |
True |
2,175 |
60 |
134-180 |
131-120 |
3-060 |
2.4% |
0-072 |
0.2% |
4% |
False |
True |
1,452 |
80 |
134-180 |
129-230 |
4-270 |
3.7% |
0-054 |
0.1% |
37% |
False |
False |
1,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-052 |
2.618 |
133-095 |
1.618 |
132-245 |
1.000 |
132-140 |
0.618 |
132-075 |
HIGH |
131-290 |
0.618 |
131-225 |
0.500 |
131-205 |
0.382 |
131-185 |
LOW |
131-120 |
0.618 |
131-015 |
1.000 |
130-270 |
1.618 |
130-165 |
2.618 |
129-315 |
4.250 |
129-038 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
131-205 |
132-030 |
PP |
131-190 |
131-287 |
S1 |
131-175 |
131-223 |
|